Weak-coupling limit for ergodic environments

MaRDI QIDQ5204169zbMATH OpenFDO

Authors Martin Friesen, Yuri Kondratiev

Publication date 9 December 2019

Full work available at URL https://arxiv.org/abs/1901.06734, http://mfat.imath.kiev.ua/article/2019/02/mfat_2019_02_1167.pdf

zbMATH Keywords

Fokker-Planck equationsaveraging principlespace of configurationsinteracting particle systems in the continuum

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Processes in random environments (60K37) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the associated semigroups related to backward Kolmogorov equations, c.f. [Kur73]. Our approach is based on the study of forward Kolmogorov equations (a.k.a. Fokker- Planck equations). We describe a system evolving as a Markov process on the space of finite configurations, whereas its rates depend on the actual state of another (equilibrium) process on the space of locally finite configurations. We will show that ergodicity of the environment process implies the averaging principle for the solutions of the coupled Fokker-Planck equations.

Recommendations

• Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model
• Averaging in weakly coupled discrete dynamical systems
• Stochastic averaging principle for spatial birth-and-death evolutions in the continuum
• Slow-fast systems with fractional environment and dynamics
• Stochastic averaging principle for systems with pathwise uniqueness

Cited in

(1)

• Stochastic averaging principle for spatial birth-and-death evolutions in the continuum

This page was built for publication: Weak-coupling limit for ergodic environments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5204169)