Large $N$ limit of the Langevin dynamics for the spin $O(N)$ model
Probability
2025-09-24 v2 Mathematical Physics
math.MP
Abstract
In this paper, we prove that the large limit of the Langevin dynamics for the spin model is given by a mean-field stochastic differential equation (SDE) in both finite and infinite volumes. We establish uniform in bounds for the dynamics, which enable us to demonstrate convergence to the mean-field SDE with polynomial interactions. Furthermore, the mean-field SDE is shown to be globally well-posed for suitable initial distributions. We also prove the existence of stationary measures for the mean-field SDE. For small inverse temperatures, we characterize the large limit of the spin model through stationary coupling. Additionally, we establish the uniqueness of the stationary measure for the mean-field SDE.
Cite
@article{arxiv.2509.13817,
title = {Large $N$ limit of the Langevin dynamics for the spin $O(N)$ model},
author = {Wenjie Ye and Rongchan Zhu},
journal= {arXiv preprint arXiv:2509.13817},
year = {2025}
}