English

Periodicity and longtime diffusion for mean field systems in $\mathbb{R}^d$

Probability 2021-07-07 v1

Abstract

We study in this paper the longtime behavior of some large but finite populations of interacting stochastic differential equations whose (infinite population) limit Fokker-Planck PDE admits a stable periodic solution. We show that the empirical measure for the population of size NN stays close to the periodic solution, but with a random dephasing at the timescale NtNt that converges weakly to a Brownian motion with constant drift.

Keywords

Cite

@article{arxiv.2107.02473,
  title  = {Periodicity and longtime diffusion for mean field systems in $\mathbb{R}^d$},
  author = {Eric Luçon and Christophe Poquet},
  journal= {arXiv preprint arXiv:2107.02473},
  year   = {2021}
}

Comments

43 pages

R2 v1 2026-06-24T03:55:27.901Z