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 stays close to the periodic solution, but with a random dephasing at the timescale that converges weakly to a Brownian motion with constant drift.
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