English

Stochastic averaging principle for spatial Markov evolutions in the continuum

Mathematical Physics 2022-03-17 v2 Functional Analysis math.MP

Abstract

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ+×Γ\Gamma^+ \times \Gamma^- over Rd\mathbb{R}^d. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L+(γ)+1εLL^+(\gamma^-) + \frac{1}{\varepsilon}L^-, ε>0\varepsilon > 0. Here LL^- describes the environment process on Γ\Gamma^- and L+(γ)L^+(\gamma^-) describes the system process on Γ+\Gamma^+, where γ\gamma^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γΓ\gamma^- \in \Gamma^-. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μtε\mu_t^{\varepsilon} on Γ+×Γ\Gamma^+ \times \Gamma^-. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μinv\mu_{\mathrm{inv}} be the invariant measure for the environment process on Γ\Gamma^-. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μtε\mu_t^{\varepsilon} onto Γ+\Gamma^+ converges weakly to an evolution of states on Γ+\Gamma^+ associated with the averaged Markov birth-and-death operator L=ΓL+(γ)dμinv(γ)\overline{L} = \int_{\Gamma^-}L^+(\gamma^-)d \mu_{\mathrm{inv}}(\gamma^-).

Keywords

Cite

@article{arxiv.1702.03512,
  title  = {Stochastic averaging principle for spatial Markov evolutions in the continuum},
  author = {Martin Friesen and Yuri Kondratiev},
  journal= {arXiv preprint arXiv:1702.03512},
  year   = {2022}
}
R2 v1 2026-06-22T18:15:57.723Z