The Hydrodynamic Limit for Local Mean-Field Dynamics with Unbounded Spins

被引:1
作者
Bovier, Anton [1 ]
Ioffe, Dmitry [2 ]
Mueller, Patrick [3 ]
机构
[1] Rhein Friedrich Wilhelms Univ, Inst Angew Math, Endenicher Allee 60, D-53115 Bonn, Germany
[2] Technion, William Davidson Fac Ind Engn & Management, IL-32000 Haifa, Israel
[3] Boston Consulting Grp Inc, Mediapk 8, D-50670 Cologne, Germany
关键词
Interacting diffusions; Local mean-field; McKean-Vlasov equation; Hydrodynamic limit; MODEL; DIFFUSIONS;
D O I
10.1007/s10955-018-2069-y
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We consider the dynamics of a class of spin systems with unbounded spins interacting with local mean-field interactions. We prove convergence of the empirical measure to the solution of a McKean-Vlasov equation in the hydrodynamic limit and propagation of chaos. This extends earlier results of Gartner, Comets and others for bounded spins or strict mean-field interactions.
引用
收藏
页码:434 / 457
页数:24
相关论文
共 17 条
[1]  
[Anonymous], 1991, Graduate Texts in Mathematics
[2]  
Billingsley P, 1999, WILEY SERIES PROBABI, V2nd
[3]  
COMETS F, 1987, ANN I H POINCARE-PR, V23, P135
[4]   ASYMPTOTIC DYNAMICS, NON-CRITICAL AND CRITICAL FLUCTUATIONS FOR A GEOMETRIC LONG-RANGE INTERACTING MODEL [J].
COMETS, F ;
EISELE, T .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1988, 118 (04) :531-567
[5]  
Dawson D. A., 1987, Stochastics, V20, P247, DOI 10.1080/17442508708833446
[6]  
DAWSON DA, 1989, MEM AM MATH SOC, V78, P1
[7]  
Dembo A., 2010, STOCHASTIC MODELLING, V38
[8]   ON THE MCKEAN-VLASOV LIMIT FOR INTERACTING DIFFUSIONS [J].
GARTNER, J .
MATHEMATISCHE NACHRICHTEN, 1988, 137 :197-248
[9]  
Guionnet A., 2004, Probab. Surv., V1, P72, DOI [10.1214/154957804100000033, DOI 10.1214/154957804100000033]
[10]  
Karatzas I., 2015, PROBAB THEORY REL, V152, P1