WEAK-COUPLING LIMIT FOR ERGODIC ENVIRONMENTS

Friesen M, Kondratiev Y (2019)
METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY 25(2): 118-133.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Friesen, Martin; Kondratiev, YuriUniBi
Abstract / Bemerkung
The main aim of this work is to establish an averaging principle for a wide class of interacting particle systems in the continuum. This principle is an important step in the analysis of Markov evolutions and is usually applied for the associated semigroups related to backward Kolmogorov equations, c.f. [27]. Our approach is based on the study of forward Kolmogorov equations (a.k.a. Fokker-Planck equations). We describe a system evolving as a Markov process on the space of finite configurations, whereas its rates depend on the actual state of another (equilibrium) process on the space of locally finite configurations. We will show that ergodicity of the environment process implies the averaging principle for the solutions of the coupled Fokker-Planck equations.
Stichworte
Averaging principle; Fokker-Planck equation; interacting particle; systems; weak-coupling; random evolution
Erscheinungsjahr
2019
Zeitschriftentitel
METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY
Band
25
Ausgabe
2
Seite(n)
118-133
ISSN
1029-3531
Page URI
https://pub.uni-bielefeld.de/record/2936635

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Friesen M, Kondratiev Y. WEAK-COUPLING LIMIT FOR ERGODIC ENVIRONMENTS. METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY. 2019;25(2):118-133.
Friesen, M., & Kondratiev, Y. (2019). WEAK-COUPLING LIMIT FOR ERGODIC ENVIRONMENTS. METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY, 25(2), 118-133.
Friesen, M., and Kondratiev, Y. (2019). WEAK-COUPLING LIMIT FOR ERGODIC ENVIRONMENTS. METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY 25, 118-133.
Friesen, M., & Kondratiev, Y., 2019. WEAK-COUPLING LIMIT FOR ERGODIC ENVIRONMENTS. METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY, 25(2), p 118-133.
M. Friesen and Y. Kondratiev, “WEAK-COUPLING LIMIT FOR ERGODIC ENVIRONMENTS”, METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY, vol. 25, 2019, pp. 118-133.
Friesen, M., Kondratiev, Y.: WEAK-COUPLING LIMIT FOR ERGODIC ENVIRONMENTS. METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY. 25, 118-133 (2019).
Friesen, Martin, and Kondratiev, Yuri. “WEAK-COUPLING LIMIT FOR ERGODIC ENVIRONMENTS”. METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY 25.2 (2019): 118-133.