Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels

Wang Z, Zhao X, Zhu R (2023)
Archive for Rational Mechanics and Analysis 247(5): 101.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Wang, Zhenfu; Zhao, XianliangUniBi; Zhu, Rongchan
Abstract / Bemerkung
We consider the asymptotic behaviour of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized Ornstein-Uhlenbeck process. Our result considerably extends classical results to singular kernels, including the Biot-Savart law. The result applies to the point vortex model approximating the 2D incompressible Navier-Stokes equation and the 2D Euler equation. We also obtain Gaussianity and optimal regularity of the limiting Ornstein-Uhlenbeck process. The method relies on the martingale approach and the Donsker-Varadhan variational formula, which transfers the uniform estimate to some exponential integrals. Estimation of those exponential integrals follows by cancellations and combinatorics techniques and is of the type of the large deviation principle.
Erscheinungsjahr
2023
Zeitschriftentitel
Archive for Rational Mechanics and Analysis
Band
247
Ausgabe
5
Art.-Nr.
101
ISSN
0003-9527
eISSN
1432-0673
Page URI
https://pub.uni-bielefeld.de/record/2983735

Zitieren

Wang Z, Zhao X, Zhu R. Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels. Archive for Rational Mechanics and Analysis . 2023;247(5): 101.
Wang, Z., Zhao, X., & Zhu, R. (2023). Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels. Archive for Rational Mechanics and Analysis , 247(5), 101. https://doi.org/10.1007/s00205-023-01932-2
Wang, Zhenfu, Zhao, Xianliang, and Zhu, Rongchan. 2023. “Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels”. Archive for Rational Mechanics and Analysis 247 (5): 101.
Wang, Z., Zhao, X., and Zhu, R. (2023). Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels. Archive for Rational Mechanics and Analysis 247:101.
Wang, Z., Zhao, X., & Zhu, R., 2023. Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels. Archive for Rational Mechanics and Analysis , 247(5): 101.
Z. Wang, X. Zhao, and R. Zhu, “Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels”, Archive for Rational Mechanics and Analysis , vol. 247, 2023, : 101.
Wang, Z., Zhao, X., Zhu, R.: Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels. Archive for Rational Mechanics and Analysis . 247, : 101 (2023).
Wang, Zhenfu, Zhao, Xianliang, and Zhu, Rongchan. “Gaussian Fluctuations for Interacting Particle Systems with Singular Kernels”. Archive for Rational Mechanics and Analysis 247.5 (2023): 101.
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