Weak-coupling limit for ergodic environments

Authors

  • Martin Friesen Fakultät für Mathematik und Naturwissenschaften, Bergische Universität Wuppertal, Gaußstraße 20, 42119 Wuppertal, Germany
  • Yu. G. Kondratiev Department of Mathematics, Bielefeld University, Germany

DOI:

Keywords:

Averaging principle, Fokker-Planck equation, interacting particle systems, weak-coupling, random evolution

Abstract

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.

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Published

2019-06-25

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Section

Articles

How to Cite

Friesen, Martin, and Yu. G. Kondratiev. “Weak-Coupling Limit for Ergodic Environments”. Methods of Functional Analysis and Topology, vol. 25, no. 2, June 2019, pp. 118-33, https://zen.imath.kiev.ua/index.php/mfat/article/view/716.