Separation of time scales in weakly interacting diffusions
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arXiv
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| Natura: | Preprint |
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2025
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| author | Adams, Zachary P. Engel, Maximilian Gvalani, Rishabh S. |
| author_facet | Adams, Zachary P. Engel, Maximilian Gvalani, Rishabh S. |
| contents | We study metastable behaviour in systems of weakly interacting Brownian particles with localised, attractive potentials which are smooth and globally bounded. In this particular setting, numerical evidence suggests that the particles converge on a short time scale to a "droplet state" which is $metastable$, i.e. persists on a much longer time scale than the time scale of convergence, before eventually diffusing to $0$.
In this article, we provide rigorous evidence and a quantitative characterisation of this separation of time scales. Working at the level of the empirical measure, we show that (after quotienting out the motion of the centre of mass) the rate of convergence to the quasi-stationary distribution, which corresponds with the droplet state, is $O(1)$ as the inverse temperature $β\to \infty$. Meanwhile the rate of leakage away from its centre of mass is $O(e^{-β})$. Futhermore, the quasi-stationary distribution is localised on a length scale of order $O(β^{-\frac12})$. We thus provide a partial answer to a question posed by Carrillo, Craig, and Yao (Aggregation-Diffusion Equations: Dynamics, Asymptotics, and Singular Limits. In: Active Particles, Volume 2, 2019) in the microscopic setting. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2502_12881 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Separation of time scales in weakly interacting diffusions Adams, Zachary P. Engel, Maximilian Gvalani, Rishabh S. Probability Mathematical Physics Analysis of PDEs Dynamical Systems Spectral Theory We study metastable behaviour in systems of weakly interacting Brownian particles with localised, attractive potentials which are smooth and globally bounded. In this particular setting, numerical evidence suggests that the particles converge on a short time scale to a "droplet state" which is $metastable$, i.e. persists on a much longer time scale than the time scale of convergence, before eventually diffusing to $0$. In this article, we provide rigorous evidence and a quantitative characterisation of this separation of time scales. Working at the level of the empirical measure, we show that (after quotienting out the motion of the centre of mass) the rate of convergence to the quasi-stationary distribution, which corresponds with the droplet state, is $O(1)$ as the inverse temperature $β\to \infty$. Meanwhile the rate of leakage away from its centre of mass is $O(e^{-β})$. Futhermore, the quasi-stationary distribution is localised on a length scale of order $O(β^{-\frac12})$. We thus provide a partial answer to a question posed by Carrillo, Craig, and Yao (Aggregation-Diffusion Equations: Dynamics, Asymptotics, and Singular Limits. In: Active Particles, Volume 2, 2019) in the microscopic setting. |
| title | Separation of time scales in weakly interacting diffusions |
| topic | Probability Mathematical Physics Analysis of PDEs Dynamical Systems Spectral Theory |
| url | https://arxiv.org/abs/2502.12881 |