In this paper we discuss the connections between a Vlasov-Fokker-Planck equation and an underlying microscopic particle system, and we interpret those connections in the context of the GENERIC framework (Öttinger 2005). This interpretation provides (a) a variational formulation for GENERIC systems, (b) insight into the origin of this variational formulation, and (c) an explanation of the origins of the conditions that GENERIC places on its constitutive elements, notably the so-called degeneracy or non-interaction conditions. This work shows how the general connection between large-deviation principles on one hand and gradient-flow structures on the other hand extends to non-reversible particle systems.
In this paper, we study the distribution and behaviour of internal equilibria in a d-player n-strategy random evolutionary game where the game payoff matrix is generated from normal distributions. The study of this paper reveals and exploits interesting connections between evolutionary game theory and random polynomial theory. The main contributions of the paper are some qualitative and quantitative results on the expected density, f n,d , and the expected number, E(n, d), of (stable) internal equilibria. Firstly, we show that in multi-player two-strategy games, they behave asymptotically as √ d − 1 as d is sufficiently large. Secondly, we prove that they are monotone functions of d. We also make a conjecture for games with more than two strategies. Thirdly, we provide numerical simulations for our analytical results and to support the conjecture. As consequences of our analysis, some qualitative and quantitative results on the distribution of zeros of a random Bernstein polynomial are also obtained.
Abstract.We study the Fokker-Planck equation as the many-particle limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the path-space rate functional, which characterises the large deviations from the expected trajectories, in such a way that the free energy appears explicitly. Next we use this formulation via the contraction principle to prove that the discrete time rate functional is asymptotically equivalent in the Gamma-convergence sense to the functional derived from the Wasserstein gradient discretization scheme.Mathematics Subject Classification. 35A15, 5Q84.
In this paper we present a variational technique that handles coarse-graining and passing to a limit in a unified manner. The technique is based on a duality structure, which is present in many gradient flows and other variational evolutions, and which often arises from a large-deviations principle. It has three main features: (a) a natural interaction between the duality structure and the coarse-graining, (b) application to systems with nondissipative effects, and (c) application to coarse-graining of approximate solutions which solve the equation only to some error. As examples, we use this technique to solve three limit problems, the overdamped limit of the Vlasov-Fokker-Planck equation and the smallnoise limit of randomly perturbed Hamiltonian systems with one and with many degrees of freedom.
Mathematics Subject Classification
In this paper, we derive from the principle of least action the equation of motion for a continuous medium with regularized density field in the context of measures. The eventual equation of motion depends on the order in which regularization and the principle of least action are applied. We obtain two different equations, whose discrete counterparts coincide with the scheme used traditionally in the Smoothed Particle Hydrodynamics (SPH) numerical method [27], and with the equation treated by Di Lisio et al. in [9], respectively. Additionally, we prove the convergence in the Wasserstein distance of the corresponding measure-valued evolutions, moreover providing the order of convergence of the SPH method. The convergence holds for a general class of force fields, including external and internal conservative forces, friction and non-local interactions. The proof of convergence is illustrated numerically by means of one and two-dimensional examples.
In molecular dynamics and sampling of high dimensional Gibbs measures coarse-graining is an important technique to reduce the dimensionality of the problem. We will study and quantify the coarse-graining error between the coarse-grained dynamics and an effective dynamics. The effective dynamics is a Markov process on the coarse-grained state space obtained by a closure procedure from the coarse-grained coefficients. We obtain error estimates both in relative entropy and Wasserstein distance, for both Langevin and overdamped Langevin dynamics. The approach allows for vectorial coarse-graining maps. Hereby, the quality of the chosen coarse-graining is measured by certain functional inequalities encoding the scale separation of the Gibbs measure. The method is based on error estimates between solutions of (kinetic) Fokker-Planck equations in terms of large-deviation rate functionals.Here X t ∈ d is the state of the system at time t, V is a potential, β = 1/(k B T a ) is the inverse temperature, W d t is a d-dimensional Brownian motion and X 0 is the initial state of the system.
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