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Coarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structure

Part of: Equations of mathematical physics and other areas of application Optimality conditions Parabolic equations and systems Markov processes

Published online by Cambridge University Press:  22 September 2020

M. BRUNA Open the ORCID record for M. BRUNA [Opens in a new window] ,
M. BURGER  and
J. A. CARRILLO
M. BRUNA
Affiliation:
Department of Applied Mathematics and Theoretical Physics, University of Cambridge, CambridgeCB3 0WA, UK, email:bruna@maths.cam.ac.uk
M. BURGER
Affiliation:
Department Mathematik, Friedrich-Alexander-Universität Erlangen-Nürnberg, Cauerstrasse 11, 91058Erlangen, Germany, email:martin.burger@fau.de
J. A. CARRILLO
Affiliation:
Mathematical Institute, University of Oxford, OxfordOX2 6GG, UK, email: carrillo@maths.ox.ac.uk
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Abstract

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The propagation of gradient flow structures from microscopic to macroscopic models is a topic of high current interest. In this paper, we discuss this propagation in a model for the diffusion of particles interacting via hard-core exclusion or short-range repulsive potentials. We formulate the microscopic model as a high-dimensional gradient flow in the Wasserstein metric for an appropriate free-energy functional. Then we use the JKO approach to identify the asymptotics of the metric and the free-energy functional beyond the lowest order for single particle densities in the limit of small particle volumes by matched asymptotic expansions. While we use a propagation of chaos assumption at far distances, we consider correlations at small distance in the expansion. In this way, we obtain a clear picture of the emergence of a macroscopic gradient structure incorporating corrections in the free-energy functional due to the volume exclusion.

Keywords

Fokker–Planck equationsvariational methodsasymptotic expansionsvolume exclusion

MSC classification

Primary: 35Q84: Fokker-Planck equations
Secondary: 35K55: Nonlinear parabolic equations 49K20: Problems involving partial differential equations 60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
Type
Papers
Information
European Journal of Applied Mathematics , Volume 32 , Issue 4 , August 2021 , pp. 711 - 745
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Creative Commons
Creative Common License - CCCreative Common License - BY
This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited.
Copyright
© The Author(s), 2020. Published by Cambridge University Press

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