McKean-Vlasov PDE with Irregular Drift and Applications to Large Deviations for Conservative SPDEs
Zhengyan Wu, Rangrang Zhang

TL;DR
This paper analyzes McKean-Vlasov PDEs with irregular drift, establishing large deviation principles for related stochastic PDEs, and connects these results to fluctuating hydrodynamics and Ising-Kac-Kawasaki dynamics.
Contribution
It provides a detailed analysis of singular McKean-Vlasov PDEs and derives large deviation principles for associated stochastic conservative PDEs under new conditions.
Findings
Established large deviations for Dean-Kawasaki equation with singular interactions.
Connected macroscopic fluctuation theory with fluctuating hydrodynamics.
Derived large deviations for fluctuating Ising-Kac-Kawasaki dynamics.
Abstract
Inspired by [Fehrman, Gess; Invent. Math., 2023], we provide a fine analysis of the McKean-Vlasov PDE with singular interactions and drift terms of square root form. As the corresponding skeleton equation of Dean-Kawasaki equation with singular interactions (a stochastic, conservative PDE), it determines the rate function of small noise large deviations. By imposing Ladyzhenskaya-Prodi-Serrin type conditions on the interaction kernel, we establish the large deviations in the framework of stochastic renormalized kinetic solution, when the intensity and the correlation of the noise are simultaneously sent to under a suitable scaling. This result contributes to demonstrating the consistency between the macroscopic fluctuation theory associated with singular interacting mean-field systems and fluctuating hydrodynamics related to the Dean-Kawasaki equation. As an application, we also…
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Taxonomy
TopicsStochastic processes and statistical mechanics · Random Matrices and Applications · Theoretical and Computational Physics
