We study the connection between a system of many independent Brownian particles on one hand and the deterministic diffusion equation on the other. For a fixed time step h > 0, a large-deviations rate functional J h characterizes the behaviour of the particle system at t = h in terms of the initial distribution at t = 0. For the diffusion equation, a single step in the time-discretized entropy-Wasserstein gradient flow is characterized by the minimization of a functional K h . We establish a new connection between these systems by proving that J h and K h are equal up to second order in h as h → 0.This result gives a microscopic explanation of the origin of the entropy-Wasserstein gradient flow formulation of the diffusion equation. Simultaneously, the limit passage presented here gives a physically natural description of the underlying particle system by describing it as an entropic gradient flow.
In recent work we uncovered intriguing connections between Otto’s characterization of diffusion as an entropic gradient flow on the one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other. In this paper, we sketch this connection, show how it generalizes to a wider class of systems and comment on consequences and implications. Specifically, we connect macroscopic gradient flows with large-deviation principles, and point out the potential of a bigger picture emerging: we indicate that, in some non-equilibrium situations, entropies and thermodynamic free energies can be derived via large-deviation principles. The approach advocated here is different from the established hydrodynamic limit passage but extends a link that is well known in the equilibrium situation.
We prove the existence and uniqueness of pulsating waves for the motion by mean curvature of an n-dimensional hypersurface in an inhomogeneous medium, represented by a periodic forcing. The main difficulty is caused by the degeneracy of the equation and the fact the forcing is allowed to change sign. Under the assumption of weak inhomogeneity, we obtain uniform oscillation and gradient bounds so that the evolving surface can be written as a graph over a reference hyperplane. The existence of an effective speed of propagation is established for any normal direction. We further prove the Lipschitz continuity of the speed with respect to the normal and various stability properties of the pulsating wave. The results are related to the homogenisation of mean curvature flow with forcing.
This paper investigates the pinning and de-pinning phenomena of some evolutionary partial differential equations which arise in the modelling of the propagation of phase boundaries in materials under the combined effects of an external driving force F and an underlying heterogeneous environment. The phenomenology is the existence of pinning states -stationary solutions -for small values of F, and the appearance of genuine motion when F is above some threshold value. In the case of a periodic medium, we characterise quantitatively, near the transition regime, the scaling behaviour of the interface velocity as a function of F . The results are proved for a class of some semi-linear and reaction-diffusion equations.
Consider two disjoint circles moving by mean curvature plus a forcing term which makes them touch with zero velocity. It is known that the generalized solution in the viscosity sense ceases to be a curve after the touching (the so-called fattening phenomenon). We show that after adding a small stochastic forcing epsilondW, in the limit epsilon --> 0 the measure selects two evolving curves, the upper and lower barrier in the sense of De Giorgi. Further we show partial results for nonzero epsilon
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