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

Published online by Cambridge University Press:  22 September 2020

Department of Applied Mathematics and Theoretical Physics, University of Cambridge, CambridgeCB3 0WA, UK,
Department Mathematik, Friedrich-Alexander-Universität Erlangen-Nürnberg, Cauerstrasse 11, 91058Erlangen, Germany,
Mathematical Institute, University of Oxford, OxfordOX2 6GG, UK, email:
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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.

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© The Author(s), 2020. Published by Cambridge University Press


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