Large deviations for interacting multiscale particle systems

Zachary Bezemek, Konstantinos Spiliopoulos

Published 2020-11-05Version 1

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit as the number of particles grow to infinity and the time-scale separation parameter goes to zero simultaneously. We make use of weak convergence methods providing a convenient representation for the large deviations rate function, which allow us to characterize the effective controlled mean field dynamics. In addition, we obtain in certain special cases equivalent representations for the large deviations rate function.