Fluctuation suppression and enhancement in interacting particle systems

Lei Li, Jiaheng Chen

Published 2022-04-16Version 1

We investigate in this work the effects of interaction on the fluctuation of empirical measures. The systems with positive definite interaction potentials tend to exhibit smaller fluctuation compared to the fluctuation in standard Monte Carlo sampling while systems with negative definite potentials tend to exhibit larger fluctuation. Moreover, if the temperature goes to zero, the fluctuation for positive definite kernels in the long time tends to vanish to zero, while the fluctuation for negative definite kernels in the long time tends to blow up to infinity. This phenomenon may gain deeper understanding to some physical systems like the Poisson-Boltzmann system, and may help to understand the properties of some particle based variational inference sampling methods.