Large deviations and scaling limit
The behavior of large systems is investigated under scaling limits, by employing methods from the theory of large deviations. Scaling limits deal with large systems whose evolution is modeled at a microscopic level by suitable stochastic differential equations and which are amenable to a statistical description in terms of (macroscopic) partial differential equations. The considered large systems stay away from any global equilibrium. The basic aim of the paper is to study such system at a time scale where it reaches equilibria locally, even though they still vary in space and time. The microscopic noisy evolution appears to be important in stabilizing the large system and keeping it in the vicinity of local equillibria.
random perturbations of dynamical systems
scientific article; zbMATH DE number 5600056