Periodicity and longtime diffusion for mean field systems in $\mathbb{R}^d$
Abstract
We study in this paper the longtime behavior of some large but finite populations of interacting stochastic differential equations whose (infinite population) limit Fokker-Planck PDE admits a stable periodic solution. We show that the empirical measure for the population of size $N$ stays close to the periodic solution, but with a random dephasing at the timescale $Nt$ that converges weakly to a Brownian motion with constant drift.