Abstract

We study the McKean–Vlasov equation ∂tϱ=β-1Δϱ+κ∇·(ϱ∇(W⋆ϱ)),\\documentclass[12pt]{minimal}\t\t\t\t\\usepackage{amsmath}\t\t\t\t\\usepackage{wasysym}\t\t\t\t\\usepackage{amsfonts}\t\t\t\t\\usepackage{amssymb}\t\t\t\t\\usepackage{amsbsy}\t\t\t\t\\usepackage{mathrsfs}\t\t\t\t\\usepackage{upgreek}\t\t\t\t\\setlength{\\oddsidemargin}{-69pt}\t\t\t\t\\begin{document}$$\\begin{aligned} \\partial _t \\varrho = \\beta ^{-1} \\Delta \\varrho + \\kappa {{\\,\\mathrm{\\nabla \\cdot }\\,}}(\\varrho \\nabla (W \\star \\varrho )), \\end{aligned}$$\\end{document}with periodic boundary conditions on the torus. We first study the global asymptotic stability of the homogeneous steady state. We then focus our attention on the stationary system, and prove the existence of nontrivial solutions branching from the homogeneous steady state, through possibly infinitely many bifurcations, under appropriate assumptions on the interaction potential. We also provide sufficient conditions for the existence of continuous and discontinuous phase transitions. Finally, we showcase these results by applying them to several examples of interaction potentials such as the noisy Kuramoto model for synchronisation, the Keller–Segel model for bacterial chemotaxis, and the noisy Hegselmann–Krausse model for opinion dynamics.

Highlights

  • Systems of interacting particles arise in a myriad of applications ranging from opinion dynamics [41], granular materials [6,11,25] and mathematical biology [8,47] to statistical mechanics [50], galactic dynamics [18], droplet growth [29], plasma physics [14], and synchronisation [48]

  • It is clear that what we have described is a set of interacting overdamped Langevin equations

  • We extend the L2-decay results of [21] to arbitrary dimensions and arbitrary sufficiently nice interactions and provide sufficient conditions for convergence to equilibrium in relative entropy

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Summary

Introduction

Systems of interacting particles arise in a myriad of applications ranging from opinion dynamics [41], granular materials [6,11,25] and mathematical biology [8,47] to statistical mechanics [50], galactic dynamics [18], droplet growth [29], plasma physics [14], and synchronisation [48]. The rest of the paper is devoted to the analysis of the properties of non-trivial stationary states of the Mckean–Vlasov system, that is, nontrivial solutions of β−1 + κ∇ · ( ∇W ) = 0 Previous results in this direction include those by Tamura [66], who provided some criteria for the existence of local bifurcations on the whole space by using tools from nonlinear functional analysis, in particular, the Crandall–Rabinowitz theorem. His analysis depends crucially on the unphysical assumption that the interaction potential is an odd function. We extend the results of [27] and provide additional criteria for the existence of continuous and discontinuous phase transitions

Statement of Main Results
Organisation of the Paper
Set Up and Notation
Assumptions on W
Existence and Uniqueness for the Dynamics
Characterisation of the Stationary Solutions
Trend to Equilibrium in Relative Entropy
Linear Stability Analysis
Bifurcation Theory
Phase Transitions for the McKean–Vlasov Equation
Discontinuous Transition Points
Continuous Transition Points
The Generalised Kuramoto Model
The Noisy Hegselmann–Krause Model for Opinion Dynamics
The Onsager Model for Liquid Crystals
The Barré–Degond–Zatorska Model for Interacting Dynamical Networks
The Keller–Segel Model for Bacterial Chemotaxis
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