Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs

Abstract

This paper is composed of two parts. In the first part we consider McKean-Vlasov Partial Differential Equations (PDEs), obtained as thermodynamic limits of interacting particle systems (i.e. in the limit N→∞, where N is the number of particles). It is well-known that, even when the particle system has a unique invariant measure (stationary solution), the limiting PDE very often displays a phase transition: for certain choices of (coefficients and) parameter values, the PDE has a unique stationary solution, but as the value of the parameter varies multiple stationary states appear. In the first part of this paper, we add to this stream of literature and consider a specific instance of a McKean-Vlasov type equation, namely the Kuramoto model on the torus perturbed by a symmetric double-well potential, and show that this PDE undergoes the type of phase transition just described, as the diffusion coefficient is varied. In the second part of the paper, we consider a rather general class of McKean-Vlasov PDEs on the torus (which includes both the original Kuramoto model and the Kuramoto model in double well potential of part one) perturbed by (strong enough) infinite-dimensional additive noise. To the best of our knowledge, the resulting Stochastic PDE, which we refer to as the Stochastic McKean-Vlasov equation, has not been studied before, so we first study its well-posedness. We then show that the addition of noise to the PDE has the effect of restoring uniqueness of the stationary state in the sense that, irrespective of the choice of coefficients and parameter values in the McKean-Vlasov PDE, the Stochastic McKean-Vlasov PDE always admits at most one invariant measure.