Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus

José A. Carrillo, Rishabh S. Gvalani, Greg A. Pavliotis and André Schlichting

Arch. Ration. Mech. Anal. 235(1), 635–690 (2020)

Abstract

We study the McKean-Vlasov equation

tϱ=β1Δϱ+κ(ϱ(Wϱ)), \partial_t \varrho= β^{-1} Δ\varrho + κ\nabla \cdot (\varrho \nabla (W \star \varrho)) \, ,

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.

Illustration of a discontinuous phase transition for the McKean-Vlasov free energy for varying interaction strength. The horizontal line is the variance and the vertical line the constraint minimizer of the free energy given the variance.
Illustration of a discontinuous phase transition for the McKean-Vlasov free energy for varying interaction strength. The horizontal line is the variance and the vertical line the constraint minimizer of the free energy given the variance.

Publication history

Preprint
2018-06-05
Published online
2019-07-26
Published
2020-01

Topics: McKean-Vlasov, phase transitions, mean-field limits