Phase transitions of McKean–Vlasov processes in double-wells landscape

DOI10.1080/17442508.2013.775287zbMath1314.60118OpenAlexW2041128206MaRDI QIDQ2875266

Julian Tugaut

Publication date: 14 August 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.775287

zbMATH Keywords

phase transitionsinteracting particles systemsfree-energyMcKean-Vlasov diffusionsinvariant probabilities

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

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Cites Work

• Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
• Quantitative concentration inequalities for empirical measures on non-compact spaces
• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Non-uniqueness of stationary measures for self-stabilizing processes
• Convergence to equilibrium for granular media equations and their Euler schemes
• Logarithmic Sobolev inequalities for some nonlinear PDE's.
• Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
• Nonlinear self-stabilizing processes. II: Convergence to invariant probability
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• Probabilistic approach for granular media equations in the non-uniformly convex case
• A certain class of diffusion processes associated with nonlinear parabolic equations
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions

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