Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes

DOI10.1214/16-AAP1267MaRDI QIDQ1688018zbMATH OpenFDO

Authors Nicolas Fournier, Benjamin Jourdain

Publication date 4 January 2018

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.01087, https://projecteuclid.org/euclid.aoap/1509696035

zbMATH Keywords

Bessel processesKeller-Segel equationpropagation of chaosstochastic particle systems

Mathematics Subject Classification ID

Blow-up in context of PDEs (35B44) Nonlinear parabolic equations (35K55) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic particle methods (65C35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Cell movement (chemotaxis, etc.) (92C17)

Abstract: The Keller-Segel partial differential equation is a two-dimensional model for chemotaxis. When the total mass of the initial density is one, it is known to exhibit blow-up in finite time as soon as the sensitivity $chi$ of bacteria to the chemo-attractant is larger than $8pi$. We investigate its approximation by a system of $N$ two-dimensional Brownian particles interacting through a singular attractive kernel in the drift term. In the very subcritical case $chiextless2pi$, the diffusion strongly dominates this singular drift: we obtain existence for the particle system and prove that its flow of empirical measures converges, as $Noinfty$ and up to extraction of a subsequence, to a weak solution of the Keller-Segel equation. We also show that for any $Nge2$ and any value of $chiextgreater0$, pairs of particles do collide with positive probability: the singularity of the drift is indeed visited. Nevertheless, when $chiextless2piN$, it is possible to control the drift and obtain existence of the particle system until the first time when at least three particles collide. We check that this time is a.s. infinite, so that global existence holds for the particle system, if and only if $chileq8pi(N-2)/(N-1)$. Finally, we remark that in the system with $N=2$ particles, the difference between the two positions provides a natural two-dimensional generalization of Bessel processes, which we study in details.

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• A simple proof of non-explosion for measure solutions of the Keller-Segel equation
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• Particle approximation of the doubly parabolic Keller-Segel equation in the plane
• Recent progress on limit theorems for large stochastic particle systems
• Mean field limit and quantitative estimates with singular attractive kernels
• Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations
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• Hegselmann-Krause model with environmental noise
• Weak convergence of the empirical measure for the Keller-Segel model in both subcritical and critical cases
• Equivalence of Sobolev norms for Kolmogorov operators with scaling-critical drift
• Quantitative particle approximation of nonlinear stochastic Fokker-Planck equations with singular kernel
• Fluctuations around the mean-field limit for attractive Riesz potentials in the moderate regime
• Quantitative approximation of the Burgers and Keller-Segel equations by moderately interacting particles
• The attractive log gas: stability, uniqueness, and propagation of chaos
• Global existence and mean-field limit for a stochastic interacting particle system of signed Coulomb charges
• Parabolic equations and SDEs with time-inhomogeneous Morrey drift
• Collisions of the supercritical Keller-Segel particle system
• An additive-noise approximation to Keller-Segel-Dean-Kawasaki dynamics: local well-posedness of paracontrolled solutions
• Upper bounds for the blow-up time of the 2-d parabolic-elliptic Patlak-Keller-Segel model of chemotaxis
• Lane formation and aggregation spots in a model of ants
• Bayesian nonparametric inference in McKean-Vlasov models
• Laplacian with singular drift in a critical borderline case
• Integral kernel methods for nonlinear parabolic-elliptic systems
• Revisiting the blow-up criterion and the maximal existence time for solutions of the parabolic-elliptic Keller-Segel system in 2D-Euclidean space
• An additive-noise approximation to Keller-Segel-Dean-Kawasaki dynamics: small-noise results
• Long-time and chaotic dynamics in microscopic systems with singular interactions
• Quantitative approximation of a Keller-Segel PDE by a branching moderately interacting particle system and suppression of blow-up

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