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

DOI10.1214/16-AAP1267zbMATH Open1447.65106arXiv1507.01087MaRDI QIDQ1688018FDOQ1688018

Authors: Nicolas Fournier, Benjamin Jourdain 

Publication date: 4 January 2018

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

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.

Full work available at URL: https://arxiv.org/abs/1507.01087

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zbMATH Keywords

Bessel processesKeller-Segel equationpropagation of chaosstochastic particle systems

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Blow-up in context of PDEs (35B44) Nonlinear parabolic equations (35K55) PDEs in connection with biology, chemistry and other natural sciences (35Q92) 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)

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• Rigorous derivation of the degenerate parabolic-elliptic Keller-Segel system from a moderately interacting stochastic particle system. I: Partial differential equation

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