Convergence to the equilibria for self-stabilizing processes in double-well landscape
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Publication:373580
DOI10.1214/12-AOP749zbMATH Open1292.60060arXiv1305.5725MaRDI QIDQ373580FDOQ373580
Authors: Julian Tugaut 
Publication date: 17 October 2013
Published in: The Annals of Probability (Search for Journal in Brave)
Abstract: We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures under simple assumptions. Hence, the convergence problem is not classical like in the convex case. By using the method in Benedetto et al. [J. Statist. Phys. 91 (1998) 1261-1271] about the monotonicity of the free-energy, and combining this with a complete description of the set of the stationary measures, we prove the global convergence of the self-stabilizing processes.
Full work available at URL: https://arxiv.org/abs/1305.5725
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weak convergencestationary measuredouble-well potentialMcKean-Vlasov diffusionself-stabilizing process
Diffusion processes (60J60) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic behavior of solutions to PDEs (35B40) Nonlinear parabolic equations (35K55)
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