Synchronization and random long time dynamics for mean-field plane rotators

DOI10.1007/S00440-013-0536-6zbMATH Open1309.60093arXiv1209.4537OpenAlexW2053826849MaRDI QIDQ483311FDOQ483311

Christophe Poquet, Giambattista Giacomin, Lorenzo Bertini

Publication date: 16 December 2014

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We consider the natural Langevin dynamics which is reversible with respect to the mean-field plane rotator (or classical spin XY) measure. It is well known that this model exhibits a phase transition at a critical value of the interaction strength parameter K, in the limit of the number N of rotators going to infinity. A Fokker-Planck PDE captures the evolution of the empirical measure of the system as N goes to infinity, at least for finite times and when the empirical measure of the system at time zero satisfies a law of large numbers. The phase transition is reflected in the fact that the PDE for K above the critical value has a stable manifold of stationary solutions, that are equivalent up to rotations. These stationary solutions are actually unimodal densities parametrized by the position of their maximum (the synchronization phase or center). We characterize the dynamics on times of order N and we show substantial deviations from the behavior of the solutions of the PDE. In fact, if the empirical measure at time zero converges as N goes to infinity to a probability measure (which is away from a thin set that we characterize) and if time is speeded up by N, the empirical measure reaches almost instantaneously a small neighborhood of the stable manifold, to which it then sticks and on which a non-trivial random dynamics takes place. In fact the synchronization center performs a Brownian motion with a diffusion coefficient that we compute. Our approach therefore provides, for one of the basic statistical mechanics systems with continuum symmetry, a detailed characterization of the macroscopic deviations from the large scale limit -- or law of large numbers -- due to finite size effects. But the interest for this model goes beyond statistical mechanics, since it plays a central role in a variety of scientific domains in which one aims at understanding synchronization phenomena.

Full work available at URL: https://arxiv.org/abs/1209.4537

zbMATH Keywords

law of large numberscoupled mean-field plane rotatorsFokker-Planck PDEKuramoto synchronization modellong time dynamics

Mathematics Subject Classification ID

Dynamical systems in biology (37N25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Strong limit theorems (60F15) Neural networks for/in biological studies, artificial life and related topics (92B20) Fokker-Planck equations (35Q84) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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