Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type

DOI10.1214/17-EJP25zbMATH Open1357.60105arXiv1604.08668OpenAlexW2963996213MaRDI QIDQ508461FDOQ508461

Wai-Tong Louis Fan, Amarjit Budhiraja

Publication date: 7 February 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We study a system of interacting diffusions that models chemotaxis of biological cells or microorganisms (referred to as particles) in a chemical field that is dynamically modified through the collective contributions from the particles. Such systems of reinforced diffusions have been widely studied and their hydrodynamic limits that are nonlinear non-local partial differential equations are usually referred to as Patlak-Keller-Segel (PKS) equations. Under the so-called "quasi-stationary hypothesis" on the chemical field the limit PDE is closely related to granular media equations that have been extensively studied probabilistically in recent years. Solutions of classical PKS solutions may blow up in finite time and much of the PDE literature has been focused on understanding this blow-up phenomenon. In this work we study a modified form of the PKS equation for which global existence and uniqueness of solutions holds. Our goal is to analyze the long-time behavior of the particle system approximating the equation. We establish, under suitable conditions, uniform in time convergence of the empirical measure of particle states to the solution of the PDE. We also provide uniform in time exponential concentration bounds for rate of the above convergence under additional integrability conditions. Finally, we introduce an Euler discretization scheme for the simulation of the interacting particle system and give error bounds that show that the scheme converges uniformly in time and in the size of the particle system as the discretization parameter approaches zero.

Full work available at URL: https://arxiv.org/abs/1604.08668

zbMATH Keywords

chemotaxiskinetic equationsMcKean-Vlasov equationsEuler approximationsgranular media equationsPatlak-Keller-Segel equationsreinforced diffusionsuniform chaos propagationuniform exponential concentration boundsweakly interacting particle systems

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Cell movement (chemotaxis, etc.) (92C17) Other physical applications of random processes (60K40)

Cited In (8)

• Mean-field limit of a particle approximation of the one-dimensional parabolic-parabolic Keller-Segel model without smoothing
• Title not available (Why is that?)
• Stationarity and uniform in time convergence for the graphon particle system
• Particle approximation of the doubly parabolic Keller-Segel equation in the plane
• Graphon particle system: uniform-in-time concentration bounds
• Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
• Hydrodynamic limit of a stochastic model of proliferating cells with chemotaxis
• Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients

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