Mean field limits for non-Markovian interacting particles: convergence to equilibrium, GENERIC formalism, asymptotic limits and phase transitions

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Authors

Colleges, School and Institutes

Abstract

In this paper, we study the mean field limit of weakly interacting particles with memory that are governed by a system of non-Markovian Langevin equations. Under the assumption of quasi-Markovianity (i.e. that the memory in the system can be described using a finite number of auxiliary processes), we pass to the mean field limit to obtain the corresponding McKean-Vlasov equation in
an extended phase space. For the case of a quadratic confining potential and a quadratic (Curie-Weiss) interaction, we obtain the fundamental solution (Green's function). For nonconvex confining potentials, we characterize the stationary state(s) of the McKean-Vlasov equation, and we show that the bifurcation diagram of the stationary problem is independent of the memory in the system. In
addition, we show that the McKean-Vlasov equation for the non-Markovian dynamics can be written in the GENERIC formalism and we study convergence to equilibrium and the Markovian asymptotic limit.

Details

Original languageEnglish
Pages (from-to)2199 – 2230
JournalCommunications in Mathematical Sciences
Volume16
Issue number8
Publication statusPublished - 18 Apr 2019

Keywords

  • mean field limits, non-Markovian interacting particles, convergence to equilibrium, GENERIC, asymptotic limit, phase transitions