Instabilities in the mean field limit

Consider a system of $N$ particles interacting through Newton's second law with Coulomb interaction potential in one spatial dimension or a $\mathcal{C}^2$ smooth potential in any dimension. We prove that in the mean field limit $N \to + \infty$, the $N$ particles system displays instabilities in times of order $\log N$ for some configurations approximately distributed according to unstable homogeneous equilibria.Comment: minor typos corrected; Journal of Statistical Physics, accepte

Mean Field Limit for Coulomb-Type Flows

We establish the mean-field convergence for systems of points evolving along the gradient flow of their interaction energy when the interaction is the Coulomb potential or a super-coulombic Riesz potential, for the first time in arbitrary dimension. The proof is based on a modulated energy method using a Coulomb or Riesz distance, assumes that the solutions of the limiting equation are regular enough and exploits a weak-strong stability property for them. The method can handle the addition of a regular interaction kernel, and applies also to conservative and mixed flows. In the appendix, it is also adapted to prove the mean-field convergence of the solutions to Newton's law with Coulomb or Riesz interaction in the monokinetic case to solutions of an Euler-Poisson type system.Comment: Final version with expanded introduction, to appear in Duke Math Journal. 35 page

Mean-field limit of systems with multiplicative noise

A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a self-consistent calculation on a fully connected lattice. The most interesting, strong-noise, regime is shown to be intrinsically unstable with respect to the inclusion of fluctuations, as a Ginzburg criterion shows. On the other hand, the self-consistent approach is shown to be valid only in the thermodynamic limit, while for finite systems the critical behavior is found to be different. In this last case, the self-consistent field itself is broadly distributed rather than taking a well defined mean value; its fluctuations, described by an effective zero-dimensional multiplicative noise equation, govern the critical properties. These findings are obtained analytically for a fully connected graph, and verified numerically both on fully connected graphs and on random regular networks. The results presented here shed some doubt on what is the validity and meaning of a standard mean-field approach in systems with multiplicative noise in finite dimensions, where each site does not see an infinite number of neighbors, but a finite one. The implications of all this on the existence of a finite upper critical dimension for multiplicative noise and Kardar-Parisi-Zhang problems are briefly discussed.Comment: 9 Pages, 8 Figure

Mean-field limit for the stochastic Vicsek model

We consider the continuous version of the Vicsek model with noise, proposed as a model for collective behavior of individuals with a fixed speed. We rigorously derive the kinetic mean-field partial differential equation satisfied when the number N of particles tends to infinity, quantifying the convergence of the law of one particle to the solution of the PDE. For this we adapt a classical coupling argument to the present case in which both the particle system and the PDE are defined on a surface rather than on the whole space. As part of the study we give existence and uniqueness results for both the particle system and the PDE

Stochastic Mean-Field Limit: Non-Lipschitz Forces \& Swarming

We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a kinetic PDE. Our aim is to include models widely studied in the literature such as the Cucker-Smale model, adding noise to the behavior of individuals. The difficulty, as compared to the classical case of globally Lipschitz potentials, is that in several models the interaction potential between particles is only locally Lipschitz, the local Lipschitz constant growing to infinity with the size of the region considered. With this in mind, we present an extension of the classical theory for globally Lipschitz interactions, which works for only locally Lipschitz ones