Local Dynamics of McKean-Vlasov Processes in Double-Well Landscapes
47th Research Students Conference in Probability and Statistics, University of Exeter, Exeter, U.K., Aug 2024
For a McKean-Vlasov process confined by a double-well potential, there is a phase transition on the number of invariant measures. When the noise is strong, the process admits a unique invariant measure. When the noise is weak, it has exactly three invariant measures, which coincides with the number of equilibria of its ODE counterpart. One may wonder if the McKean-Vlasov process behaves like the ODE solution under the smallness of noise. In this talk, I will give an affirmative answer to this question. To be precise, consider the semigroup, associated to the process, in the 2-Wasserstein space. I will show that the central invariant measure is unstable, there are connecting orbits from the central one to the other two invariant measures, and these peripheral two invariant measures attract their own open neighbourhoods respectively. The method is based on the theory of monotone dynamical systems, and can apply to asymmetric or multi-well potentials.