Convergence to the equilibria for self-stabilizing processes in double-well landscape

Julian Tugaut (1, 2)

1 IECN - Institut Élie Cartan de Nancy
2 Universität Bielefeld = Bielefeld University

We investigate the convergence of McKean-Vlasov diffusions in a non-convex landscape. These processes are linked to nonlinear partial differential equation. According to our previous results, there are at least three stationary measures under simple assumptions. Hence, the convergence problem is not classical like in the convex case. By using the method in [Benedetto, Caglioti, Carrillo, Pulvirenti|1998] about the monotonicity of the free-energy and combining this with a complete description of the set of the stationary measures, we prove the global convergence of the self-stabilizing processes.

Domaines: Probabilités [math.PR]

Julian Tugaut. Convergence to the equilibria for self-stabilizing processes in double-well landscape. 2010. ⟨hal-00573045⟩