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Register a new userSynchronization for discrete mean-field rotators
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We analyze a non-reversible mean-field jump dynamics for discrete q-valued rotators and show in particular that it exhibits synchronization. The dynamics is the mean-field analogue of the lattice dynamics investigated by the same authors in [26] which provides an example of a non-ergodic interacting particle system on the basis of a mechanism suggested by Maes and Shlosman [32]. Based on the correspondence to an underlying model of continuous rotators via a discretization transformation we show the existence of a locally attractive periodic orbit of rotating measures. We also discuss global attractivity, using a free energy as a Lyapunov function and the linearization of the ODE which describes typical behavior of the empirical distribution vector.
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We characterize the phase space for the infinite volume limit of a ferromagnetic mean-field XY model in a random field pointing in one direction with two symmetric values. We determine the stationary solutions and detect possible phase transitions in the interaction strength for fixed random field intensity. We show that at low temperature magnetic ordering appears perpendicularly to the field. The latter situation corresponds to a spin-flop transition.
We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions through a congestion term and a price variable. It also allows hard constraints on the distribution of the agents. We analyze the connection between the MFG problem and two optimal control problems in duality. We present two families of numerical methods and detail their implementation: (i) primal-dual proximal methods (and their extension with nonlinear proximity operators), (ii) the alternating direction method of multipliers (ADMM) and a variant called ADM-G. We give some convergence results. Numerical results are provided for two examples with hard constraints.
The main results in this paper are about the full coalescence time $mathsf{C}$ of a system of coalescing random walks over a finite graph $G$. Letting $mathsf{m}(G)$ denote the mean meeting time of two such walkers, we give sufficient conditions under which $mathbf{E}[mathsf{C}]approx 2mathsf{m}(G)$ and $mathsf{C}/mathsf{m}(G)$ has approximately the same law as in the mean field setting of a large complete graph. One of our theorems is that mean field behavior occurs over all vertex-transitive graphs whose mixing times are much smaller than $mathsf{m}(G)$; this nearly solves an open problem of Aldous and Fill and also generalizes results of Cox for discrete tori in $dgeq2$ dimensions. Other results apply to nonreversible walks and also generalize previous theorems of Durrett and Cooper et al. Slight extensions of these results apply to voter model consensus times, which are related to coalescing random walks via duality. Our main proof ideas are a strengthening of the usual approximation of hitting times by exponential random variables, which give results for nonstationary initial states; and a new general set of conditions under which we can prove that the hitting time of a union of sets behaves like a minimum of independent exponentials. In particular, this will show that the first meeting time among $k$ random walkers has mean $approxmathsf{m}(G)/bigl({matrix{k 2}}bigr)$.
In this paper, we develop a PDE approach to consider the optimal strategy of mean field controlled stochastic system. Firstly, we discuss mean field SDEs and associated Fokker-Plank eqautions. Secondly, we consider a fully-coupled system of forward-backward PDEs. The backward one is the Hamilton-Jacobi-Bellman equation while the forward one is the Fokker-Planck equation. Our main result is to show the existence of classical solutions of the forward-backward PDEs in the class $H^{1+frac{1}{4},2+frac{1}{2}}([0,T]timesmathbb{R}^n)$ by use of the Schauder fixed point theorem. Then, we use the solution to give the optimal strategy of the mean field stochastic control problem. Finally, we give an example to illustrate the role of our main result.
In this paper, we give several new results on solvability of a quadratic BSDE whose generator depends also on the mean of both variables. First, we consider such a BSDE using John-Nirenbergs inequality for BMO martingales to estimate its contribution to the evolution of the first unknown variable. Then we consider the BSDE having an additive expected value of a quadratic generator in addition to the usual quadratic one. In this case, we use a deterministic shift transformation to the first unknown variable, when the usual quadratic generator depends neither on the first variable nor its mean, the general case can be treated by a fixed point argument.
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