Synchronization and random long time dynamics for mean-field plane rotators

被引:31
作者
Bertini, Lorenzo [1 ]
Giacomin, Giambattista [2 ,3 ]
Poquet, Christophe [2 ,3 ]
机构
[1] Univ Roma La Sapienza, Dipartimento Matemat, I-00185 Rome, Italy
[2] Univ Paris Diderot, UFR Math, F-75205 Paris, France
[3] Univ Paris Diderot, Lab Probabil & Modeles Aleatoires, F-75205 Paris, France
关键词
Coupled rotators; Fokker-Planck PDE; Kuramoto synchronization model; Finite size corrections to scaling limits; Long time dynamics; Diffusion on stable invariant manifold; GINZBURG-LANDAU EQUATION; INTERACTING BROWNIAN PARTICLES; ZERO-TEMPERATURE LIMIT; INTERFACE FLUCTUATIONS; KURAMOTO MODEL; DIFFUSION;
D O I
10.1007/s00440-013-0536-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the natural Langevin dynamics which is reversible with respect to the mean-field plane rotator (or classical spin XY) measure. It is well known that this model exhibits a phase transition at a critical value of the interaction strength parameter K, in the limit of the number N of rotators going to infinity. A Fokker-Planck PDE captures the evolution of the empirical measure of the system as N ->infinity, at least for finite times and when the empirical measure of the system at time zero satisfies a law of large numbers. The phase transition is reflected in the fact that the PDE for K above the critical value has several stationary solutions, notably a stable manifold-in fact, a circle-of stationary solutions that are equivalent up to rotations. These stationary solutions are actually unimodal densities parametrized by the position of their maximum (the synchronization phase or center). We characterize the dynamics on times of order N and we show substantial deviations from the behavior of the solutions of the PDE. In fact, if the empirical measure at time zero converges as N ->infinity to a probability measure (which is away from a thin set that we characterize) and if time is speeded up by N, the empirical measure reaches almost instantaneously a small neighborhood of the stable manifold, to which it then sticks and on which a non-trivial random dynamics takes place. In fact the synchronization center performs a Brownian motion with a diffusion coefficient that we compute. Our approach therefore provides, for one of the basic statistical mechanics systems with continuum symmetry, a detailed characterization of the macroscopic deviations from the large scale limit-or law of large numbers-due to finite size effects. But the interest for this model goes beyond statistical mechanics, since it plays a central role in a variety of scientific domains in which one aims at understanding synchronization phenomena.
引用
收藏
页码:593 / 653
页数:61
相关论文
共 33 条
[1]   The Kuramoto model:: A simple paradigm for synchronization phenomena [J].
Acebrón, JA ;
Bonilla, LL ;
Vicente, CJP ;
Ritort, F ;
Spigler, R .
REVIEWS OF MODERN PHYSICS, 2005, 77 (01) :137-185
[2]  
[Anonymous], 2002, APPL MATH SCI
[3]  
[Anonymous], 2003, LIMIT THEOREMS STOCH, DOI DOI 10.1007/978-3-662-05265-5
[4]  
Arnold A., 1996, Transport Theory and Statistical Physics, V25, P733, DOI 10.1080/00411459608203544
[5]   Exit asymptotics for small diffusion about an unstable equilibrium [J].
Bakhtin, Yuri .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2008, 118 (05) :839-851
[6]   Front fluctuations in one dimensional stochastic phase field equations [J].
Bertini, L ;
Brassesco, S ;
Buttà, P ;
Presutti, E .
ANNALES HENRI POINCARE, 2002, 3 (01) :29-86
[7]   Soft and hard wall in a stochastic reaction diffusion equation [J].
Bertini, Lorenzo ;
Brassesco, Stella ;
Butta, Paolo .
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2008, 190 (02) :307-345
[8]   Dynamical Aspects of Mean Field Plane Rotators and the Kuramoto Model [J].
Bertini, Lorenzo ;
Giacomin, Giambattista ;
Pakdaman, Khashayar .
JOURNAL OF STATISTICAL PHYSICS, 2010, 138 (1-3) :270-290
[9]  
BRASSESCO S, 1995, ANN I H POINCARE-PR, V31, P81
[10]   Interface fluctuations for the D=1 stochastic Ginzburg-Landau equation with nonsymmetric reaction term [J].
Brassesco, S ;
Buttà, P .
JOURNAL OF STATISTICAL PHYSICS, 1998, 93 (5-6) :1111-1142