Probability and Stochastic Analysis Seminar  RSS

05/03/2025, 16:00 — 17:00 — Online
Pierre Monmarché, Sorbonne Université

Local convergence and metastability for mean-field particles in a multi-well potential

we consider particles following a diffusion process in a multi-well potential and attracted by their barycenter. It is well-known that this process exhibits phase transitions: at high temperature, the mean-field limit has a single stationary solution, the N-particle system converges to equilibrium at a rate independent from N and propagation of chaos is uniform in time. At low temperature, there are several stationary solutions for the non-linear PDE, and the limit of the particle system as N and t go to infinity do not commute. We show that, in the presence of multiple stationary solutions, it is still possible to establish local convergence rates for initial conditions starting in some Wasserstein balls (this is a joint work with Julien Reygner). In terms of metastability for the particle system, we also show that for these initial conditions, the exit time of the empirical distribution from some neighborhood of a stationary solution is exponentially large with N and approximately follows an exponential distribution, and that propagation of chaos holds uniformly over times up to this expected exit time (hence, up to times which are exponentially large with N). Spin glasses are models of statistical mechanics in which a large number of elementary units interact with each other in a disordered manner. In the simplest case, there are direct interactions between any two units in the system, and I will start by reviewing some of the key mathematical results in this context. For modelling purposes, it is also desirable to consider models with more structure, such as when the units are split into two groups, and the interactions only go from one group to the other one. I will then discuss some of the technical challenges that arise in this case, as well as recent progress.

More info and Zoom link: https://spmes.impa.br


Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.