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 {Mathematical expression}, in the limit of the number {Mathematical expression} of rotators going to infinity. A Fokker-Planck PDE captures the evolution of the empirical measure of the system as {Mathematical expression}, 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 {Mathematical expression} 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 {Mathematical expression} 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 {Mathematical expression} to a probability measure (which is away from a thin set that we characterize) and if time is speeded up by {Mathematical expression}, 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. © 2013 Springer-Verlag Berlin Heidelberg.

Synchronization and random long time dynamics for mean-field plane rotators / BERTINI MALGARINI, Lorenzo; Giambattista, Giacomin; Christophe, Poquet. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - 160:(2014), pp. 593-653. [10.1007/s00440-013-0536-6]

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

BERTINI MALGARINI, Lorenzo;
2014

Abstract

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 {Mathematical expression}, in the limit of the number {Mathematical expression} of rotators going to infinity. A Fokker-Planck PDE captures the evolution of the empirical measure of the system as {Mathematical expression}, 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 {Mathematical expression} 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 {Mathematical expression} 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 {Mathematical expression} to a probability measure (which is away from a thin set that we characterize) and if time is speeded up by {Mathematical expression}, 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. © 2013 Springer-Verlag Berlin Heidelberg.
2014
coupled rotators; fokker-planck pde; diffusion on stable invariant manifold; finite size corrections to scaling limits; kuramoto synchronization model; long time dynamics
01 Pubblicazione su rivista::01a Articolo in rivista
Synchronization and random long time dynamics for mean-field plane rotators / BERTINI MALGARINI, Lorenzo; Giambattista, Giacomin; Christophe, Poquet. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - 160:(2014), pp. 593-653. [10.1007/s00440-013-0536-6]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/668948
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