The McKean-Vlasov Equation in Finite Volume

preprint2009arXivOpen access

Abstract

We study the McKean--Vlasov equation on the finite tori of length scale LL in dd--dimensions. We derive the necessary and sufficient conditions for the existence of a phase transition, which are based on the criteria first uncovered in \cite{GP} and \cite{KM}. Therein and in subsequent works, one finds indications pointing to critical transitions at a particular model dependent value, θ♯θ^{\sharp} of the interaction parameter. We show that the uniform density (which may be interpreted as the liquid phase) is dynamically stable for θ<θ♯θ< θ^{\sharp} and prove, abstractly, that a {\it critical} transition must occur at θ=θ♯θ= θ^{\sharp}. However for this system we show that under generic conditions -- LL large, d≥2d \geq 2 and isotropic interactions -- the phase transition is in fact discontinuous and occurs at some $θ\t < θ^{\sharp}$. Finally, for H--stable, bounded interactions with discontinuous transitions we show that, with suitable scaling, the $θ\t(L)$ tend to a definitive non--trivial limit as L→∞L\to\infty.

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