MEAN FIELD LIMITS FOR NON-MARKOVIAN INTERACTING PARTICLES: CONVERGENCE TO EQUILIBRIUM, GENERIC FORMALISM, ASYMPTOTIC LIMITS AND PHASE TRANSITIONS

摘要

In this paper, we study the mean field limit of weakly interacting particles with memory that are governed by a system of non-Markovian Langevin equations. Under the assumption of quasi-Markovianity (i.e. the memory in the system can be described using a finite number of auxiliary processes), we pass to the mean field limit to obtain the corresponding McKean-Vlasov equation in an extended phase space. For the case of a quadratic confining potential and a quadratic (CurieWeiss) interaction, we obtain the fundamental solution (Green's function). For nonconvex confining potentials, we characterize the stationary state(s) of the McKean-Vlasov equation, and we show that the bifurcation diagram of the stationary problem is independent of the memory in the system. In addition, we show that the McKean-Vlasov equation for the non-Markovian dynamics can be written in the GENERIC formalism and we study convergence to equilibrium and the Markovian asymptotic limit.