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Stationary solutions of the Vlasov-Fokker-Planck equation: existence, characterization and phase-transition (1505.01212v3)
Published 5 May 2015 in math.AP, math-ph, math.MP, and math.PR
Abstract: In this paper, we study the set of stationary solutions of the Vlasov-Fokker-Planck (VFP) equation. This equation describes the time evolution of the probability distribution of a particle moving under the influence of a double-well potential, an interaction potential, a friction force and a stochastic force. We prove, under suitable assumptions, that the VFP equation does not have a unique stationary solution and that there exists a phase transition. Our study relies on the recent results by Tugaut and coauthors regarding the McKean-Vlasov equation.