We analyze a variant of the Desai-Zwanzig model [J. Stat. Phys. 19, 1 (1978)JSTPBS0022-471510.1007/BF01020331]. In particular, we study stationary states of the mean field limit for a system of weakly interacting diffusions moving in a multiwell potential energy landscape, coupled via a Curie-Weiss type (quadratic) interaction potential. The location and depth of the local minima of the potential are either deterministic or random. We characterize the structure and nature of bifurcations and phase transitions for this system, by means of extensive numerical simulations and of analytical calculations for an explicitly solvable model. Our numerical experiments are based on Monte Carlo simulations, the numerical solution of the time-dependent nonlinear Fokker-Planck (McKean-Vlasov) equation, the minimization of the free-energy functional, and a continuation algorithm for the stationary solutions.
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http://dx.doi.org/10.1103/PhysRevE.99.032109 | DOI Listing |
Phys Rev E
July 2024
Department of Chemical and Biomolecular Engineering, Johns Hopkins University, 3400 North Charles Street, Baltimore, Maryland 21218, USA.
Deriving closed-form analytical expressions for reduced-order models, and judiciously choosing the closures leading to them, has long been the strategy of choice for studying phase- and noise-induced transitions for agent-based models (ABMs). In this paper, we propose a data-driven framework that pinpoints phase transitions for an ABM-the Desai-Zwanzig model-in its mean-field limit, using a smaller number of variables than traditional closed-form models. To this end, we use the manifold learning algorithm Diffusion Maps to identify a parsimonious set of data-driven latent variables, and we show that they are in one-to-one correspondence with the expected theoretical order parameter of the ABM.
View Article and Find Full Text PDFChaos
June 2021
Department of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom.
In this paper, we study phase transitions for weakly interacting multiagent systems. By investigating the linear response of a system composed of a finite number of agents, we are able to probe the emergence in the thermodynamic limit of a singular behavior of the susceptibility. We find clear evidence of the loss of analyticity due to a pole crossing the real axis of frequencies.
View Article and Find Full Text PDFProc Math Phys Eng Sci
December 2020
Department of Mathematics and Statistics, University of Reading, Reading, UK.
We study the response to perturbations in the thermodynamic limit of a network of coupled identical agents undergoing a stochastic evolution which, in general, describes non-equilibrium conditions. All systems are nudged towards the common centre of mass. We derive Kramers-Kronig relations and sum rules for the linear susceptibilities obtained through mean field Fokker-Planck equations and then propose corrections relevant for the macroscopic case, which incorporates in a self-consistent way the effect of the mutual interaction between the systems.
View Article and Find Full Text PDFPhys Rev E
March 2019
Department of Chemical Engineering, Imperial College London, London SW7 2AZ, United Kingdom.
We analyze a variant of the Desai-Zwanzig model [J. Stat. Phys.
View Article and Find Full Text PDFJ Nonlinear Sci
December 2017
Department of Mathematics, Imperial College London, London, SW7 2AZ UK.
In this paper, we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in Duncan et al. (Brownian motion in an N-scale periodic potential, arXiv:1605.05854, 2016b).
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