A MCKEAN-VLASOV EQUATION WITH POSITIVE FEEDBACK AND BLOW-UPS

• 成果类型: Article
• 署名作者: Hambly, Ben; Ledger, Sean; Sojmark, Andreas
• 署名单位: University of Oxford; University of Bristol
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/18-AAP1455
• 发表日期: 2019
• 页码: 2338-2373
• 关键词: fire model; integrate

摘要

We study a McKean-Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier, they cause the other particles to jump in the direction of the barrier and this feedback mechanism leads to the possibility that the system can exhibit contagious blow-ups. Using a fixed-point argument, we construct a differentiable solution up to a first explosion time. Our main contribution is a proof of uniqueness in the class of cadlag functions, which confirms the validity of related propagation-of-chaos results in the literature. We extend the allowed initial conditions to include densities with any power law decay at the boundary, and connect the exponent of decay with the growth exponent of the solution in small time in a precise way. This takes us asymptotically close to the control on initial conditions required for a global solution theory. A novel minimality result and trapping technique are introduced to prove uniqueness.