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Christophe Poquet

Publications and source records attributed to Christophe Poquet.

At least 19 recordsLinked to original sources

Propagation of chaos in Fisher information

We present a new method for proving sharp local propagation of chaos in Fisher Information for particles with smooth interaction and drift. We rely on a new Lemma computing the Fisher Information of two diffusion processes with smooth drifts and fine estimates on the hessian of the law of the solution of the McKean-Vlasov equation. It allows us to obtain a new propagation of chaos in Fisher information, generalizing Lacker's seminal work by using the BBGKY hierarchy to obtain a system of differential inequalities satisfied by both the relative entropy and the Fisher Information of k particles. We also show with a simple Gaussian example that our decay rate is optimal.

math.PR

Neural Field Equations and Hawkes processes: long-term stability of traveling wave profiles in the neutral case

We consider the long-time behavior of a population of interacting Hawkes processes on the real line, with spatial extension. The large population behavior of the system is governed by the standard Voltage-based Neural Field Equation (NFE). We prove long-time stability of the system w.r.t. traveling wave solutions for the NFE on a diffusive time scale, in the neutral case, that is when the speed of the traveling wave solution is zero: the position of the traveling wave profile becomes essentially Brownian on a diffusive time scale. We borrow here from the seminal work of Chevallier, Duarte, L\''ocherbach and Ost concerning the approximation of NFE by Hawkes processes, the existence result of traveling waves of Ermentrout and McLeod and from the stability result of the traveling wave profile from Lang and Stannat. We provide also similar results concerning the activity based NFE.

math.PR

Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient

We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical measure. This extends the recent works of Lacker [14] and Wang [24] to the case of non constant diffusions. The proof relies on the BBGKY hierarchy to obtain a system of differential inequalities on the relative entropy of k particles, involving the fisher information.

math.PR

A note on uniform in time mean-field limit in graphs

In this article we show, in a concise manner, a result of uniform in time propagation of chaos for non exchangeable systems of particles interacting according to a random graph. Provided the interaction is Lipschitz continuous, the restoring force satisfies a general one-sided Lipschitz condition (thus allowing for non-convex confining potential) and the graph is dense enough, we use a coupling method suggested by Eberle known as reflection coupling to obtain uniform in time mean-field limit with bounds that depend explicitly on the graph structure.

math.PR

Central Limit Theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs

We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erdős-Rényi graph. Special attention is given to the influence of initial condition (not necessarily i.i.d.) on the nature of the limiting fluctuations. We prove in particular that the fluctuations remain the same as in the mean-field framework when the initial condition is chosen independently from the graph. We give an example of non-universal fluctuations for carefully chosen initial data that depends on the graph. A crucial tool for the proof is the use of extensions of Grothendieck inequality.

math.PR

Existence, stability and regularity of periodic solutions for nonlinear Fokker-Planck equations

We consider a class of nonlinear Fokker-Planck equations describing the dynamics of an infinite population of units within mean-field interaction. Relying on a slow-fast viewpoint and on the theory of approximately invariant manifolds we obtain the existence of a stable periodic solution for the PDE, consisting of probability measures. Moreover we establish the existence of a smooth isochron map in the neighborhood of this periodic solution.

math.AP

Periodicity and longtime diffusion for mean field systems in $\mathbb{R}^d$

We study in this paper the longtime behavior of some large but finite populations of interacting stochastic differential equations whose (infinite population) limit Fokker-Planck PDE admits a stable periodic solution. We show that the empirical measure for the population of size $N$ stays close to the periodic solution, but with a random dephasing at the timescale $Nt$ that converges weakly to a Brownian motion with constant drift.

math.PR

Periodicity induced by noise and interaction in the kinetic mean-field FitzHugh-Nagumo model

We consider the long-time behavior of a population of mean-field oscillators modeling the activity of interacting excitable neurons in large population. Each neuron is represented by its voltage and recovery variables, which are solution to a FitzHugh-Nagumo system, and interacts with the rest of the population through a mean-field linear coupling, in the presence of noise. The aim of the paper is to study the emergence of collective oscillatory behaviors induced by noise and interaction on such a system. The main difficulty of the present analysis is that we consider the kinetic case, where interaction and noise are only imposed on the voltage variable. We prove the existence of a stable cycle for the infinite population system, in a regime where the local dynamics is small.

math.PR

Emergence of oscillatory behaviors for excitable systems with noise and mean-field interaction, a slow-fast dynamics approach

We consider the long-time dynamics of a general class of nonlinear Fokker-Planck equations, describing the large population behavior of mean-field interacting units. The main motivation of this work concerns the case where the individual dynamics is excitable, i.e. when each isolated dynamics rests in a stable state, whereas a sufficiently strong perturbation induces a large excursion in the phase space. We address the question of the emergence of oscillatory behaviors induced by noise and interaction in such systems. We tackle this problem by considering this model as a slow-fast system (the mean value of the process giving the slow dynamics) in the regime of small individual dynamics and by proving the existence of a positively stable invariant manifold, whose slow dynamics is at first order the dynamics of a single individual averaged with a Gaussian kernel. We consider applications of this result to Stuart-Landau, FitzHugh-Nagumo and Cucker-Smale oscillators.

math.AP

On the relaxation rate of short chains of rotors interacting with Langevin thermostats

In this short note, we consider a system of two rotors, one of which interacts with a Langevin heat bath. We show that the system relaxes to its invariant measure (steady state) no faster than a stretched exponential $\exp(-c t^{1/2})$. This indicates that the exponent $1/2$ obtained earlier by the present authors and J.-P. Eckmann for short chains of rotors is optimal.

math-ph

Fast-slow partially hyperbolic systems versus Freidlin-Wentzell random systems

We consider a simple class of fast-slow partially hyperbolic dynamical systems and show that the (properly rescaled) behaviour of the slow variable is very close to a Friedlin--Wentzell type random system for times that are rather long, but much shorter than the metastability scale. Also, we show the possibility of a "sink" with all the Lyapunov exponents positive, a phenomenon that turns out to be related to the lack of absolutely continuity of the central foliation.

math.DS

Small noise and long time phase diffusion in stochastic limit cycle oscillators

We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise - that is, we modulate the noise by a factor $\varepsilon \searrow 0$ - and on a long time horizon. We prove explicit estimates on the proximity of the noisy trajectory and the limit cycle up to times $\exp\left(c \varepsilon^{-2}\right)$, $c>0$, and we show both that on the time scale $\varepsilon^{-2}$ the "'dephasing" (i.e., the difference between noiseless and noisy system measured in a natural coordinate system that involves a phase) is close to a Brownian motion with constant drift, and that on longer time scales the dephasing dynamics is dominated, to leading order, by the drift. The natural choice of coordinates, that reduces the dynamics in a neighborhood of the cycle to a rotation, plays a central role and makes the connection with the applied science literature in which noisy limit cycle dynamics are often reduced to a diffusion model for the phase of the limit cycle.

math.PR

Non-equilibrium steady state and subgeometric ergodicity for a chain of three coupled rotors

We consider a chain of three rotors (rotators) whose ends are coupled to stochastic heat baths. The temperatures of the two baths can be different, and we allow some constant torque to be applied at each end of the chain. Under some non-degeneracy condition on the interaction potentials, we show that the process admits a unique invariant probability measure, and that it is ergodic with a stretched exponential rate. The interesting issue is to estimate the rate at which the energy of the middle rotor decreases. As it is not directly connected to the heat baths, its energy can only be dissipated through the two outer rotors. But when the middle rotor spins very rapidly, it fails to interact effectively with its neighbors due to the rapid oscillations of the forces. By averaging techniques, we obtain an effective dynamics for the middle rotor, which then enables us to find a Lyapunov function. This and an irreducibility argument give the desired result. We finally illustrate numerically some properties of the non-equilibrium steady state.

math-ph

Long time behavior of Markov processes and beyond

This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as propagation of chaos, coupling, functional inequalities, provide a good picture of the classical methods that furnish quantitative rates of convergence to equilibrium.

math.PR

Long time dynamics and disorder-induced traveling waves in the stochastic Kuramoto model

The aim of the paper is to address the long time behavior of the Kuramoto model of mean-field coupled phase rotators, subject to white noise and quenched frequencies. We analyse the influence of the fluctuations of both thermal noise and frequencies (seen as a disorder) on a large but finite population of $N$ rotators, in the case where the law of the disorder is symmetric. On a finite time scale $[0, T]$, the system is known to be self-averaging: the empirical measure of the system converges as $N\to \infty$ to the deterministic solution of a nonlinear Fokker-Planck equation which exhibits a stable manifold of synchronized stationary profiles for large interaction. On longer time scales, competition between the finite-size effects of the noise and disorder makes the system deviate from this mean-field behavior. In the main result of the paper we show that on a time scale of order $ \sqrt{N}$ the fluctuations of the disorder prevail over the fluctuations of the noise: we establish the existence of disorder-induced traveling waves for the empirical measure along the stationary manifold. This result is proved for fixed realizations of the disorder and emphasis is put on the influence of the asymmetry of these quenched frequencies on the direction and speed of rotation of the system. Asymptotics on the drift are provided in the limit of small disorder.

math.PR

Phase Reduction in the Noise Induced Escape Problem for Systems close to Reversibility

We consider n-dimensional deterministic flows obtained by perturbing a gradient flow. We assume that the gradient flow admits a stable curve of stationary points, and thus if the perturbation is not too large the perturbed flow also admits an attracting curve. We show that the noise induced escape problem from a stable fixed point of this curve can be reduced to a one-dimensional problem: we can approximate the associated quasipotential by the one associated to the restricted dynamics on the stable curve. The error of this approximation is given in terms of the size of the perturbation.

math.PR

Synchronization and random long time dynamics for mean-field plane rotators

We consider the natural Langevin dynamics which is reversible with respect to the mean-field plane rotator (or classical spin XY) measure. It is well known that this model exhibits a phase transition at a critical value of the interaction strength parameter K, in the limit of the number N of rotators going to infinity. A Fokker-Planck PDE captures the evolution of the empirical measure of the system as N goes to infinity, at least for finite times and when the empirical measure of the system at time zero satisfies a law of large numbers. The phase transition is reflected in the fact that the PDE for K above the critical value has a stable manifold of stationary solutions, that are equivalent up to rotations. These stationary solutions are actually unimodal densities parametrized by the position of their maximum (the synchronization phase or center). We characterize the dynamics on times of order N and we show substantial deviations from the behavior of the solutions of the PDE. In fact, if the empirical measure at time zero converges as N goes to infinity to a probability measure (which is away from a thin set that we characterize) and if time is speeded up by N, the empirical measure reaches almost instantaneously a small neighborhood of the stable manifold, to which it then sticks and on which a non-trivial random dynamics takes place. In fact the synchronization center performs a Brownian motion with a diffusion coefficient that we compute. Our approach therefore provides, for one of the basic statistical mechanics systems with continuum symmetry, a detailed characterization of the macroscopic deviations from the large scale limit -- or law of large numbers -- due to finite size effects. But the interest for this model goes beyond statistical mechanics, since it plays a central role in a variety of scientific domains in which one aims at understanding synchronization phenomena.

math.PR

Coherence stability and effect of random natural frequencies in populations of coupled oscillators

We consider the (noisy) Kuramoto model, that is a population of N oscillators, or rotators, with mean-field interaction. Each oscillator has its own randomly chosen natural frequency (quenched disorder) and it is stirred by Brownian motion. In the limit N goes to infty this model is accurately described by a (deterministic) Fokker-Planck equation. We study this equation and obtain quantitatively sharp results in the limit of weak disorder. We show that, in general, even when the natural frequencies have zero mean the oscillators synchronize (for sufficiently strong interaction) around a common rotating phase, whose frequency is sharply estimated. We also establish the stability properties of these solutions (in fact, limit cycles). These results are obtained by identifying the stable hyperbolic manifold of stationary solutions of an associated non disordered model and by exploiting the robustness of hyperbolic structures under suitable perturbations. When the disorder distribution is symmetric the speed vanishes and there is a one parameter family of stationary solutions : in this case we provide more precise stability estimates. The methods we use apply beyond the Kuramoto model and we develop here the case of active rotator models, that is the case in which the dynamics of each rotator in absence of interaction and noise is not simply a rotation.

nlin.AO