2024/07/26 by Liu, Chunlin, Qu, Baoyou, Yao, Jinxiang +1
#60B10 #60E15 #Dynamical Systems (math.DS) #FOS: Mathematics #Primary 60H10 #Probability (math.PR) #secondary 37C65
paper · doi:10.48550/arxiv.2407.18853
A general framework for studying McKean-Vlasov SDEs via monotone dynamical systems is established in this paper. Under a cooperative condition, we show McKean-Vlasov SDEs admit a comparison principle with respect to the stochastic order, and generate monotone dynamical systems on the 2-Wasserstein space. Our main results prove the existence of unstable invariant measures, total orderedness of invariant measures, and the existence of monotone connecting orbits between order-related invariant measures for general cooperative McKean-Vlasov SDEs. To achieve our goals, we adopt the theory of monotone dynamical systems, extend the connecting orbit theorem, and deduce a dichotomy structure of equilibria. This method is different from existing approaches, like propagation of chaos and Fokker-Planck equations. A wide range of classical examples are covered by our framework, such as granular media equations in double-well and multi-well confinement potentials with quadratic interaction, double-well landscapes with perturbation, and higher dimensional equations, even driven by multiplicative noises.