TY - JOUR
T1 - Stochastic particle approximation of the keller-segel equation and two-dimensional generalization of bessel processes
AU - Fournier, Nicolas
AU - Jourdain, Benjamin
N1 - Publisher Copyright:
© 2017 Institute of Mathematical Statistics.
PY - 2017/10/1
Y1 - 2017/10/1
N2 - We are interested in the two-dimensional Keller-Segel partial differential equation. This equation is a model for chemotaxis (and for Newtonian gravitational interaction). When the total mass of the initial density is one, it is known to exhibit blow-up in finite time as soon as the sensitivity? of bacteria to the chemo-attractant is larger than 8p. We investigate its approximation by a system of N two-dimensional Brownian particles interacting through a singular attractive kernel in the drift term. In the very subcritical case χ < 2π, the diffusion strongly dominates this singular drift: we obtain existence for the particle system and prove that its flow of empirical measures converges, as N χ 8 and up to extraction of a subsequence, to a weak solution of the Keller-Segel equation. We also show that for any N = 2 and any value of χ > 0, pairs of particles do collide with positive probability: the singularity of the drift is indeed visited. Nevertheless, when χ < 2πN, it is possible to control the drift and obtain existence of the particle system until the first time when at least three particles collide. We check that this time is a.s. infinite, so that global existence holds for the particle system, if and only if χ = 8p(N-2)/(N-1). Finally, we remark that in the system with N = 2 particles, the difference between the two positions provides a natural two-dimensional generalization of Bessel processes, which we study in details.
AB - We are interested in the two-dimensional Keller-Segel partial differential equation. This equation is a model for chemotaxis (and for Newtonian gravitational interaction). When the total mass of the initial density is one, it is known to exhibit blow-up in finite time as soon as the sensitivity? of bacteria to the chemo-attractant is larger than 8p. We investigate its approximation by a system of N two-dimensional Brownian particles interacting through a singular attractive kernel in the drift term. In the very subcritical case χ < 2π, the diffusion strongly dominates this singular drift: we obtain existence for the particle system and prove that its flow of empirical measures converges, as N χ 8 and up to extraction of a subsequence, to a weak solution of the Keller-Segel equation. We also show that for any N = 2 and any value of χ > 0, pairs of particles do collide with positive probability: the singularity of the drift is indeed visited. Nevertheless, when χ < 2πN, it is possible to control the drift and obtain existence of the particle system until the first time when at least three particles collide. We check that this time is a.s. infinite, so that global existence holds for the particle system, if and only if χ = 8p(N-2)/(N-1). Finally, we remark that in the system with N = 2 particles, the difference between the two positions provides a natural two-dimensional generalization of Bessel processes, which we study in details.
KW - Bessel processes
KW - Keller-Segel equation
KW - Propagation of chaos
KW - Stochastic particle systems
UR - https://www.scopus.com/pages/publications/85033681376
U2 - 10.1214/16-AAP1267
DO - 10.1214/16-AAP1267
M3 - Article
AN - SCOPUS:85033681376
SN - 1050-5164
VL - 27
SP - 2807
EP - 2861
JO - Annals of Applied Probability
JF - Annals of Applied Probability
IS - 5
ER -