The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 27, Number 5 (2017), 2807-2861.
Stochastic particle approximation of the Keller–Segel equation and two-dimensional generalization of Bessel processes
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 $\chi$ of bacteria to the chemo-attractant is larger than $8\pi$. 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 $\chi<2\pi$, the diffusion strongly dominates this singular drift: we obtain existence for the particle system and prove that its flow of empirical measures converges, as $N\to\infty$ and up to extraction of a subsequence, to a weak solution of the Keller–Segel equation.
We also show that for any $N\ge2$ and any value of $\chi>0$, pairs of particles do collide with positive probability: the singularity of the drift is indeed visited. Nevertheless, when $\chi<2\pi N$, 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 $\chi\leq8\pi(N-2)/(N-1)$.
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.
Ann. Appl. Probab., Volume 27, Number 5 (2017), 2807-2861.
Received: July 2015
Revised: October 2016
First available in Project Euclid: 3 November 2017
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Fournier, Nicolas; Jourdain, Benjamin. Stochastic particle approximation of the Keller–Segel equation and two-dimensional generalization of Bessel processes. Ann. Appl. Probab. 27 (2017), no. 5, 2807--2861. doi:10.1214/16-AAP1267. https://projecteuclid.org/euclid.aoap/1509696035