The Annals of Applied Probability

Stochastic particle approximation of the Keller–Segel equation and two-dimensional generalization of Bessel processes

Nicolas Fournier and Benjamin Jourdain

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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.

Article information

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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Zentralblatt MATH identifier

Primary: 65C35: Stochastic particle methods [See also 82C80] 35K55: Nonlinear parabolic equations 60H10: Stochastic ordinary differential equations [See also 34F05]

Keller–Segel equation stochastic particle systems propagation of chaos Bessel processes


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.

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