Local stability of McKean-Vlasov equations arising from heterogeneous Gibbs systems using limit of relative entropies

TL;DR

This paper studies the local stability of McKean-Vlasov equations derived from heterogeneous Gibbs systems by analyzing the limit of relative entropies, establishing a Lyapunov function for stability analysis.

Contribution

It introduces a novel approach to stability analysis of McKean-Vlasov systems using the limit of relative entropies and constructs a local Lyapunov function.

Findings

Law of large numbers for multi-class Gibbs systems

Explicit form of the entropy limit

Demonstration of local Lyapunov function for stability

Abstract

A family of heterogeneous mean-field systems with jumps is analyzed. These systems are constructed as a Gibbs measure on block graphs. When the total number of particles goes to infinity, a law of large numbers is shown to hold in a multi-class context resulting in the weak convergence of the empirical vector towards the solution of a McKean-Vlasov system of equations. We then investigate the local stability of the limiting McKean-Vlasov system through the construction of a local Lyapunov function. We first compute the limit of adequately scaled relative entropy functions associated with the explicit stationary distribution of the N-particles system. Using a Laplace principle for empirical vectors we show that the limit takes an explicit form. Then we demonstrate that this limit satisfies a descent property which, combined with some mild assumptions shows that it is indeed a local Lyapunov function.