On the Structure of Stationary Solutions to McKean-Vlasov Equations with Applications to Noisy Transformers

TL;DR

This paper characterizes stationary solutions of McKean-Vlasov equations on the circle, revealing their bifurcation structures, phase transitions, and applications to noisy transformer models, with explicit Fourier-based descriptions.

Contribution

It provides an explicit Fourier coefficient framework for stationary solutions, enabling detailed bifurcation analysis and phase transition characterization in McKean-Vlasov equations.

Findings

Explicit Fourier-based characterization of stationary states

Identification of bifurcation types and resonance structures

Demonstration of phase transition behavior in noisy transformer models

Abstract

We study stationary solutions of McKean-Vlasov equations on the circle. Our main contributions stem from observing an exact equivalence between solutions of the stationary McKean-Vlasov equation and an infinite-dimensional quadratic system of equations over Fourier coefficients, which allows explicit characterization of the stationary states in a sequence space rather than a function space. This framework provides a transparent description of local bifurcations, characterizing their periodicity, and resonance structures, while accommodating singular potentials. We derive analytic expressions that characterize the emergence, form and shape (supercritical, critical, subcritical or transcritical) of bifurcations involving possibly multiple Fourier modes and connect them with discontinuous phase transitions. We also characterize, under suitable assumptions, the detailed structure of the stationary bifurcating solutions that are accurate upto an arbitrary number of Fourier modes. At the global level, we establish regularity and concavity properties of the free energy landscape, proving existence, compactness, and coexistence of globally minimizing stationary measures, further identifying discontinuous phase transitions with points of non-differentiability of the minimum free energy map. As an application, we specialize the theory to the Noisy Mean-Field Transformer model, where we show how changing the inverse temperature parameter $\beta$ affects the geometry of the infinitely many bifurcations from the uniform measure. We also explain how increasing $\beta$ can lead to a rich class of approximate multi-mode stationary solutions which can be seen as `metastable states'. Further, a sharp transition from continuous to discontinuous (first-order) phase behavior is observed as $\beta$ increases.