Transport and Equilibrium in Non-Conservative Systems

Abstract

We study, in finite volume, a grand canonical version of the McKean-Vlasov equation where the total particle content is allowed to vary. The dynamics is anticipated to minimize an appropriate grand canonical free energy; we make this notion precise by introducing a metric on a set of positive Borel measures without pre-prescribed mass and demonstrating that the dynamics is a gradient flow with respect to this metric. Moreover, we develop a JKO-scheme suitable for these problems. The latter ideas have general applicability to a class of second order non-conservative problems. For this particular system we prove, using the JKO-scheme, that (under certain assumptions) convergence to the uniform stationary state is exponential with a rate which is independent of the volume. By contrast, in related conservative systems, decay rates scale - at best - with the square of the characteristic length of the system. This suggests that a grand canonical approach may be useful for both theoretical and computational study of large scale systems.

61 pages. Revisions. Heuristic derivation of equation added. Proof of Lemma 3.7 modified. Various details added in other places