Conjecture on localization of self-reinforced diffusions with trigonometric interaction

Let (Xt)t0(X_t)_{t\geqslant 0} solve the stochastic differential equation

dXt=σdWt+k=1nkak0tsin(k(XtXs))dsdt,X0=x.dX_t=\sigma\,dW_t+\sum_{k=1}^{n}ka_k\int_0^t\sin(k(X_t-X_s))\,ds\,dt,\qquad X_0=x.

Self-reinforced diffusion conjecture. If k=1nk2ak<0\sum_{k=1}^{n}k^2a_k<0, then XtX_t converges almost surely; if k=1nk2ak>0\sum_{k=1}^{n}k^2a_k>0, then

lim suptXt>lim inftXt.\limsup_{t\to\infty}X_t>\liminf_{t\to\infty}X_t.

The sign of the derivative of the interaction drift at zero is expected to determine whether the diffusion localizes or continues to fluctuate. The preceding analysis proves almost-sure convergence for the single-frequency model, while the corresponding assertion for the general self-reinforced diffusion is posed here as an open conjecture.

Sources & referencesView supporting material

Primary source

Carl-Erik Gauthier, “Self attracting diffusions on a sphere and application to a periodic case”, arXiv:1501.04827 (2015).

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