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

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Main Authors: Balasubramanian, Krishnakumar, Banerjee, Sayan, Rigollet, Philippe
Format: Preprint
Published: 2025
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author Balasubramanian, Krishnakumar
Banerjee, Sayan
Rigollet, Philippe
author_facet Balasubramanian, Krishnakumar
Banerjee, Sayan
Rigollet, Philippe
contents 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 $β$ affects the geometry of the infinitely many bifurcations from the uniform measure. We also explain how increasing $β$ 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 $β$ increases.
format Preprint
id arxiv_https___arxiv_org_abs_2510_20094
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the Structure of Stationary Solutions to McKean-Vlasov Equations with Applications to Noisy Transformers
Balasubramanian, Krishnakumar
Banerjee, Sayan
Rigollet, Philippe
Probability
Artificial Intelligence
Machine Learning
Analysis of PDEs
35Q83, 35Q70, 34K18, 60H50, 82C22, 35B27
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 $β$ affects the geometry of the infinitely many bifurcations from the uniform measure. We also explain how increasing $β$ 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 $β$ increases.
title On the Structure of Stationary Solutions to McKean-Vlasov Equations with Applications to Noisy Transformers
topic Probability
Artificial Intelligence
Machine Learning
Analysis of PDEs
35Q83, 35Q70, 34K18, 60H50, 82C22, 35B27
url https://arxiv.org/abs/2510.20094