Phase Transitions in Turnpike Theory For Mean-Field Games

Abstract

We study a translation-invariant mean-field game on the flat torus with interaction $F(x,m)=γ(K*m)(x)$, where $K$ is smooth, even, and mean-zero. The interaction is of potential type, arising as the first variation of a quadratic energy, though the stationary system is not treated variationally. Linearizing around the uniform equilibrium yields mode-wise $2\times 2$ systems with dispersion $σ_ξ(γ)=ν^2(2π|ξ|)^4+γ(2π|ξ|)^2\hat K(ξ)$. If $\hat K$ is negative for some mode, a finite threshold \[ γ_c=\min_{\hat K(ξ)<0}\frac{ν^2(2π|ξ|)^2}{|\hat K(ξ)|} \] marks loss of stability; otherwise $γ_c=+\infty$. Near criticality, the spectral gap scales as $ρ(γ)\sim C_*\sqrt{γ_c-γ}$. For $γ<γ_c$, the uniform state is exponentially stable in the turnpike sense for finite-horizon problems, with rate $ρ(γ)$. At $γ=γ_c$, the gap closes and, after phase fixing and center-manifold reduction, one obtains algebraic midpoint decay of order $T^{-1/2}$. For $γ>γ_c$, a branch of nonuniform stationary solutions bifurcates via a pitchfork-type amplitude equation, with translations generating the full family. Finally, under standard asymptotic-consistency assumptions on symmetric $N$-player equilibria in the subcritical regime, we obtain qualitative propagation of chaos, without quantitative rates.