Fast Non-mean-field Networks: Uniform in Time Averaging

DOI10.1137/20M1328646MaRDI QIDQ5150325zbMATH OpenFDO

Authors Julien Barré, Paul W. Dobson, M. Ottobre, Ewelina Zatorska

Publication date 15 February 2021

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.14230

zbMATH Keywords

averaging methodsinteracting particle systemsMarkov semigroupsnonlinear Fokker-Planck equationsparse interaction

Mathematics Subject Classification ID

PDEs in connection with statistical mechanics (35Q82) Fokker-Planck equations (35Q84) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We study a population of $N$ particles, which evolve according to a diffusion process and interact through a dynamical network. In turn, the evolution of the network is coupled to the particles' positions. In contrast with the mean-field regime, in which each particle interacts with every other particle, i.e. with $O(N)$ particles, we consider the a priori more difficult case of a sparse network; that is, each particle interacts, on average, with $O(1)$ particles. We also assume that the network's dynamics is much faster than the particles' dynamics, with the time-scale of the network described by a parameter $epsilon>0$. We combine the averaging ($epsilonightarrow0$) and the many particles ($Nightarrowinfty$) limits and prove that the evolution of the particles' empirical density is described (after taking both limits) by a non-linear Fokker-Planck equation; we moreover give conditions under which such limits can be taken uniformly in time, hence providing a criterion under which the limiting non-linear Fokker-Planck equation is a good approximation of the original system uniformly in time. The heart of our proof consists of controlling precisely the dependence in $N$ of the averaging estimates.

Recommendations

• Relative tempo of distributed averaging on networks
• Maximizing convergence time in network averaging dynamics subject to edge removal
• Asymptotic Consensus on the Average of a Field for Time-Varying Nonlinear Networks Under Almost Periodic Connectivity
• Mean-field dynamics of sequence processing neural networks with finite connectivity
• Rapid improvement of stochastic networks using two-moment approximations
• Time- and ensemble-average statistical mechanics of the Gaussian network model
• Parallel Processing and Applied Mathematics
• Blind Construction of Optimal Nonlinear Recursive Predictors for Discrete Sequences
• A mean-field approach to self-interacting networks, convergence and regularity

Cites work

• A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
• A mean field view of the landscape of two-layer neural networks
• A note on dynamical models on random graphs and Fokker-Planck equations
• Analysis and geometry of Markov diffusion operators
• Coevolution of agents and networks: opinion spreading and community disconnection
• Continuum model for linked fibers with alignment interactions
• Ergodicity of Markov semigroups with Hörmander type generators in infinite dimensions
• scientific article; zbMATH DE number 4211245 (Why is no real title available?)
• scientific article; zbMATH DE number 1866312 (Why is no real title available?)
• scientific article; zbMATH DE number 933353 (Why is no real title available?)
• Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations
• Interacting diffusions on sparse graphs: hydrodynamics from local weak limits
• Markov Chains
• Markov semigroups with hypocoercive-type generator in infinite dimensions: ergodicity and smoothing
• Mean field analysis of neural networks: a law of large numbers
• Multiscale Methods
• Nonlinear Fokker-Planck equations. Fundamentals and applications.
• Particle interactions mediated by dynamical networks: assessment of macroscopic descriptions
• Pointwise gradient bounds for degenerate semigroups (of UFG type)
• Simple mechanical cues could explain adipose tissue morphology
• Weakly interacting particle systems on inhomogeneous random graphs

Cited in

(11)

• Backward Itô-Ventzell and stochastic interpolation formulae
• Stationarity and uniform in time convergence for the graphon particle system
• Mean field interaction on random graphs with dynamically changing multi-color edges
• Graphon particle system: uniform-in-time concentration bounds
• Infinite dimensional piecewise deterministic Markov processes
• On evolving network models and their influence on opinion formation
• Non-mean-field Vicsek-type models for collective behavior
• Poisson equations with locally-Lipschitz coefficients and uniform in time averaging for stochastic differential equations via strong exponential stability
• Uniform in time convergence of numerical schemes for stochastic differential equations via strong exponential stability: Euler methods, split-step and tamed schemes
• Mean field limits of co-evolutionary signed heterogeneous networks
• A framework for continuum modeling of opinion dynamics on a network based on the probability of connections

This page was built for publication: Fast Non-mean-field Networks: Uniform in Time Averaging

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5150325)