Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions

DOI10.1137/22M1488922MaRDI QIDQ6071814zbMATH OpenOpenAlexFDO

Authors Anirudh Sridhar, Soummya Kar

Publication date 29 November 2023

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.09644

zbMATH Keywords

concentration inequalitiesmean-field approximationstochastic population processesnetworked interactions

Mathematics Subject Classification ID

Sample path properties (60G17) Continuous-time Markov processes on discrete state spaces (60J27) Evolutionary games (91A22) Games involving graphs (91A43) Stochastic systems in control theory (general) (93E03) General theory of stochastic processes (60G07)

Abstract: This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on the agent's current state and an estimate of the macroscopic population state, given by a weighted average of the neighboring states. When the number of agents is large and the network is a complete graph (has all-to-all information access), the macroscopic behavior of the population can be well-approximated by a set of deterministic differential equations called a {it mean-field approximation}. For incomplete networks such characterizations remained previously unclear, i.e., in general whether a suitable mean-field approximation exists for the macroscopic behavior of the population. The paper addresses this gap by establishing a generic theory describing when various mean-field approximations are accurate for emph{arbitrary} interaction structures. Our results are threefold. Letting $W$ be the matrix describing agent interactions, we first show that a simple mean-field approximation that incorrectly assumes a homogeneous interaction structure is accurate provided $W$ has a large spectral gap. Second, we show that a more complex mean-field approximation which takes into account agent interactions is accurate as long as the Frobenius norm of $W$ is small. Finally, we compare the predictions of the two mean-field approximations through simulations, highlighting cases where using mean-field approximations that assume a homogeneous interaction structure can lead to inaccurate qualitative and quantitative predictions.

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Cited in

(4)

• Dynamic mean field models: H-theorem for stochastic processes and basins of attraction of stationary processes
• Universality of SIS epidemics starting from small initial conditions
• Calculus of variations on hypergraphs
• Parameterization of individual-based models: comparisons with deterministic mean-field models

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