Mean field limit for disordered diffusions with singular interactions

DOI10.1214/13-AAP968MaRDI QIDQ744382zbMATH OpenOpenAlexWikidataFDO

Authors Eric Luçon, Wilhelm Stannat

Publication date 25 September 2014

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.6521, https://projecteuclid.org/euclid.aoap/1403812367

zbMATH Keywords

disordered modelsdissipative systemsFitzHugh-Nagumo modelKuramoto modelmean field limitrandom environmentspatially extended particle systemsWasserstein distanceweakly interacting diffusions

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random measures (60G57) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Abstract: Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $mathbf{R}^m$ in the presence of a random environment and with spatial extension: each diffusion is attached to one site of the lattice $mathbf{Z}^d$, and the interaction between two diffusions is attenuated by a spatial weight that depends on their positions. For a general class of singular weights (including the case already considered in the physical literature when interactions obey to a power-law of parameter $0<alpha<d$), we address the convergence as $Noinfty$ of the empirical measure of the diffusions to the solution of a deterministic McKean-Vlasov equation and prove well-posedness of this equation, even in the degenerate case without noise. We provide also precise estimates of the speed of this convergence, in terms of an appropriate weighted Wasserstein distance, exhibiting in particular nontrivial fluctuations in the power-law case when $fracd2leqalpha<d$. Our framework covers the case of polynomially bounded monotone dynamics that are especially encountered in the main models of neural oscillators.

Review text

The authors consider a population of mean field interacting diffusions in \(\mathbb R^m\) in the presence of a random environment and with spatial extension: each diffusion is attached to one site of the lattice \(\mathbb Z^d\), and the interaction between two diffusions is attenuated by a spatial weight that depends on their positions. The purpose of the paper is to provide a general convergence result for the empirical distribution of spatially extended networks of mean field coupled diffusions in a random environment. The main novelty of the paper is to consider a family of interacting diffusions indexed by the box \(\Lambda_N:=[-N,\dots,N]^d\) of volume \(|\Lambda_N|=(2N+1)^d\) in the \(d\)-dimensional lattice \(\mathbb Z^d\) \((d\geq 1)\) where the interaction between two diffusions in \(\Lambda_N\) depends on their relative positions.

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Cited in

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