Interacting diffusions on sparse graphs: hydrodynamics from local weak limits
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Publication:2201486
DOI10.1214/20-EJP505zbMATH Open1459.60207arXiv1812.11924OpenAlexW3088180702WikidataQ101496459 ScholiaQ101496459MaRDI QIDQ2201486FDOQ2201486
Guilherme Reis, Roberto I. Oliveira, Lucas M. Stolerman
Publication date: 29 September 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by ErdH{o}s-R'{e}nyi graphs with constant mean degree. The limiting object is related to a potentially infinite system of SDEs defined over a Galton-Watson tree. Our theorems apply more generally, when the sequence of graphs ("decorated" with edge and vertex parameters) converges in the local weak sense. Our main technical result is a locality estimate bounding the influence of far-away diffusions on one another. We also numerically explore the emergence of synchronization phenomena on Galton-Watson random trees, observing rich phase transitions from synchronized to desynchronized activity among nodes at different distances from the root.
Full work available at URL: https://arxiv.org/abs/1812.11924
Random graphs (graph-theoretic aspects) (05C80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Strong limit theorems (60F15) Processes in random environments (60K37)
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Cited In (13)
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