Quenched asymptotics for interacting diffusions on inhomogeneous random graphs

DOI10.1016/J.SPA.2020.06.010zbMATH Open1454.60046arXiv1811.09229OpenAlexW2901173480MaRDI QIDQ2229562FDOQ2229562

Authors: Eric Luçon 

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: The aim of the paper is to address the behavior in large population of diffusions interacting on a random, possibly diluted and inhomogeneous graph. This is the natural continuation of a previous work, where the homogeneous ErdH os-R'enyi case was considered. The class of graphs we consider includes disordered $W$-random graphs, with possibly unbounded graphons. The main result concerns a quenched convergence (that is true for almost every realization of the random graph) of the empirical measure of the system towards the solution of a nonlinear Fokker-Planck PDE with spatial extension, also appearing in different contexts, especially in neuroscience. The convergence of the spatial profile associated to the diffusions is also considered, and one proves that the limit is described in terms of a nonlinear integro-differential equation which matches the neural field equation in certain particular cases.

Full work available at URL: https://arxiv.org/abs/1811.09229

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zbMATH Keywords

random graphsinteracting diffusionsgraph convergencemean-field systemsneural field equationspatially-extended systems

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Strong limit theorems (60F15) Fokker-Planck equations (35Q84) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20)

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Cited In (25)

• Weakly interacting particle systems on inhomogeneous random graphs
• Graphon mean field systems
• The Kuramoto model on dynamic random graphs
• Two-community noisy Kuramoto model
• Long-term stability of interacting Hawkes processes on random graphs
• A note on uniform in time mean-field limit in graphs
• Interacting diffusions on sparse graphs: hydrodynamics from local weak limits
• Long time dynamics for interacting oscillators on graphs
• Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations
• Mean field limit for disordered diffusions with singular interactions
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• The semilinear heat equation on sparse random graphs
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• Multivariate Hawkes processes on inhomogeneous random graphs
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• Weakly interacting oscillators on dense random graphs
• A numerical method for a nonlocal diffusion equation with additive noise
• A note on Fokker-Planck equations and graphons
• Graphon particle system: uniform-in-time concentration bounds
• Local weak convergence for sparse networks of interacting processes
• Large population asymptotics for interacting diffusions in a quenched random environment
• A note on dynamical models on random graphs and Fokker-Planck equations

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