Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations

DOI10.1007/S10955-019-02332-1zbMATH Open1421.05081arXiv1807.06898OpenAlexW3100130766WikidataQ101496279 ScholiaQ101496279MaRDI QIDQ2328693FDOQ2328693

Guilherme Reis, Roberto I. Oliveira

Publication date: 10 October 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise interactions given by an ErdH{o}s-R'{e}nyi graph. Our problem is to compare the bulk behavior of such systems with that of corresponding systems with dense nonrandom interactions. For a broad class of interaction functions, we find the optimal sparsity condition that implies that the two systems have the same hydrodynamic limit, which is given by a McKean-Vlasov diffusion. Moreover, we also prove matching behavior of the two systems at the level of large deviations. Our results extend classical results of dai Pra and den Hollander and provide the first examples of LDPs for systems with sparse random interactions.

Full work available at URL: https://arxiv.org/abs/1807.06898

zbMATH Keywords

large deviationsrandom graphsmean-field modelsMcKean-Vlasov equations

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Density (toughness, etc.) (05C42) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cited In (28)

• Graphon mean field systems
• A law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphs
• The Kuramoto model on dynamic random graphs
• Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions
• Two-community noisy Kuramoto model
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• Interacting diffusions on sparse graphs: hydrodynamics from local weak limits
• A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes
• Long time dynamics for interacting oscillators on graphs
• Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
• Hydrodynamic limit of the zero range process on a randomly oriented graph
• Open Problem—Weakly Interacting Particle Systems on Dense Random Graphs
• Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees
• Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
• Stationarity and uniform in time convergence for the graphon particle system
• Degree-biased advection–diffusion on undirected graphs/networks
• Mean field interaction on random graphs with dynamically changing multi-color edges
• Multivariate Hawkes processes on inhomogeneous random graphs
• Large deviations for mean field model in Erdős-Rényi graph
• The large deviation principle for interacting dynamical systems on random graphs
• Fast Non-mean-field Networks: Uniform in Time Averaging
• Weakly interacting oscillators on dense random graphs
• A note on Fokker-Planck equations and graphons
• Stationary solutions and local equations for interacting diffusions on regular trees
• Graphon particle system: uniform-in-time concentration bounds
• Local weak convergence for sparse networks of interacting processes
• Interacting stochastic processes on sparse random graphs
• Stability of clusters in the second-order Kuramoto model on random graphs

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