A note on dynamical models on random graphs and Fokker-Planck equations

DOI10.1007/S10955-016-1652-3zbMATH Open1360.82053arXiv1607.05224OpenAlexW3105650203WikidataQ105583409 ScholiaQ105583409MaRDI QIDQ523255FDOQ523255

Authors: Sylvain Delattre, Giambattista Giacomin, Eric Luçon 

Publication date: 20 April 2017

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

Abstract: We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction parameter. Examples include ErdH{o}s-R'enyi graphs with edge probability $p_n$, $n$ is the number of vertices, such that $li{m}_{noinfty}{p}_{n}n=infty$. The purpose of this note it twofold: (1) to establish this proximity on finite time horizon, by exploiting the fact that both systems are accurately described by a Fokker-Planck PDE (or, equivalently, by a nonlinear diffusion process) in the $n=infty$ limit; (2) to remark that in reality this result is unsatisfactory when it comes to applying it to systems with $N$ large but finite, for example the values of $N$ that can be reached in simulations or that correspond to the typical number of interacting units in a biological system.

Full work available at URL: https://arxiv.org/abs/1607.05224

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zbMATH Keywords

nonlinear diffusionmean fieldFokker-Planck PDEinteracting diffusions on graphsKuramoto models

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Fokker-Planck equations (35Q84) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (35)

• Weakly interacting particle systems on inhomogeneous random graphs
• Graphon mean field systems
• The Kuramoto model on dynamic random graphs
• Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions
• 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
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• Long time dynamics for interacting oscillators on graphs
• Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
• Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations
• Open Problem—Weakly Interacting Particle Systems on Dense Random Graphs
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• A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
• 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
• 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
• Entropy dissipation of Fokker-Planck equations on graphs
• Fast Non-mean-field Networks: Uniform in Time Averaging
• Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks
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