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

DOI10.1007/S10955-016-1652-3MaRDI QIDQ523255zbMATH OpenOpenAlexWikidataFDO

Authors Sylvain Delattre, Giambattista Giacomin, Eric Luçon

Publication date 20 April 2017

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

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

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)

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.

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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
• Two-community noisy Kuramoto model
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