Fast non mean field networks: uniform in time averaging

Julien Barré, Paul Dobson, Michela Ottobre, Ewelina Zatorska

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

We study a population of N particles, which evolve according to a diffusion process and interact through a dynamical network. In turn, the evolution of the network is coupled to the particles' positions. In contrast with the mean-field regime, in which each particle interacts with every other particle, i.e., with O(N) particles, we consider the a priori more difficult case of a sparse network; that is, each particle interacts, on average, with O(1) particles. We also assume that the network's dynamics is much faster than the particles' dynamics, with the time-scale of the network described by a parameter ∊ > 0. We combine the averaging (∊ → 0) and the many-particles (N → ∞ ) limits and prove that the evolution of the particles' empirical density is described (after taking both limits) by a nonlinear Fokker-Planck equation; moreover, we give conditions under which such limits can be taken uniformly in time, hence providing a criterion under which the limiting nonlinear Fokker-Planck equation is a good approximation of the original system uniformly in time. The heart of our proof consists of controlling precisely the dependence on N of the averaging estimates.

Original languageEnglish
Pages (from-to)937–972
Number of pages36
JournalSIAM Journal on Mathematical Analysis
Volume53
Issue number1
Early online date8 Feb 2021
DOIs
Publication statusPublished - 2021

Keywords

  • Averaging methods
  • Interacting particle systems
  • Markov semigroups
  • Nonlinear Fokker-Plank equation
  • Sparse interaction

ASJC Scopus subject areas

  • Analysis
  • Computational Mathematics
  • Applied Mathematics

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