English

Mean field limit for disordered diffusions with singular interactions

Probability 2014-07-03 v3 Disordered Systems and Neural Networks Adaptation and Self-Organizing Systems

Abstract

Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in Rm\mathbf {R}^m in the presence of a random environment and with spatial extension: each diffusion is attached to one site of the lattice Zd\mathbf {Z}^d, and the interaction between two diffusions is attenuated by a spatial weight that depends on their positions. For a general class of singular weights (including the case already considered in the physical literature when interactions obey to a power-law of parameter 0<α<d0<\alpha<d), we address the convergence as NN\to\infty of the empirical measure of the diffusions to the solution of a deterministic McKean-Vlasov equation and prove well-posedness of this equation, even in the degenerate case without noise. We provide also precise estimates of the speed of this convergence, in terms of an appropriate weighted Wasserstein distance, exhibiting in particular nontrivial fluctuations in the power-law case when d2α<d\frac{d}{2}\leq\alpha<d. Our framework covers the case of polynomially bounded monotone dynamics that are especially encountered in the main models of neural oscillators.

Keywords

Cite

@article{arxiv.1301.6521,
  title  = {Mean field limit for disordered diffusions with singular interactions},
  author = {Eric Luçon and Wilhelm Stannat},
  journal= {arXiv preprint arXiv:1301.6521},
  year   = {2014}
}

Comments

Published in at http://dx.doi.org/10.1214/13-AAP968 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T23:16:20.677Z