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We analyze how the transient dynamics of large dynamical systems in the vicinity of a stationary point, modeled by a set of randomly coupled linear differential equations, depends on the network topology. We characterize the transient…

Adaptation and Self-Organizing Systems · Physics 2024-01-17 Wojciech Tarnowski , Izaak Neri , Pierpaolo Vivo

A Markovian model of the evolution of intermittent connections of various classes in a communication network is established and investigated. Any connection evolves in a way which depends only on its class and the state of the network, in…

Networking and Internet Architecture · Computer Science 2010-08-23 Carl Graham , Philippe Robert

A random graph evolution based on the interactions of N vertices is studied. During the evolution both the preferential attachment method and the uniform choice of vertices are allowed. The weight of a vertex means the number of its…

Probability · Mathematics 2014-05-07 István Fazekas , Bettina Porvázsnyik

In this paper, we study weakly interacting diffusion processes on random graphs. Our main focus is on the properties of the mean-field limit and, in particular, on the nonuniqueness and bifurcation structure of stationary states. By…

Dynamical Systems · Mathematics 2025-11-03 Benedetta Bertoli , Grigorios A. Pavliotis , Niccolò Zagli

In this work, we consider a multi-population system where the dynamics of each agent evolve according to a system of stochastic differential equations in a general functional setup, determined by the global state of the system. Each agent…

Probability · Mathematics 2025-07-24 Giuseppe D'Onofrio , Anderson Melchor Hernandez

This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…

Probability · Mathematics 2024-07-02 Dasha Loukianova , Eva Löcherbach

Originally arising in the context of interacting particle systems in statistical physics, dynamical systems and differential equations on networks/graphs have permeated into a broad number of mathematical areas as well as into many…

Dynamical Systems · Mathematics 2020-12-16 Marios-Antonios Gkogkas , Christian Kuehn

Networks of the brain are composed of a very large number of neurons connected through a random graph and interacting after random delays that both depend on the anatomical distance between cells. In order to comprehend the role of these…

Mathematical Physics · Physics 2014-05-16 Cristobal Quininao , Jonathan Touboul

We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…

Probability · Mathematics 2017-03-01 Augusto Almeida Santos , Soummya Kar , José M. F. Moura , João Xavier

We use the combination of ideas and results from the theory of graph limits and nonlinear evolution equations to provide a rigorous mathematical justification for taking continuum limit for certain nonlocally coupled networks and to extend…

Adaptation and Self-Organizing Systems · Physics 2013-11-25 Georgi S. Medvedev

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

We prove a central limit theorem for network formation models with strategic interactions and homophilous agents. Since data often consists of observations on a single large network, we consider an asymptotic framework in which the network…

Econometrics · Economics 2026-03-11 Michael P. Leung , Hyungsik Roger Moon

Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…

Probability · Mathematics 2022-03-24 Fabio Coppini

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

Probability · Mathematics 2009-02-16 Charles Bordenave , David McDonald , Alexandre Proutiere

We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…

Probability · Mathematics 2022-03-03 Rangel Baldasso , Alan Pereira , Guilherme Reis

The recently developed mean-field game models of corruption and bot-net defence in cyber-security, the evolutionary game approach to inspection and corruption, and the pressure-resistance game element, can be combined under an extended…

Optimization and Control · Mathematics 2022-05-03 Stamatios Katsikas , Vassili Kolokoltsov

We study the mean-field limit and stationary distributions of a pulse-coupled network modeling the dynamics of a large neuronal assemblies. Our model takes into account explicitly the intrinsic randomness of firing times, contrasting with…

Probability · Mathematics 2015-03-17 Philippe Robert , Jonathan D. Touboul

The well-posedness of a multi-population dynamical system with an entropy regularization and its convergence to a suitable mean-field approximation are proved, under a general set of assumptions. Under further assumptions on the evolution…

Analysis of PDEs · Mathematics 2022-10-04 Stefano Almi , Claudio D'Eramo , Marco Morandotti , Francesco Solombrino

Understanding quantum many-body systems with long-range or infinite-range interactions is of relevance across a broad set of physical disciplines, including quantum optics, nuclear magnetic resonance and nuclear physics. From a theoretical…

Statistical Mechanics · Physics 2024-03-27 Federico Carollo , Igor Lesanovsky

Many real-world phenomena can be modelled as dynamical processes on networks, a prominent example being the spread of infectious diseases such as COVID-19. Mean-field approximations are a widely used tool to analyse such dynamical processes…

Probability · Mathematics 2025-08-25 Jonathan A. Ward , Gábor Timár , Péter L. Simon
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