English

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

Probability 2016-11-23 v2 Mathematical Physics math.MP

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 Erd\H{o}s-R\'enyi graphs with edge probability pnp_n, nn is the number of vertices, such that limnpnn=\lim_{n \to \infty}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=n=\infty limit; (2) to remark that in reality this result is unsatisfactory when it comes to applying it to systems with NN large but finite, for example the values of NN that can be reached in simulations or that correspond to the typical number of interacting units in a biological system.

Keywords

Cite

@article{arxiv.1607.05224,
  title  = {A note on dynamical models on random graphs and Fokker-Planck equations},
  author = {Sylvain Delattre and Giambattista Giacomin and Eric Luçon},
  journal= {arXiv preprint arXiv:1607.05224},
  year   = {2016}
}

Comments

14 pages, 1 figure. A few corrections, streamlined some explanations and improved Corollary 1.2

R2 v1 2026-06-22T14:57:34.334Z