Abstract We study heterogeneously interacting diffusive particle systems with mean-field-type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration estimates over a finite time horizon for both 1- and 2-Wasserstein distances between the empirical measures of the finite particle systems and the averaged law of the graphon system.
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Graphon mean field systems
We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. A law of large numbers result is established as the system size increases and the underlying graphons converge. The limit is given by a graphon mean field system consisting of independent but heterogeneous nonlinear diffusions whose probability distributions are fully coupled. Well-posedness, continuity and stability of such systems are provided. We also consider a not-so-dense analogue of the finite particle system, obtained by percolation with vanishing rates and suitable scaling of interactions. A law of large numbers result is proved for the convergence of such systems to the corresponding graphon mean field system.
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- Award ID(s):
- 2106556
- PAR ID:
- 10535683
- Publisher / Repository:
- IMS
- Date Published:
- Journal Name:
- The Annals of Applied Probability
- Volume:
- 33
- Issue:
- 5
- ISSN:
- 1050-5164
- Subject(s) / Keyword(s):
- graphons, graphon particle systems, mean field interaction, heterogeneous interaction, networks, percolation
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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