Graphon mean field systems

Graphon mean field systems
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图平均场系统

DOI:
10.1214/22-aap1901
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发表时间:
2020
期刊:
The Annals of Applied Probability
影响因子:
--
通讯作者:
Ruoyu Wu
Ruoyu Wu
中科院分区:
--
文献类型:
--
作者:
Erhan Bayraktar;Suman Chakraborty;Ruoyu Wu

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我们考虑非均匀相互作用的扩散粒子系统及其大的种群限制。交互是平均场类型,其权重由底层图子表征。随着系统规模的增加和底层图子的收敛,大数定律成立。该极限由图子平均场系统给出,该系统由独立但异构的非线性扩散组成,其概率分布是完全耦合的。提供了此类系统的适定性、连续性和稳定性。我们还考虑有限粒子系统的不太稠密的模拟,通过具有消失率和适当的相互作用缩放的渗透获得。证明了此类系统收敛于相应的图子平均场系统的大数定律结果。
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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