Mean field limit for disordered diffusions with singular interactions

Citation
Luçon, Eric et Stannat, Wilhelm, Mean field limit for disordered diffusions with singular interactions, Annals of applied probability , 24(5), 2014, pp. 1946-1993
ISSN journal
10505164
Volume
24
Issue
5
Year of publication
2014
Pages
1946 - 1993
Database
ACNP
SICI code
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 in the presence of a random environment and with spatial extension: each diffusion is attached to one site of the lattice Zd, 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<.<d), we address the convergence as N.. 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 d2..<d. Our framework covers the case of polynomially bounded monotone dynamics that are especially encountered in the main models of neural oscillators.