We study the discrete Fokker–Planck equation associated with the mean-field dynamics of a particle system called the dispersion process. For different regimes of the average number of particles per site (denoted by $ \mu > 0 $), we establish various quantitative long-time convergence guarantees toward the global equilibrium (depending on the sign of $ \mu - 1 $), which is also confirmed by numerical simulations. The main novelty/contribution of this manuscript lies in the careful and tricky analysis of a nonlinear Volterra-type integral equation satisfied by a key auxiliary function.
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Figure 2. Stackplots of the agent-based simulation with $ \mu = 0.8 $ and $ \mu = 2 $ during the first $ 10 $ units of time. At a given time $ t $, the width of $ n $-th layer represents the number of sites hosting $ n $ particles, making a total of $ N = 1000 $ sites. For $ \mu = 0.8 $, we initially put all particles at one single site; the distribution of particles converges to a Bernoulli distribution and no site hosts two or more particles (left). For $ \mu = 2 $, we put two particles in each site initially; each site hosts at least one particle and the distribution of particles stabilizes around a zero-truncated Poisson distribution after a few units of time (right)
Figure 3. Distribution of particles for the dispersion model with $ N = 1000 $ agents after $ 2000 $ units of time, using two different values of $ \mu $. For $ \mu = 0.8 $, the final distribution coincides exactly with the Bernoulli distribution with mean $ 0.8 $, where we put all the particles into a single site initially. For $ \mu = 2 $, the terminal distribution is well-approximated by a zero-truncated Poisson distribution (4), where we put $ X_i(0) = \mu $ for all $ 1\le i\le N $ initially
Figure 4. Stackplot of the numerical solution to the truncated ODE system $ \{p _n (t)\} _{n = 0} ^{100} $ with $ \mu = 0.8 $ and $ \mu = 2 $ during the first 10 units of time. At a given time $ t $, the width of $ n $-th layer represents $ p _n (t) $ which sum up to $ 1 $. For $ \mu = 0.8 $ the distibution of particles converges to a Bernoulli distribution with mean $ \mu $ (left). For $ \mu = 2 $, the distribution converges to the zero-truncated Poisson distribution with mean $ \mu $ (right). The overlayed yellow lines represent the corresponding agent-based simulation results
Figure 7. Evolution of the $ \ell ^1 $ error $ \left\lVert {\bf p} (t) - \mkern 1.5mu\overline{\mkern-1.5mu {\bf p} \mkern-1.5mu}\mkern 1.5mu \right\rVert _{\ell ^1} $ over time for different values of $ \nu $. It can be seen that larger values of $ \nu $ (or $ \mu $) leads to faster convergence, although such improvement in terms of the convergence rate saturates when $ \nu $ becomes large enough
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Illustration of the dispersion dynamics on a complete graph with
Stackplots of the agent-based simulation with
Distribution of particles for the dispersion model with
Stackplot of the numerical solution to the truncated ODE system
Schematic illustration of the Fokker–Planck type system of nonlinear ODEs (10) as a jump process with loss and gain
Evolution of the energy
Evolution of the