Mean-field Partial Differential Equation Research Articles

Distributed Mean-Field Density Estimation for Large-Scale Systems

This article studies how to estimate the mean-field density of large-scale systems in a distributed manner. Such problems are motivated by the recent swarm control technique that uses mean-field approximations to represent the collective effect of the swarm, wherein the mean-field density (especially its gradient) is usually used in feedback control design. In the first part, we formulate the density estimation problem as a filtering problem of the associated mean-field partial differential equation (PDE), for which we employ Kernel density estimation to construct noisy observations and use filtering theory of PDE systems to design an optimal (centralized) density filter. It turns out that the covariance operator of observation noise depends on the unknown density. Hence, we use approximations for the covariance operator to obtain a suboptimal density filter, and prove that both the density estimates and their gradient are convergent and remain close to the optimal one using the notion of input-to-state stability (ISS). In the second part, we continue to study how to decentralize the density filter such that each agent can estimate the mean-field density based on only its own position and local information exchange with neighbors. We prove that the local density filter is also convergent and remains close to the centralized one in the sense of ISS. Simulation results suggest that the centralized suboptimal density filter is able to generate convergent density estimates, and the local density filter is able to converge and remain close to the centralized filter.

Transporting Robotic Swarms Via Mean-Field Feedback Control

With the rapid development of AI and robotics, transporting a large swarm of networked robots has foreseeable applications in the near future. Existing research in swarm robotics has mainly followed a bottom-up philosophy with predefined local coordination and control rules. However, it is arduous to verify the global requirements and analyze their performance. This motivates us to pursue a top-down approach, and develop a provable control strategy for deploying a robotic swarm to achieve a desired global configuration. Specifically, we use mean-field partial differential equations (PDEs) to model the swarm and control its mean-field density (i.e., probability density) over a bounded spatial domain using mean-field feedback. The presented control law uses density estimates as feedback signals and generates corresponding velocity fields that, by acting locally on individual robots, guide their global distribution to a target profile. The design of the velocity field is therefore centralized, but the implementation of the controller can be fully distributed -- individual robots sense the velocity field and derive their own velocity control signals accordingly. The key contribution lies in applying the concept of input-to-state stability (ISS) to show that the perturbed closed-loop system (a nonlinear and time-varying PDE) is locally ISS with respect to density estimation errors. The effectiveness of the proposed control laws is verified using agent-based simulations.

The Kuramoto Model on Power Law Graphs: Synchronization and Contrast States

The relation between the structural properties of the network and its dynamics is a central question in the analysis of dynamical networks. It is especially relevant for complex networks found in real-world applications. This work presents mathematically rigorous analysis of coupled dynamical systems on power law graphs. Specifically, we study large systems of coupled Kuramoto phase oscillators. In the limit as the size of the network tends to infinity, we derive analytically tractable mean field partial differential equation for the probability density function describing the state of the coupled system. The mean field limit is used to establish an explicit formula for the synchronization threshold for coupled phase oscillators with randomly distributed intrinsic frequencies. Furthermore, we study stable spatial patterns generated by the Kuramoto model with repulsive coupling. In particular, we identify a family of stable steady-state solutions having multiple regions with distinct statistical properties. We call these solutions contrast states. Like chimera states, contrast states exhibit coexisting regions of highly localized (coherent) behavior and highly irregular (incoherent) distribution of phases. We provide a detailed mathematical analysis of contrast states in the KM using the Ott–Antonsen ansatz. The analysis of synchronization and contrast states provides new insights into the role of power law connectivity in shaping dynamics of coupled dynamical systems. In particular, we show that despite sparse connectivity, power law networks possess remarkable synchronizability: the synchronization threshold can be made arbitrarily low by varying the parameter of the power law distribution.

Pattern formation of a nonlocal, anisotropic interaction model

We consider a class of interacting particle models with anisotropic, repulsive–attractive interaction forces whose orientations depend on an underlying tensor field. An example of this class of models is the so-called Kücken–Champod model describing the formation of fingerprint patterns. This class of models can be regarded as a generalization of a gradient flow of a nonlocal interaction potential which has a local repulsion and a long-range attraction structure. In contrast to isotropic interaction models the anisotropic forces in our class of models cannot be derived from a potential. The underlying tensor field introduces an anisotropy leading to complex patterns which do not occur in isotropic models. This anisotropy is characterized by one parameter in the model. We study the variation of this parameter, describing the transition between the isotropic and the anisotropic model, analytically and numerically. We analyze the equilibria of the corresponding mean-field partial differential equation and investigate pattern formation numerically in two dimensions by studying the dependence of the parameters in the model on the resulting patterns.

Modelling the movement of interacting cell populations: a moment dynamics approach.

Mathematical models describing the movement of multiple interacting subpopulations are relevant to many biological and ecological processes. Standard mean-field partial differential equation descriptions of these processes suffer from the limitation that they implicitly neglect to incorporate the impact of spatial correlations and clustering. To overcome this, we derive a moment dynamics description of a discrete stochastic process which describes the spreading of distinct interacting subpopulations. In particular, we motivate our model by mimicking the geometry of two typical cell biology experiments. Comparing the performance of the moment dynamics model with a traditional mean-field model confirms that the moment dynamics approach always outperforms the traditional mean-field approach. To provide more general insight we summarise the performance of the moment dynamics model and the traditional mean-field model over a wide range of parameter regimes. These results help distinguish between those situations where spatial correlation effects are sufficiently strong, such that a moment dynamics model is required, from other situations where spatial correlation effects are sufficiently weak, such that a traditional mean-field model is adequate.

Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics

Two algorithms that combine Brownian dynamics (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented.

Mean-field limit for the stochastic Vicsek model

We consider the continuous version of the Vicsek model with noise, proposed as a model for collective behaviour of individuals with a fixed speed. We rigorously derive the kinetic mean-field partial differential equation satisfied when the number N of particles tends to infinity, quantifying the convergence of the law of one particle to the solution of the PDE. For this we adapt a classical coupling argument to the present case in which both the particle system and the PDE are defined on a surface rather than on the whole space R d . As part of the study we give existence and uniqueness results for both the particle system and the PDE.

The role of multiple microscopic mechanisms in cluster interface evolution

In this paper we discuss mesoscopic models describing pattern formation mechanisms for a prototypical model of surface processes that involves multiple microscopic mechanisms. We focus on a mean field partial differential equation, which contains qualitatively microscopic information on particle–particle interactions and multiple particle dynamics, and we rigorously derive the macroscopic cluster evolution laws and transport structure. We show that the motion by mean curvature is given by V = μ σ κ , where k is the mean curvature, σ is the surface tension and μ is an effective mobility that depends on the presence of the multiple mechanisms and speeds up the cluster evolution. This is in contrast with the Allen–Cahn equation where V = κ .

Convergence of stochastic interacting particle systems in probability under a Sobolev norm

Abstract In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin’s method, i.e., the initial vertices are on lattice points hi ∈ Rd with mass ρ0(hi)h, where ρ0 is some initial density function, then the regularized empirical measure of the interacting particle system converges in probability to the corresponding mean-field partial differential equation with initial density ρ0, under the Sobolev norm of L ∞(L2) ∩ L2(H1). Our result is true for all those systems when the interacting function is bounded, Lipschitz continuous and satisfies certain regular condition. And if we further regularize the interacting particle system, it also holds for some of the most important systems of which the interacting functions are not. For systems with repulsive Coulomb interaction, this convergence holds globally on any interval [0, t]. And for systems with attractive Newton force as interacting function, we have convergence within the largest existence time of the regular solution of the corresponding Keller-Segel equation.