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Network Dynamics Hw 5

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Homework 5

In class, we have considered network dynamics of the following form.

Given a finite graph G = (V, E), a finite local state (or opinion) space X ,

and local transition kernels v (x |xv , xNv ) for every v V, we consider a

stochastic process (in fact, a continuous-time Markov chain) X(t) = {Xv (t) :

v V} on the product space X V , whereby every node (often called agent)

v V gets activated at the ticking of an independent rate-1 Poisson clock,

and, if activated at some time t 0, it updates its opinion to Xv (t+ ) = x

with conditional probability v (x |Xv (t), XNv (t)).

We have argued that, if the transition kernels are homogeneous, i.e., if

(x |xv , dv , xNv ), and if the population is totally mixed

v (x |xv , xNv ) =

(i.e., the graph G is the complete one on n nodes), then one can give up on

keeping track of the opinions of the single agents and rather take a Eulerian

viewpoint, and look at the evolution of the empirical density of the agents

opinions, defined by nx := n1 |{v V : Xv (t) = x}|. In fact, under such

assumptions of total mixing of the population and homogeneity of agents

behavior, the vector n (t) := {nx (t) : x X } forms a Markov

P chain on the

space of opinion types Pn (X ) := { RX : nx = nx Z+ , x nx = n}.

Moreover, Kurtzs theorem guarantees that, under the additional techni |x, ) is Lipschitz-continuous in for every x, x X ,

cal assumption that (x

there exist positive constants K, K such that, for all T > 0, > 0,

!

P

K exp(Kn2 /T ) ,

t[0,T ]

where (t) is the solution of the Cauchy problem associated to the mean-field

1

ODE

X

d

x =

y (x|y,

) x ,

dt

y

xX,

|1

Exercise 1. Prove that |Pn (X )| = n+|X

. (Hint: one has to count the

|X |1

different ways of assigning n identical balls to |X | distinguished urns. Consider |X | 1 identical bars whose role is just separating the balls belonging to

the different |X | urns. Then, one is left with counting the number of possible

ways of placing such separating objects in a universe

of n+|X |1 elements...)

n+|X |1

Contrast the polynomial growth rate of |X |1 with the exponential one of

X V as |V| grows large with |X | constant.

Exercise 2 (mean-field limit of the (smoothed) majority rule dynamics).

The (smoothed) majority rule dynamics is characterized by

Plocal state space

1

X = {0, 1} and transition kernel v (1|xv , xNv ) = (dv

wNv xw ), where

: [0, 1] [0, 1] is Lipschitz continuous and such that (0) = 0, and (1

x) = 1 (x) for all x [0, 1].

(a) Prove that the mean-field limit ODE is given by

d

1 = (1 ) 1 ;

dt

(1)

(b) Find the equilibria of (1), discuss their stability and characterize their

basin of attraction.

Exercise 3 (k-majority rule dynamics). Let k be a positive odd integer and

G = (V, E) a graph such that dv k for all v V. Consider the k-majority

rule dynamics whereby each agent, when activated, selects k distinct neighbors of its uniformly at random and moves towards the opinion held by the

majority of them. Find the mean-field ODE characterizing the limit when

N + and study the asymptotic behavior (as t grows large) of the associated initial value problem.

Exercise 4 (mean-field limit of the SIS epidemics). Consider the SIS epi

demics with rate- n1

transmission time on every link with one infected and

one susceptible end-node, and rate-(1 ) exponential recovery time, where

(0, 1).

2

(a) Define a local state space X and write down the transition kernel v (x |x, xNv )

for every v V (hint: assume that a node gets activated whenever it

has a potential recovery or gets a potential decease transmission from

one of the other n 1 nodes)

(b) What are all the absorbing states in X V of the Markov chain X(t) on a

general connected graph G = (V, E)?

(c) Prove that the mean-field limit ODE is

S = (1 2)I + 2I

dt

I = (1 2)I 2I

dt

(2)

(d) What are the equilibria of (3)? Discuss their stability as varies in

(0, 1).

Exercise 5 (mean-field limit of the SIR epidemics). Consider the SIR epi

demics with rate- n1

transmission time on every link with one infected and

one susceptible end-node, and rate-(1 ) exponential recovery time, where

(0, 1).

(a) Define a local state space X and write down the transition kernel v (x |x, xNv )

for every v V (hint: assume that a node gets activated whenever it

has a potential recovery or gets a potential decease transmission from

one of the other n 1 nodes)

(b) What are all the absorbing states in X V of the Markov chain X(t) on a

general connected graph G = (V, E)? And what are they on the complete

graph?

(c) Prove that the mean-field limit ODE is

S = S I

dt

d

I = S I (1 )I

dt

d R = (1 )I

dt

3

(3)

(e) What are the equilibria of (3)?

(f) Prove that every trajectory of (3) is convergent to some limit

P(X ), which depends on the initial condition (0); (hint: S (t) is nonincreasing, R (t) non-decreasing, and the trajestoris belong to the compact P(X ))

(g) Let R := { P(X ) : I = 0}, RS := { R : S 1/ 1}, and

RU := R\RS . Prove that, for every initial condition (0) P(X )\RU ,

the solution of (3) satisfies

lim (t) RS ;

t+

I (0) > 0

totally mixed population consisting of N people of type and N of type .

All people are selected with the same probability. When an -agent (respectively, a -agent) is activated, it chooses a neighbor uniformly at random in

the entire population (who can be either an or a ) and takes its opinion

with probability q (resp. q ).

(a) Write down the transition kernel;

(b) Propose a meaningful mean-field approach to this model and following

the ideas discussed before Theorem 1 in the notes (discrete dynamics

over networks), find the system of differential equations describing the

limit when N = N +N + under the assumption that N /N

and N /N .

(c) Study the asymptotic behavior of the system of differential equations

found in item (a) as a function of the four parameters , , q , q .

(d) Discuss theoretically or numerically the effect of adding flipping terms

in the dynamics accounting for spontaneous opinion flipping (as in the

classical voter model).

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