Large-graph approximations for interacting particles on graphs and their applications

Series
Stochastics Seminar
Time
Thursday, March 2, 2023 - 3:30pm for 1 hour (actually 50 minutes)
Location
ONLINE
Speaker
Wasiur KhudaBukhsh – University of Nottingham – wasiur.khudabukhsh@nottingham.ac.ukhttps://www.wasiur.xyz/
Organizer
Mayya Zhilova

Zoom link to the talk: https://gatech.zoom.us/j/91558578481

In this talk, we will consider stochastic processes on (random) graphs. They arise naturally in epidemiology, statistical physics, computer science and engineering disciplines. In this set-up, the vertices are endowed with a local state (e.g., immunological status in case of an epidemic process, opinion about a social situation). The local state changes dynamically as the vertex interacts with its neighbours. The interaction rules and the graph structure depend on the application-specific context. We will discuss (non-equilibrium) approximation methods for those systems as the number of vertices grow large. In particular, we will discuss three different approximations in this talk: i) approximate lumpability of Markov processes based on local symmetries (local automorphisms) of the graph, ii) functional laws of large numbers in the form of ordinary and partial differential equations, and iii) functional central limit theorems in the form of Gaussian semi-martingales. We will also briefly discuss how those approximations could be used for practical purposes, such as parameter inference from real epidemic data (e.g., COVID-19 in Ohio), designing efficient simulation algorithms etc.