Hydrodynamic limit for repeated averages on the complete graph
Alberto M. Campos, Tertuliano Franco, Markus Heydenreich, Marcel Schrocke
TL;DR
This paper analyzes the hydrodynamic limit of a repeated averaging process on the complete graph, where pairs of vertices are updated to their mean and the process evolves on a timescale of order $N$. Using the entropy method and martingale techniques, the authors prove that the empirical distribution of opinions converges to a unique limit described by a measure-valued differential equation, and, when the initial distribution has a density, to a density $\rho(t,u)$ solving the nonlocal equation $\partial_t \rho(t,u)=4(\rho*\rho)(2u)-2\rho(t,u)$. This non-diffusive, coagulation-like dynamics contrasts with the heat-equation limit observed on lattices, reflecting the strong non-local interactions of the complete graph. The results establish existence, uniqueness, and absolute continuity under suitable initial data and connect the evolution to a Smoluchowski-like coagulation framework via a density that concentrates mass according to a convolution term evaluated at $2u$.
Abstract
We establish a hydrodynamical limit for the averaging process on the complete graph with N vertices, showing that, after a timescale of order N, the empirical distribution of opinions converges to a unique measure. Moreover, if the initial distribution is absolutely continuous concerning the Lebesgue measure, the limiting measure remains absolutely continuous and its density satisfies a non-diffusive differential equation, that resembles the Smoluchowski coagulation equation.
