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In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scale separation parameter $$\varepsilon $$ ε such that, for every fixed value of the slow variable, the fast dynamics are sufficiently chaotic with ergodic invariant measure. Convergence of the slow process to the solution of a homogenized stochastic differential equation (SDE) in the limit $$\varepsilon $$ ε to zero, with explicit formulas for drift and diffusion coefficients, has so far only been obtained for the case that the fast dynamics evolve independently. In this paper we give sufficient conditions for the convergence of the first moments of the slow variable in the coupled case. Our proof is based upon a new method of stochastic regularization and functional-analytical techniques combined via a double limit procedure involving a zero-noise limit as well as considering $$\varepsilon $$ ε to zero. We also give exact formulas for the drift and diffusion coefficients for the limiting SDE. As a main application of our theory, we study weakly-coupled systems, where the coupling only occurs in lower time scales.

Many science phenomena are modelled as interacting particle systems (IPS) coupled on static networks. In reality, network connections are far more dynamic. Connections among individuals receive feedback from nearby individuals and make changes to better adapt to the world. Hence, it is reasonable to model myriad real-world phenomena as co-evolutionary (or adaptive) networks. These networks are used in different areas including telecommunication, neuroscience, computer science, biochemistry, social science, as well as physics, where Kuramoto-type networks have been widely used to model interaction among a set of oscillators. In this paper, we propose a rigorous formulation for limits of a sequence of co-evolutionary Kuramoto oscillators coupled on heterogeneous co-evolutionary networks, which receive feedback from the dynamics of the oscillators on the networks. We show under mild conditions, the mean field limit (MFL) of the co-evolutionary network exists and the sequence of co-evolutionary Kuramoto networks converges to this MFL. Such MFL is described by solutions of a generalized Vlasov type equation. We treat the graph limits as graph measures, motivated by the recent work in [Kuehn, Xu. Vlasov equations on digraph measures, arXiv:2107.08419, 2021]. Under a mild condition on the initial graph measure, we show that the graph measures are positive over a finite time interval. In comparison to the recently emerging works on MFLs of IPS coupled on non-co-evolutionary networks (i.e., static networks or time-dependent networks independent of the dynamics of the IPS), our work is the first to rigorously address the MFL of a co-evolutionary network model. The approach is based on our formulation of a generalization of the co-evolutionary network as a hybrid system of ODEs and measure differential equations parametrized by a vertex variable, together with an analogue of the variation of parameters formula, as well as the generalized Neunzert's in-cell-particle method developed in [Kuehn, Xu. Vlasov equations on digraph measures, arXiv:2107.08419, 2021].

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Models of coupled oscillator networks play an important role in describing collective synchronization dynamics in biological and technological systems. The Kuramoto model describes oscillator’s phase evolution and explains the transition from incoherent to coherent oscillations under simplifying assumptions, including all-to-all coupling with uniform strength. Real world networks, however, often display heterogeneous connectivity and coupling weights that influence the critical threshold for this transition. We formulate a general mean-field theory (Vlasov–Focker Planck equation) for stochastic Kuramoto-type phase oscillator models, valid for coupling graphs/networks with heterogeneous connectivity and coupling strengths, using graphop theory in the mean-field limit. Considering symmetric odd-valued coupling functions, we mathematically prove an exact formula for the critical threshold for the incoherence–coherence transition. We numerically test the predicted threshold using large finite-size representations of the network model. For a large class of graph models, we find that the numerical tests agree very well with the predicted threshold obtained from mean-field theory. However, the prediction is more difficult in practice for graph structures that are sufficiently sparse. Our findings open future research avenues toward a deeper understanding of mean-field theories for heterogeneous systems.