Mean field limit of non-exchangeable interacting diffusions on co-evolutionary networks

Abstract

Systems in which the network structure and particle states co-evolve in mutual influence are increasingly recognized as essential for modeling complex adaptive systems. However, traditional models of non-exchangeable interacting particle systems frequently assume a fixed network topology, a simplification that fails to capture the dynamical nature of many real-world phenomena. In this paper, we rigorously establish the mean-field limit for systems of non-exchangeable interacting diffusions on co-evolutionary networks. The primary analytical challenge arises from the coupling between the network dynamics and the agents' states, which induces non-Markovian dynamics where the system's evolution depends on its entire history. Consequently, the macroscopic limit is not governed by a classical partial differential equation, but rather by a coupled system of path-dependent McKean-Vlasov SDEs for the particles' states together with a transport equation for the distribution of the weights. A further difficulty stems from the non-linear weight dynamics, which requires an adequate choice for the limiting network structure. To overcome the structural limitations of classical graphon theory, we employ the framework of \(\mathcal{K}\)-graphons (Lov\'asz and Szegedy, 2010), also termed probability-graphons (Abraham, Delmas, and Weibel, 2025). To the best of our knowledge, this is the first example in the literature in which the natural topology of probability-graphons is used in the context of mean-field limits, providing a natural and rigorous framework that is fully compatible with non-linear network adaptivity.