Competition in a system of Brownian particles: Encouraging achievers

TL;DR

This paper models a competitive system of Brownian particles, revealing a hydrodynamic description of the density evolution, a self-similar expanding halo, and the unbounded growth of the leader's distance, supported by simulations.

Contribution

It introduces a novel analytical and numerical framework for inter-agent competition among Brownian particles, extending to multiple competitors and connecting to epidemic models.

Findings

Hydrodynamic theory predicts a stationary density profile with a power-law tail.

A self-similar expanding halo surrounds the stationary profile.

The leader's distance from the origin grows as lt, unbounded over time.

Abstract

We introduce and study analytically and numerically a simple model of inter-agent competition, where underachievement is strongly discouraged. We consider $N\gg 1$ particles performing independent Brownian motions on the line. Two particles are selected at random and at random times, and the particle closest to the origin is reset to it. We show that, in the limit of $N\to \infty$, the dynamics of the coarse-grained particle density field can be described by a nonlocal hydrodynamic theory which was encountered in a study of the spatial extent of epidemics in a critical regime. The hydrodynamic theory predicts relaxation of the system toward a stationary density profile of the "swarm" of particles, which exhibits a power-law decay at large distances. An interesting feature of this relaxation is a non-stationary "halo" around the stationary solution, which continues to expand in a self-similar manner. The expansion is ultimately arrested by finite-$N$ effects at a distance of order $\sqrt{N}$ from the origin, which gives an estimate of the average radius of the swarm. The hydrodynamic theory does not capture the behavior of the particle farthest from the origin -- the current leader. We suggest a simple scenario for typical fluctuations of the leader's distance from the origin and show that the mean distance continues to grow indefinitely as $\sqrt{t}$. Finally, we extend the inter-agent competition from $n=2$ to an arbitrary number $n$ of competing Brownian particles ($n\ll N$). Our analytical predictions are supported by Monte-Carlo simulations.