Phase transitions in distributed control systems with multiplicative noise

Contemporary technological challenges often involve many degrees of freedom in a distributed or networked setting. Three aspects are notable: the variables are usually associated with the nodes of a graph with limited communication resources, hindering centralized control; the communication is subjected to noise; and the number of variables can be very large. These three aspects make tools and techniques from statistical physics particularly suitable for the performance analysis of such networked systems in the limit of many variables (analogous to the thermodynamic limit in statistical physics). Perhaps not surprisingly, phase-transition like phenomena appear in these systems, where a sharp change in performance can be observed with a smooth parameter variation, with the change becoming discontinuous or singular in the limit of infinite system size. In this paper we analyze the so called network consensus problem, prototypical of the above considerations, that has been previously analyzed mostly in the context of additive noise. We show that qualitatively new phase-transition like phenomena appear for this problem in the presence of multiplicative noise. Depending on dimensions and on the presence or absence of a conservation law, the system performance shows a discontinuous change at a threshold value of the multiplicative noise strength. In the absence of the conservation law, and for graph spectral dimension less than two, the multiplicative noise threshold (the stability margin of the control problem) is zero. This is reminiscent of the absence of robust controllers for certain classes of centralized control problems. Although our study involves a toy model we believe that the qualitative features are generic, with implication for the robust stability of distributed control systems, as well as the effect of roundoff errors and communication noise on distributed algorithms.
Comment: Submitted To JSTATMECH