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arXiv · 2202.10742

Acceleration of Gossip Algorithms through the Euler-Poisson-Darboux Equation

Raphaël Berthier·Mufan Bill Li
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Abstract

Gossip algorithms and their accelerated versions have been studied exclusively in discrete time on graphs. In this work, we take a different approach, and consider the scaling limit of gossip algorithms in both large graphs and large number of iterations. These limits lead to well-known partial differential equations (PDEs) with insightful properties. On lattices, we prove that the non-accelerated gossip algorithm of Boyd et al. [2006] converges to the heat equation, and the accelerated Jacobi polynomial iteration of Berthier et al. [2020] converges to the Euler-Poisson-Darboux (EPD) equation - a damped wave equation. Remarkably, with appropriate parameters, the fundamental solution of the EPD equation has the ideal gossip behaviour: a uniform density over an ellipsoid, whose radius increases at a rate proportional to t - the fastest possible rate for locally communicating gossip algorithms. This is in contrast with the heat equation where the density spreads on a typical scale of $\sqrt{t}$. Additionally, we provide simulations demonstrating that the gossip algorithms are accurately approximated by their limiting PDEs.

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Raphaël Berthier, Mufan Bill Li. 2025-07-18. Acceleration of Gossip Algorithms through the Euler-Poisson-Darboux Equation. https://arxiv.org/abs/2202.10742

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