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

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 (??) converges to the heat equation, and the accelerated Jacobi polynomial iteration of (??) 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.