Diffusion processes in thin tubes and their limits on graphs
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Abstract: The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular domains are shrinking to graphs. The methods we use are probabilistic ones. For shrinking, we use big potentials, respectively, reflection on the boundary of tubes. We show that there exists a unique limit process, and we characterize the limit process by a second-order differential generator acting on functions defined on the limit graph, with Kirchhoff boundary conditions at the vertices.
Diffusion processes on tubular domains are investigated with conditions of not reaching the boundary or with reflecting boundary. Existence and uniqueness of the limit process when the domains are shrinking to graphs are proved. The limit process is then characterized by a second-order differential generator acting on functions defined on the limit graphs with Kirchhoff boundary conditions at the vertices.
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Cited in
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- Diffusion processes on graphs: Stochastic differential equations, large deviation principle
- On the ground state for quantum graphs
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