Diffusion processes on graphs and the averaging principle

DOI10.1214/AOP/1176989018MaRDI QIDQ1317241zbMATH OpenOpenAlexFDO

Authors Alexander D. Wentzell, Mark Freidlin

Publication date 29 August 1994

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989018

zbMATH Keywords

diffusion processes on graphsmartingale-problem methodsmall random perturbations of Hamiltonian systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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• Spectral Properties of High Contrast Band-Gap Materials and Operators on Graphs
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• On random perturbations of Hamiltonian systems with many degrees of freedom.
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• Averaging and spectral properties for the 2D advection-diffusion equation in the semi-classical limit for vanishing diffusivity
• Wave propagation in periodic networks of thin fibers
• Modeling diffusion in thin 2D layers

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