Diffusion processes on graphs and the averaging principle
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Some examples of asymptotic problems leading to diffusion processes on graphs are discussed. A general technique for this kind of problems is developed. The approach uses the martingale-problem method, adapted to fit non-differentiable structures. The problems considered include processes with a fast discrete component, diffusions in narrow tubes, and small random perturbations of Hamiltonian systems.
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Cited in
(97)- Dynamics on quantum graphs as constrained systems
- Krein formula with compensated singularities for the ND-mapping and the generalized Kirchhoff condition at the Neumann Schrödinger junction
- Random perturbations of nonlinear oscillators
- Random perturbations of dynamical systems and diffusion processes with conservation laws
- Homogenisation on homogeneous spaces
- A model for vortex nucleation in the Ginzburg-Landau equations
- A fractional kinetic process describing the intermediate time behaviour of cellular flows
- On occupation time functionals for diffusion processes and birth-and-death processes on graphs
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- Large deviations principle for a large class of one-dimensional Markov processes
- Diffusion processes on graphs: Stochastic differential equations, large deviation principle
- Stochastic PDEs on graphs as scaling limits of discrete interacting systems
- A note on Kazdan-Warner equation on networks
- Averaging of semigroups associated to diffusion processes on a simplex
- Convergence of spectra of uniformly fattened open book structures
- Finite horizon mean field games on networks
- Random motion on simple graphs
- Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions
- Skew CIR process, conditional characteristic function, moments and bond pricing
- Stationary distributions and convergence for Walsh diffusions
- Robin-type boundary conditions in transition from reaction-diffusion equations in 3D domains to equations in 2D domains
- Singular perturbations involving fast diffusion
- On dynamical systems perturbed by a null-recurrent motion: the general case
- Scattering solutions in networks of thin fibers: small diameter asymptotics
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- Averaging and spectral properties for the 2D advection-diffusion equation in the semi-classical limit for vanishing diffusivity
- Reaction-diffusion on metric graphs: from 3D to 1D
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- Diffusion processes on an open book and the averaging principle
- A model problem for mean field games on networks
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- The computational cost of blocking for sampling discretely observed diffusions
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- Homogenization of diffusion processes on scale-free metric networks
- Emergence of Freidlin-Wentzell's transmission conditions as a result of a singular perturbation of a semigroup
- Brownian motions on metric graphs
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- From diffusions on graphs to Markov chains via asymptotic state lumping
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- Harmonic functions of Brownian motions on metric graphs
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- Kernel density estimation on a linear network
- On Second Order Elliptic Equations with a Small Parameter
- Convergence of spectra of mesoscopic systems collapsing onto a graph
- On ergodic diffusions on continuous graphs whose centered resolvent admits a trace
- Advection-dispersion across interfaces
- Quantifying the Dissipation Enhancement of Cellular Flows
- An oscillator driven by algebraically decorrelating noise
- Pairs of complementary transmission conditions for Brownian motion
- Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs
- A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications
- Continuous‐time multi‐type Ehrenfest model and related Ornstein–Uhlenbeck diffusion on a star graph
- Diffusion spiders: Green kernel, excessive functions and optimal stopping
- On the Neumann problem for PDE's with a small parameter and the corresponding diffusion processes
- Transformers from diffusion: a unified framework for neural message passing
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- Population persistence under advection-diffusion in river networks
- Diffusion processes in thin tubes and their limits on graphs
- Walsh spider diffusions as time changed multi-parameter processes
- Quantitative estimates in elliptic homogenization of non-divergence form with unbounded drifts and an interface
- Approximation of skew Brownian motion by snapping-out Brownian motions
- Stationary mean field games on networks with sticky transition conditions
- Martingale problem for a Walsh spider process with spinning measure selected from its own local time
- Sticky Brownian motions on star graphs
- Maximum entropy random walks: the infinite setting and the example of spider networks with their scaling limits
- Existence of solutions to a class of the Kazdan-Warner equations on networks
- On the long-time behavior of a perturbed conservative system with degeneracy
- Shy couplings
- Periodic homogenization with an interface: the one-dimensional case
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