Diffusive Limit of Random Walks on Tessellations via Generalized Gradient Flows
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Variational methods applied to PDEs (35A15) Theoretical approximation in context of PDEs (35A35) Second-order parabolic equations (35K10) Tilings in (n) dimensions (aspects of discrete geometry) (52C22) Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27) Diffusion processes (60J60)
Abstract: We study asymptotic limits of reversible random walks on tessellations via a variational approach, which relies on a specific generalized-gradient-flow formulation of the corresponding forward Kolmogorov equation. We establish sufficient conditions on sequences of tessellations and jump intensities under which a sequence of random walks converges to a diffusion process with a possibly spatially-dependent diffusion tensor.
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- scientific article; zbMATH DE number 850408
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Cited in
(8)- Diffusivity of a walk on fractures of a hypertorus
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