PDE approximation of large systems of differential equations

DOI10.7153/OAM-09-08MaRDI QIDQ5253037zbMATH OpenOpenAlexWikidataFDO

Authors András Bátkai, A. Havasi, R. Horvath, Dávid Kunszenti-Kovács, Péter L. Simon

Publication date 4 June 2015

Published in Operators and Matrices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.6235, http://files.ele-math.com/articles/oam-09-08.pdf

zbMATH Keywords

\(C_0\)-semigroupsapproximation of large systems of operator matricesdynamics on networksfinite differencelarge system of differential equations

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Theoretical approximation of solutions to ordinary differential equations (34A45) PDEs on graphs and networks (ramified or polygonal spaces) (35R02) One-parameter semigroups and linear evolution equations (47D06) Applications of operator theory in numerical analysis (47N40) Applications of continuous-time Markov processes on discrete state spaces (60J28) Sequential estimation (62L12) Numerical solutions to equations with linear operators (65J10) Epidemiology (92D30)

Abstract: A large system of ordinary differential equations is approximated by a parabolic partial differential equation with dynamic boundary condition and a different one with Robin boundary condition. Using the theory of differential operators with Wentzell boundary conditions and similar theories, we give estimates on the order of approximation. The theory is demonstrated on a voter model where the Fourier method applied to the PDE is of great advantage.

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• Asymptotics and approximation of large systems of ordinary differential equations
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