Stochastic representations for the wave equation on graphs and their scaling limits

DOI10.1016/J.JMAA.2016.12.003MaRDI QIDQ504901zbMATH OpenOpenAlexFDO

Authors Kaizheng Wang

Publication date 17 January 2017

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.09025

zbMATH Keywords

graphsphase transitionswave equationinteracting particle systemshydrodynamic limits

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic particle methods (65C35) Interacting particle systems in time-dependent statistical mechanics (82C22) Other physical applications of random processes (60K40)

Abstract: This paper is devoted to an interacting particle system that provides probabilistic interpretation of the wave equation on graphs. A Feynman-Kac-type formula is established, connecting the expectation of the process with the wave equation on graphs. Non-asymptotic $L^2$ estimates are presented. It is then shown that the high-density hydrodynamic limit of the system is given by the wave equation in Euclidean space. The sharpness of scaling limit result is demonstrated by a phase transition phenomenon.

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Cited in

(2)

• The SPDE approach to Matérn fields: graph representations
• Stochastic PDEs on graphs as scaling limits of discrete interacting systems

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