Diffusion processes in thin tubes and their limits on graphs

DOI10.1214/11-AOP667zbMATH Open1267.60090arXiv1210.3440MaRDI QIDQ690875FDOQ690875

Authors: Seiichiro Kusuoka, S. Albeverio 

Publication date: 29 November 2012

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

Abstract: The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular domains are shrinking to graphs. The methods we use are probabilistic ones. For shrinking, we use big potentials, respectively, reflection on the boundary of tubes. We show that there exists a unique limit process, and we characterize the limit process by a second-order differential generator acting on functions defined on the limit graph, with Kirchhoff boundary conditions at the vertices.

Full work available at URL: https://arxiv.org/abs/1210.3440

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zbMATH Keywords

graphweak convergencediffusion processDirichlet boundaryNeumann boundaryKirchhoff boundarythin tube

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35)

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Cited In (9)

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• Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions
• Diffusion processes on graphs and the averaging principle
• Homogenization of diffusion processes in tubular domains
• Infinite weighted graphs with bounded resistance metric
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