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Stochastic Representations for the Wave Equation on Graphs and their Scaling Limits

Authors :
Wang, Kaizheng
Publication Year :
2016

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.<br />Comment: 28 pages in J. Math. Anal. Appl. (2017)

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1612.09025
Document Type :
Working Paper
Full Text :
https://doi.org/10.1016/j.jmaa.2016.12.003