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Stochastic Representations for the Wave Equation on Graphs and their Scaling Limits
- 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)
- Subjects :
- Mathematics - Probability
Mathematics - Analysis of PDEs
Subjects
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