Diffusive limit of random walks on tessellations via generalized gradient flows
Analysis of PDEs
2022-02-15 v1 Probability
Abstract
We study asymptotic limits of reversible random walks on tessellations via a variational approach, which relies on a specific generalized-gradient-flow formulation of the corresponding forward Kolmogorov equation. We establish sufficient conditions on sequences of tessellations and jump intensities under which a sequence of random walks converges to a diffusion process with a possibly spatially-dependent diffusion tensor.
Cite
@article{arxiv.2202.06024,
title = {Diffusive limit of random walks on tessellations via generalized gradient flows},
author = {Anastasiia Hraivoronska and Oliver Tse},
journal= {arXiv preprint arXiv:2202.06024},
year = {2022}
}