SPDEs on narrow domains and on graphs: an asymptotic approach
Probability
2014-12-22 v1
Abstract
We introduce here a class of stochastic partial differential equations defined on a graph and we show how they are obtained as the limit of suitable stochastic partial equations defined in a narrow channel, as the width of the channel goes to zero. To our knowledge, this is the first time an SPDE on a graph is studied.
Keywords
Cite
@article{arxiv.1412.6423,
title = {SPDEs on narrow domains and on graphs: an asymptotic approach},
author = {Sandra Cerrai and Mark Freidlin},
journal= {arXiv preprint arXiv:1412.6423},
year = {2014}
}