English

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

Probability 2016-12-30 v1 Analysis of PDEs

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 L2L^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.

Keywords

Cite

@article{arxiv.1612.09025,
  title  = {Stochastic Representations for the Wave Equation on Graphs and their Scaling Limits},
  author = {Kaizheng Wang},
  journal= {arXiv preprint arXiv:1612.09025},
  year   = {2016}
}

Comments

28 pages in J. Math. Anal. Appl. (2017)

R2 v1 2026-06-22T17:36:24.750Z