SPDEs on narrow domains and on graphs: an asymptotic approach

Sandra Cerrai; Mark Freidlin

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arXiv · 1412.6423

SPDEs on narrow domains and on graphs: an asymptotic approach

Sandra Cerrai·Mark Freidlin

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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.

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Sandra Cerrai, Mark Freidlin. 2014-12-19. SPDEs on narrow domains and on graphs: an asymptotic approach. https://arxiv.org/abs/1412.6423

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