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Eszter Sikolya

Publications and source records attributed to Eszter Sikolya.

10 recordsLinked to original sources

Benjamini-Schramm limit of the heat semigroup on quantum graphs

We study the behaviour of heat semigroups on quantum graphs under Benjamini-Schramm convergence. For quantum graphs with uniformly bounded geometry, equipped with continuity and Kirchhoff vertex conditions, we show that the heat semigroup, transported to a common Hilbert space by a canonical breadth-first identification of the edges, depends continuously on the underlying rooted quantum graph with respect to a local Benjamini-Schramm-type metric. As a consequence, root-averaged pairings of the semigroup converge along Benjamini-Schramm convergent sequences of finite quantum graphs. Combining this with a Trotter-Kato-type approximation of the semigroup by semigroups on metric balls, we obtain a double-limit theorem interchanging the truncation radius and the graph limit.

math.AP

On the strong Feller property of the heat equation on quantum graphs with Kirchoff noise

We consider a so-called quantum graph with standard continuity and Kirchhoff vertex conditions where the Kirchhoff vertex condition is perturbed by Gaussian noise. We show that the quantum graph setting is very different from the classical one dimensional boundary noise setting, where the transition semigroup is known to be strong Feller, by giving examples and counterexamples to the strong Feller property. In particular, when the graph is a tree, and there is noise present in all of the boundary vertices except one, then the transition semigroup associated with the problem is strong Feller at any time T > 0. This turns out to be also a necessary condition for equilateral star graphs. We also comment on the existence and uniqueness of the invariant measure and the regularity of the solution.

math.DS

On the parabolic Cauchy problem for quantum graphs with vertex noise

We investigate the parabolic Cauchy problem associated with quantum graphs including Lipschitz or polynomial type nonlinearities and additive Gaussian noise perturbed vertex conditions. The vertex conditions are the standard continuity and Kirchhoff assumptions in each vertex. In the case when only Kirchhoff conditions are perturbed, we can prove existence and uniqueness of a mild solution with continuous paths in the standard state space $\mathcal{H}$ of square integrable functions on the edges. We also show that the solution is Markov and Feller. Furthermore, assuming that the vertex values of the normalized eigenfunctions of the self-adjoint operator governing the problem are uniformly bounded, we show that the mild solution has continuous paths in the fractional domain space associated with the Hamiltonian operator, $\mathcal{H}_α$ for $α<\frac{1}{4}$. This is the case when the Hamiltonian operator is the standard Laplacian perturbed by a potential. We also show that if noise is present in both type of vertex conditions, then the problem admits a mild solution with continuous paths in the fractional domain space $\mathcal{H}_α$ with $α<-\frac{1}{4}$ only. These regularity results are the quantum graph analogues obtained by da Prato and Zabczyk [9] in case of a single interval and classical boundary Dirichlet or Neumann noise.

math-ph

Reaction-diffusion equations on metric graphs with edge noise

We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard continuity and generalized, non-local Neumann-Kirchhoff-type law in each vertex. The reaction term on each edge is assumed to be an odd degree polynomial, not necessarily of the same degree on each edge, with possibly stochastic coefficients and negative leading term. The model is a generalization of the problem in [14] where polynomials with much more restrictive assumptions are considered and no first order differential operator is involved. We utilize the semigroup approach from [15] to obtain existence and uniqueness of solutions with sample paths in the space of continuous functions on the graph.

math.DS

Stochastic reaction-diffusion equations on networks

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a dynamic Kirchhoff-type law perturbed by multiplicative scalar Gaussian noise in the vertices. The reaction term on each edge is assumed to be an odd degree polynomial, not necessarily of the same degree on each edge, with possibly stochastic coefficients and negative leading term. We utilize the semigroup approach for stochastic evolution equations in Banach spaces to obtain existence and uniqueness of solutions with sample paths in the space of continuous functions on the graph. In order to do so we generalize existing results on abstract stochastic reaction-diffusion equations in Banach spaces.

math.PR

On the stochastic Allen-Cahn equation on networks with multiplicative noise

We consider a system of stochastic Allen-Cahn equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochastic Allen-Cahn equation is given with possibly different potential barrier heights supplemented by a continuity condition and a Kirchhoff-type law in the vertices. Using the semigroup approach for stochastic evolution equations in Banach spaces we obtain existence and uniqueness of solutions with sample paths in the space of continuous functions on the graph. We also prove more precise space-time regularity of the solution.

math.AP

Ornstein-Uhlenbeck approximation of one-step processes: a differential equation approach

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time dependent probabilities, $p_k(t)$ of the states $k=0,1,\ldots , N$, their continuous (in space) version, the Fokker-Planck equation is formulated. This PDE approximation enables us to create analytic approximation formulas for the steady state distribution. These formulas are derived based on heuristic reasoning and then their accuracy is proved to be of order $1/N^β$ with some power $β<1$.

math.DS

Semigroups of max-plus linear operators

We define strongly continuous max-additive and max-plus linear operator semigroups and study their main properties. We present some important examples of such semigroups coming from non-linear evolution equations.

math.FA

Differential equation approximations of stochastic network processes: an operator semigroup approach

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs that depends on the state space size ($N$) and can be written as $\dot u_N=A_N u_N$. Our results rely on the convergence of the transition matrices $A_N$ to an operator $A$. This convergence also implies that the solutions $u_N$ converge to the solution $u$ of $\dot u=Au$. The limiting ODE can be easily used to derive simpler mean-field-type models such that the moments of the stochastic process will converge uniformly to the solution of appropriately chosen mean-field equations. A bi-product of this method is the proof that the rate of convergence is $\mathcal{O}(1/N)$. In addition, it turns out that the proof holds for cases that are slightly more general than the usual density dependent one. Moreover, for Markov chains where the transition rates satisfy some sign conditions, a new approach for proving convergence to the mean-field limit is proposed. The starting point in this case is the derivation of a countable system of ordinary differential equations for all the moments. This is followed by the proof of a perturbation theorem for this infinite system, which in turn leads to an estimate for the difference between the moments and the corresponding quantities derived from the solution of the mean-field ODE.

math.DS