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arxiv: 1412.6423 · v1 · pith:QLQNYWQ7new · submitted 2014-12-19 · 🧮 math.PR

SPDEs on narrow domains and on graphs: an asymptotic approach

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keywords channeldefinedequationsgraphnarrowpartialstochasticapproach
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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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