2022
DOI: 10.48550/arxiv.2202.06024
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Diffusive limit of random walks on tessellations via generalized gradient flows

Abstract: We study asymptotic limits of reversible random walks on tessellations via a variational approach, which relies on a specific generalized-gradient-flow formulation of the corresponding forward Kolmogorov equation. We establish sufficient conditions on sequences of tessellations and jump intensities under which a sequence of random walks converges to a diffusion process with a possibly spatially-dependent diffusion tensor.

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Cited by 2 publications
(2 citation statements)
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References 34 publications
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“…We interpreted the corresponding PDEs as gradient flows of the nonlocal interaction energies in the space of probability measures, equipped with a quasi-metric obtained from the dynamical transportation cost, following Benamou-Brenier [5]. In the recent papers [19,20], the analysis is extended to nonlocal cross-interaction systems on graphs with a nonlinear mobility, in the context of nonquadratic Finslerian gradient flows. In [9], dynamics on graphs are shown to be useful for data clustering; indeed, the authors connect the mean shift algorithm with spectral clustering at discrete and continuum levels via Fokker-Planck equations on data graphs.…”
Section: Introductionmentioning
confidence: 99%
“…We interpreted the corresponding PDEs as gradient flows of the nonlocal interaction energies in the space of probability measures, equipped with a quasi-metric obtained from the dynamical transportation cost, following Benamou-Brenier [5]. In the recent papers [19,20], the analysis is extended to nonlocal cross-interaction systems on graphs with a nonlinear mobility, in the context of nonquadratic Finslerian gradient flows. In [9], dynamics on graphs are shown to be useful for data clustering; indeed, the authors connect the mean shift algorithm with spectral clustering at discrete and continuum levels via Fokker-Planck equations on data graphs.…”
Section: Introductionmentioning
confidence: 99%
“…Our variational approach is similar to the one used in [44,43] to study the limiting behaviour of random walks on tessellations in the diffusive limit. Starting from the forward Kolmogorov equation on a general family of finite tessellations, the authors show that solutions of the forward Kolmogorov equation converge to a non-degenerate diffusion process solving an equation of the form (NLIE T ), with diffusion instead of the nonlocal interaction velocity field, similar to [53].…”
mentioning
confidence: 99%