Abstract. We show that fast diffusions on finite graphs with semi permeable membranes on vertices may be approximated by finite-state Markov chains provided the related permeability coefficients are appropriately small. The convergence theorem involves a singular perturbation with singularity in both operator and boundary/transmission conditions, and the related semigroups of operators converge in an irregular manner. The result is motivated by recent models of synaptic depression.
IntuitionImagine a finite graph G without loops and a Markov process on G obeying the following informal rules.• While on the ith edge, imagined as a C 1 curve in R 3 , the process behaves like a one-dimensional Brownian motion with variance σ i > 0.• Graph's vertices are semipermeable membranes, allowing communication between the edges; permeability coefficients p ij , describing the possibility to filter through the membrane from the ith to the jth edge, depend on the edges. In particular, p ij is in general different from p ji . At each vertex, the process may also be killed and removed from the state space. Now, suppose the diffusion's speed increases while membranes' permeability decreases (i.e., σ i → ∞ and p ij → 0). As a result, points in each edge communicate almost immediately and in the limit are lumped together, but the membranes prevent lumping of points from different edges. We will show, nevertheless, that the assumption that the rate with which permeability coefficients tend to zero is the same as the rate with which the diffusion coefficients tend to infinity, leads to a limit process in which communication between lumped edges is possible. The lumped edges form then the vertices in the