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2021, SIAM Journal on Applied Mathematics
Graph-limit theory focuses on the convergence of sequences of increasingly large graphs, providing a framework for the study of dynamical systems on massive graphs, where classical methods would become computationally intractable. Through an approximation procedure, the standard ordinary differential equations are replaced by nonlocal evolution equations on the unit interval. In this work, we adopt this methodology to prove the validity of the continuum limit of random walks, a largely studied model for diffusion on graphs. We focus on two classes of processes on dense weighted graphs, in discrete and in continuous time, whose dynamics are encoded in the transition matrix of the associated Markov chain, or in the random-walk Laplacian. We further show that previous works on the discrete heat equation, associated to the combinatorial Laplacian, fall within the scope of our approach. Finally, we characterize the relaxation time of the process in the continuum limit.
Journal of Statistical Physics, 1990
We consider random walks on polynomially growing graphs for which the resistances are also polynomially growing. In this setting we can show the same relation that was found earlier but that needed more complex conditions. The diffusion speed is determined by the geometric and resistance properties of the graph.
Random walks and discrete potential …, 1999
Abstract. We observe that the spectral measure of the Markov operator depends continuously on the graph in the space of graphs with uniformly bounded degree. We investigate the behaviour of the largest eigenvalue and the density of eigenvalues for ...
Journal of Physics A: Mathematical and General, 2005
Random walks on graphs are widely used in all sciences to describe a great variety of phenomena where dynamical random processes are affected by topology. In recent years, relevant mathematical results have been obtained in this field, and new ideas have been introduced, which can be fruitfully extended to different areas and disciplines. Here we aim at giving a brief but comprehensive perspective of these progresses, with a particular emphasis on physical aspects. Contents 1 Introduction 2 Mathematical description of graphs 3 The random walk problem 4 The generating functions 5 Random walks on finite graphs 6 Infinite graphs 7 Random walks on infinite graphs 8 Recurrence and transience: the type problem 9 The local spectral dimension 10 Averages on infinite graphs 11 The type problem on the average 1 12 The average spectral dimension 21 13 A survey of analytical results on specific networks 23 13.1 Renormalization techniques. .
Journal of Statistical Physics, 2006
This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different set of conditions. In the simplest case it is shown under the volume doubling and time comparison principles. This and the other set of conditions provide the basic vwork for the study of (sub-) diffusive behavior of the random walks on weighted graphs.
Electronic Journal of Probability, 2020
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by Erdös-Rényi graphs with constant mean degree. The limiting object is related to a potentially infinite system of SDEs defined over a Galton-Watson tree. Our theorems apply more generally, when the sequence of graphs ("decorated" with edge and vertex parameters) converges in the local weak sense. Our main technical result is a locality estimate bounding the influence of far-away diffusions on one another. We also numerically explore the emergence of synchronization phenomena on Galton-Watson random trees, observing rich phase transitions from synchronized to desynchronized activity among nodes at different distances from the root.
2015
This thesis has two primary areas of focus. First we study connection graphs, which are weighted graphs in which each edge is associated with a d-dimensional rotation matrix for some fixed dimension d, in addition to a scalar weight. Second, we study non-backtracking random walks on graphs, which are random walks with the additional constraint that they cannot return to the immediately previous state at any given step. Our work in connection graphs is centered on the notion of consistency, that is, the product of rotations moving from one vertex to another is independent of the path taken, and a generalization called epsilon-consistency. We present higher dimensional versions of the combinatorial Laplacian matrix and normalized Laplacian matrix from spectral graph theory, and give results characterizing the consistency of a connection graph in terms of the spectra of these matrices. We generalize several tools from classical spectral graph theory, such as PageRank and effective resi...
Cornell University - arXiv, 2021
We study Markov population processes on large graphs, with the local state transition rates of a single vertex being linear function of its neighborhood. A simple way to approximate such processes is by a system of ODEs called the homogeneous mean-field approximation (HMFA). Our main result is showing that HMFA is guaranteed to be the large graph limit of the stochastic dynamics on a finite time horizon if and only if the graph-sequence is quasi-random. Explicit error bound is given and being of order 1 √ N plus the largest discrepancy of the graph. For Erdős Rényi and random regular graphs we show an error bound of order the inverse square root of the average degree. In general, diverging average degrees is shown to be a necessary condition for the HMFA to be accurate. Under special conditions, some of these results also apply to more detailed type of approximations like the inhomogenous mean field approximation (IHMFA). We pay special attention to epidemic applications such as the SIS process.
Springer Series in Synergetics, 2011
arXiv: Functional Analysis, 2016
We consider a generalization of the diffusion equation on graphs. This generalized diffusion equation gives rise to both normal and superdiffusive processes on infinite one-dimensional graphs. The generalization is based on the $k$-path Laplacian operators $L_{k}$, which account for the hop of a diffusive particle to non-nearest neighbours in a graph. We first prove that the $k$-path Laplacian operators are self-adjoint. Then, we study the transformed $k$-path Laplacian operators using Laplace, factorial and Mellin transforms. We prove that the generalized diffusion equation using the Laplace- and factorial-transformed operators always produce normal diffusive processes independently of the parameters of the transforms. More importantly, the generalized diffusion equation using the Mellin-transformed $k$-path Laplacians $\sum_{k=1}^{\infty}k^{-s}L_{k}$ produces superdiffusive processes when $1
Revista Matemática Iberoamericana, 2000
This paper studies the on-and off-diagonal upper estimate and the two-sided transition probability estimate of random walks on weighted graphs.
Journal of Theoretical Probability - J THEOR PROBABILITY, 2001
We consider random walks with small fixed steps inside of edges of a graph <img src="/fulltext-image.asp?format=htmlnonpaginated&src=R47027122T5P5217_html\10959_2004_Article_300626_TeX2GIFIE1.gif" border="0" alt=" $${\mathcal{G}}$$ " />, prescribing a natural rule of probabilities of jumps over a vertex. We show that after an appropriate rescaling such random walks weakly converge to the natural Brownian motion on <img src="/fulltext-image.asp?format=htmlnonpaginated&src=R47027122T5P5217_html\10959_2004_Article_300626_TeX2GIFIE2.gif" border="0" alt=" $${\mathcal{G}}$$ " /> constructed in Ref. 1.
Mechanics Research Communications, 2012
Preliminary but interesting and definite results are given on the application of graph theory concepts (random walk on graphs) to the double diffusivity theory proposed by Aifantis in the late 70s to model transport in media with high diffusivity paths such as metal polycrystals with a continuous distribution of grain boundaries possessing much higher diffusivity than the bulk, as well as in nanopolycrystals for which it has been shown recently that the double diffusivity model fits experimental observations. The new information provided by employing the graph theory tool is concerned with certain restrictions and relations that the phenomenological coefficients, entering in the coupled partial differential equations of double diffusivity, should satisfy depending on the topology and related details of the graph model adopted. © 2012 Elsevier Ltd. All rights reserved.
Physical Review E, 2019
We study the rare fluctuations or large deviations of time-integrated functionals or observables of an unbiased random walk evolving on Erdös-Rényi random graphs, and construct a modified, biased random walk that explains how these fluctuations arise in the long-time limit. Two observables are considered: the sum of the degrees visited by the random walk and the sum of their logarithm, related to the trajectory entropy. The modified random walk is used for both quantities to explain how sudden changes in degree fluctuations, similar to dynamical phase transitions, are related to localization transitions. For the second quantity, we also establish links between the large deviations of the trajectory entropy and the maximum entropy random walk.
Journal of Mathematical Analysis and Applications, 2022
Several variants of the graph Laplacian have been introduced to model non-local diffusion processes, which allow a random walker to "jump" to non-neighborhood nodes, most notably the transformed path graph Laplacians and the fractional graph Laplacian. From a rigorous point of view, this new dynamics is made possible by having replaced the original graph G with a weighted complete graph G on the same node-set, that depends on G and wherein the presence of new edges allows a direct passage between nodes that were not neighbors in G. We show that, in general, the graph G is not compatible with the dynamics characterizing the original model graph G: the random walks on G subjected to move on the edges of G are not stochastically equivalent, in the wide sense, to the random walks on G. From a purely analytical point of view, the incompatibility of G with G means that the normalized graph Ĝ can not be embedded into the normalized graph Ĝ . Eventually, we provide a regularization method to guarantee such compatibility and preserving at the same time all the nice properties granted by G .
Bulletin of the Brazilian …, 2006
We study two versions of random walks systems on complete graphs. In the first one, the random walks have geometrically distributed lifetimes so we define and identify a non-trivial critical parameter related to the proportion of visited vertices before the process dies out. In the second version, the lifetimes depend on the past of the process in a non-Markovian setup. For that version, we present results obtained from computational analysis, simulations and a mean field approximation. These three approaches match.
Geometric And Functional Analysis, 1998
Annales Henri Poincaré, 2012
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.
Journal of Statistical Mechanics: Theory and Experiment, 2018
In this paper, we explore different Markovian random walk strategies on networks with transition probabilities between nodes defined in terms of functions of the Laplacian matrix. We generalize random walk strategies with local information in the Laplacian matrix, that describes the connections of a network, to a dynamics determined by functions of this matrix. The resulting processes are non-local allowing transitions of the random walker from one node to nodes beyond its nearest neighbors. We find that only two types of Laplacian functions are admissible with distinct behaviors for long-range steps in the infinite network limit: type (i) functions generate Brownian motions, type (ii) functions Lévy flights. For this asymptotic long-range step behavior only the lowest non-vanishing order of the Laplacian function is relevant, namely first order for type (i), and fractional order for type (ii) functions. In the first part, we discuss spectral properties of the Laplacian matrix and a series of relations that are maintained by a particular type of functions that allow to define random walks on any type of undirected connected networks. Once described general properties, we explore characteristics of random walk strategies that emerge from particular cases with functions defined in terms of exponentials, logarithms and powers of the Laplacian as well as relations of these dynamics with non-local strategies like Lévy flights and fractional transport. Finally, we analyze the global capacity of these random walk strategies to explore networks like lattices and trees and different types of random and complex networks.
Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, 2009
The aim of this article is to discuss some of the notions and applications of random walks on finite graphs, especially as they apply to random graphs. In this section we give some basic definitions, in Section 2 we review applications of random walks in computer science, and in Section 3 we focus on walks in random graphs. Given a graph G = (V, E), let d G (v) denote the degree of vertex v for all v ∈ V. The random walk W v = (W v (t), t = 0, 1,. . .) is defined as follows: W v (0) = v and given x = W v (t), W v (t + 1) is a randomly chosen neighbour of x. When one thinks of a random walk, one often thinks of Polya's Classical result for a walk on the d-dimensional lattice Z d , d ≥ 1. In this graph two vertices x = (x 1 , x 2 ,. .. , x d) and y = (y 1 , y 2 ,. .. , y d) are adjacent iff there is an index i such that (i) x j = y j for j = i and (ii) |x i − y i | = 1. Polya [33] showed that if d ≤ 2 then a walk starting at the origin returns to the origin with probability 1 and that if d ≥ 3 then it returns with probability p(d) < 1. See also Doyle and Snell [22]. A random walk on a graph G defines a Markov chain on the vertices V. If G is a finite, connected and non-bipartite graph, then this chain has a stationary distribution π given by π v = d G (v)/(2|E|). Thus if P (t) v (w) = Pr(W v (t) = w), then lim t→∞ P (t) v (w) = π w , independent of the starting vertex v. In this paper we only consider finite graphs, and we will focus on two aspects of a random walk: The Mixing Time and the Cover Time.
2002
We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which is invariant under the action of the automorphism group of the underlying graph. We prove that these invariants differ by an explicit combinatorial factor given
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