Laplace and bi-Laplace equations for directed networks and Markov chains
نویسندگان
چکیده
The networks of this – primarily (but not exclusively) expository compendium are strongly connected, finite directed graphs X, where each oriented edge (x,y) is equipped with a positive weight (conductance) a(x,y). We assuming symmetry function, and in general we do require that along (x,y), also (y,x) an edge. weights give rise to difference operator, the normalised version which consider as our Laplace operator. It associated Markov chain state space X. A non-empty subset X designated boundary. provide systematic exposition different types equations, starting Poisson equation, Dirichlet problem Neumann problem. For latter, discuss definition outer normal derivatives. then pass equations involving potentials, thereby addressing Robin boundary Next, study bi-Laplacian equations: iterated bi-Laplace problems, ”plate equation”. turns out map non-trivial interest. concludes two detailed examples.
منابع مشابه
Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions
Alternative specifications of univariate asymmetric Laplace models are described and investigated. A more general mixture model is then introduced. Bivariate extensions of these models are discussed in some detail, with particular emphasis on associated parameter estimation strategies. Multivariate versions of the models are briefly introduced.
متن کاملA Laplace ladder of discrete Laplace equations
The notion of a Laplace ladder for a discrete analogue of the Laplace equation is presented. The adjoint of the discrete Moutard equation and a discrete counterpart of the nonlinear form of Goursat equation are introduced. 1 Notation Value of functions of continuous variables we denote by f(u, v) i.e. f : R ∋ (u, v) 7→ f(u, v) ∈ R while functions of discrete variables by f(m1, m2) i.e. f : Z 2 ...
متن کاملCompare Adomian Decomposition Method and Laplace Decomposition Method for Burger's-Huxley and Burger's-Fisher equations
In this paper, Adomian decomposition method (ADM) and Laplace decomposition method (LDM) used to obtain series solutions of Burgers-Huxley and Burgers-Fisher Equations. In ADM the algorithm is illustrated by studying an initial value problem and LDM is based on the application of Laplace transform to nonlinear partial differential equations. In ADM only few terms of the expansion are required t...
متن کاملApplication of Laplace decomposition method for Burgers-Huxley and Burgers-Fisher equations
In this paper, we apply the Laplace decomposition method to obtain a series solutions of the Burgers-Huxley and Burgers-Fisher equations. The technique is based on the application of Laplace transform to nonlinear partial differential equations. The method does not need linearization, weak nonlinearity assumptions or perturbation theory and the nonlinear terms can be easily handled by using the...
متن کاملLaplace Transforms for Integrals of Markov Processes
Laplace transforms for integrals of stochastic processes have been known in analytically closed form for just a handful of Markov processes: namely, the Ornstein-Uhlenbeck, the Cox-Ingerssol-Ross (CIR) process and the exponential of Brownian motion. In virtue of their analytical tractability, these processes are extensively used in modelling applications. In this paper, we construct broad exten...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Expositiones Mathematicae
سال: 2021
ISSN: ['1878-0792', '0723-0869']
DOI: https://doi.org/10.1016/j.exmath.2021.04.001