Stochastic Representations for the Wave Equation on Graphs and their Scaling Limits

Abstract

This paper is devoted to an interacting particle system that provides probabilistic interpretation of the wave equation on graphs. A Feynman-Kac-type formula is established, connecting the expectation of the process with the wave equation on graphs. Non-asymptotic $L^2$ estimates are presented. It is then shown that the high-density hydrodynamic limit of the system is given by the wave equation in Euclidean space. The sharpness of scaling limit result is demonstrated by a phase transition phenomenon.