Homogenization of a Random Walk on a Graph in $\mathbb{R}^d$: An approach to predict macroscale diffusivity in media with finescale obstructions and interactions

TL;DR

This paper develops a homogenization framework for random walks on graphs embedded in Euclidean space, enabling the prediction of effective diffusivity in media with complex obstructions and interactions.

Contribution

It introduces a novel graph-based approach for modeling particle diffusion in obstructed environments, including irreversible interactions, and derives formulas for effective diffusivity.

Findings

Convergence of scaled random walks to Brownian motion under certain conditions.

Linear algebra methods to compute diffusivity in the homogenized limit.

Conditions for null drift based on graph symmetries.

Abstract

We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle may not be negligible in comparison to the finescale. This motivates our study of a periodic, directed, and weighted graph embedded in ${\mathbb R}^d$ and the scaling limit of the associated continuous-time random walk $Z(t)$ on the graph's nodes, which jumps along the graph's edges with jump rates given by the edge weights. We show that the scaled process $\varepsilon^2 Z(t/\varepsilon^2)$ converges to a linear drift $\bar{U}t$ and the case of interest to us is that of null drift $\bar{U}=0$. In this case, we show that $\varepsilon Z(t/\varepsilon^2)$ converges weakly to a Brownian motion. The diffusivity of the limiting Brownian motion can be computed by solving a set of linear algebra problems. As we allow for jump rates to be irreversible, our framework allows for the modeling of very general forms of interactions such as attraction, repulsion, and bonding. We provide some sufficient conditions for null drift that include certain symmetries of the graph. We also provide a formal asymptotic derivation of the effective diffusivity in analogy with homogenization theory for PDEs. For the case of reversible jump rates, we derive an equivalent variational formulation. This derivation involves developing notions of gradient for functions on the graph's nodes, divergence for ${\mathbb R}^d$-valued functions on the graph's edges, and a divergence theorem.