Date
Tue, 14 May 2024
11:00
Location
L5
Speaker
Hiroshi Kawabi
Organisation
Keio University

In this talk, we present a graph discretized approximation scheme for diffusions with drift and killing on a complete Riemannian manifold M. More precisely, for a given Schrödinger operator with drift on M having the form A = Δ b + V , we introduce a family of discrete time random walks in the  ow generated by the drift b with killing on a sequence of proximity graphs, which are constructed by partitions cutting M into small pieces. As a main result, we prove that the drifted Schrodinger semigroup {e—tA}t≥0 is approximated by discrete semigroups generated by the family of random walks with a suitable scale change. This result gives a  nite dimensional summation approximation of a Feynman-Kac type functional integral over M. Furthermore, when M is compact, we also obtain a quantitative error estimate of the convergence.
This talk is based on a joint work with Satoshi Ishiwata (Yamagata University), and the full paper can be found on https://doi.org/10.1007/s00208-024-02809-9.

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