General convergence conjecture for diffusion processes in narrow tubes

Let ρj\rho_j denote the radius scale of the ball associated with vertex OjO_j, and partition the vertices into the small-ball, intermediate-ball, and large-ball cases, denoted by S\mathfrak{S}, M\mathfrak{M}, and L\mathfrak{L}, respectively. Let ΠϵZϵ\Pi^\epsilon \circ Z^\epsilon be the projected diffusion process in the narrow tube, and let Zˉ\bar{Z} be the continuous Markov process on the metric graph Γ\Gamma whose generator Lˉ\bar{L} acts as the second derivative on the edges and satisfies the gluing conditions

k:IkOjλkd1l:IlOjλld1dfdxk(Oj)=0,jS,\sum_{k:I_k \sim O_j} \frac{\lambda_k^{d-1}}{\sum_{l:I_l \sim O_j} \lambda_l^{d-1} } \frac{d f}{d x_k}(O_j) =0, \quad j \in \mathfrak{S}, k:IkOjλkd1l:IlOjλld1dfdxk(Oj)=ρjdVdl:IlOjλld1Vd1d2fdx2(Oj),jM,\sum_{k:I_k \sim O_j} \frac{\lambda_k^{d-1} }{\sum_{l:I_l \sim O_j} \lambda_l^{d-1} } \frac{d f}{d x_k}(O_j) = \frac{\rho_j^{d} V_d}{\sum_{l:I_l \sim O_j} \lambda_l^{d-1} V_{d-1}} \frac{d^2 f}{d x^2}(O_j), \quad j \in \mathfrak{M}, d2fdx2(Oj)=0,jL.\frac{d^2 f}{d x^2}(O_j) =0, \quad j \in \mathfrak{L}.

General convergence conjecture. The process ΠϵZϵ\Pi^\epsilon \circ Z^\epsilon converges weakly to Zˉ\bar{Z} in C([0,);Γ)C([0,\infty);\Gamma), uniformly with respect to the initial condition.

This conjecture extends the known weak convergence result for the regime rj(ϵ)ϵr_j(\epsilon) \asymp \epsilon, in which the limiting process has weighted Kirchhoff gluing conditions and no vertex waiting. It predicts distinct limiting graph diffusions for small, intermediate, and large balls, with the corresponding gluing conditions above.

Sources & referencesView supporting material

Primary source

Wen-Tai Hsu, “Asymptotic analysis on narrow tubes: narrow escape problems and diffusion processes”, arXiv:2508.15060 (2025).

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