Added main sections of random walk handout
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Advanced/Random Walks/parts/2 equivalence.tex
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Advanced/Random Walks/parts/2 equivalence.tex
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\section{The Equivalence}
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In the last problem, we found that the equations for $V(x)$ were the same as the equations for $P(x)$ on the same graph.
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It turns out that this is true in general: problems about voltage in circuits directly correspond to problems about probability
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in graphs. We'll spend the next section proving this fact.
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\definition{}
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For the following problems, \textit{conductance} will be more convenient than resistance. \par
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The definition of conductance is quite simple:
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$$
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C(a, b) = \frac{1}{R(a,b)}
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$$
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\note[Aside]{
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Resistance is usually measured in Ohms, denoted $\Omega$. \\
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A few good-natured physicists came up with the \say{mho} (denoted \reflectbox{\rotatebox[origin=c]{180}{$\Omega$}})
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as a unit of conductance, which is equivalent to an inverse Ohm.
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Unfortunately, NIST discourages the use of Mhos in favor of the equivalent (and less amusing) \say{Siemens.}
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}
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\problem{}
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Let $x$ be a node in a graph. \par
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Let $B_x$ be the set of $x$'s neighbors, $w(x, y)$ the weight of the edge between nodes $x$ and $y$, and $W_x$
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the sum of the weights of all edges connected to $x$.
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We saw earlier that the probability function $P$ satisfies the following sum:
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$$
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P(x) = \sum_{b \in B_x} \biggl( P(b) \times \frac{w(x, b)}{W_x} \biggr)
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$$
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\note{This was never explicitly stated, but is noted in \ref{weightedgraph}.}
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\vspace{4mm}
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Use Ohm's and Kirchoff's laws to show that the voltage function $V$ satisfies a similar sum:
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$$
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V(x) = \sum_{b \in B_x} \biggl( V(b) \times \frac{C(x, b)}{C_x} \biggr)
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$$
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where $C(x, b)$ is the conductance of edge $(x, b)$ and $C_x$ is the sum of the conductances of all edges connected to $x$.
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\begin{solution}
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First, we know that
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$$
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\sum_{b \in B_x} I(x, b) = 0
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$$
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for all nodes $x$. Now, substitute $I(x, b) = \frac{V(x) - V(b)}{R(x, y)}$ and pull out $V(x)$ terms to get
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$$
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V(x) \sum_{b \in B_x} \frac{1}{R(x, b)} - \sum_{b \in B_x} \frac{V(b)}{R(x, b)} = 0
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$$
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Rearranging and replacing $R(x, b)^{-1}$ with $C(x, b)$ and $\sum C(x, b)$ with $C_x$ gives us
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$$
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V(x) = \sum_{b \in B_x} V(b) \frac{C(x, b)}{C_x}
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$$
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\end{solution}
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\vfill
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\pagebreak
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Thus, if $w(a, b) = C(a, b)$, $P$ and $V$ satisfy the same system of linear equations. To finish proving that
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$P = V$, we now need to show that there can only be one solution to this system. We will do this in the next
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two problems.
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\problem{}<generaleq>
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Let $q$ be a solution to the following equations, where $x \neq a, b$.
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$$
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q(x) = \sum_{b \in B_x} \biggl( q(b) \times \frac{w(x, b)}{W_x} \biggr)
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$$
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Show that the maximum and minimum of $q$ are $q(a)$ and $q(b)$ (not necessarily in this order).
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\begin{solution}
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The domain of $q$ is finite, so a maximum and minimum must exist.
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\vspace{2mm}
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Since $q(x)$ is a weighted average of all $q(b), ~b \in B_x$, there exist $y, z \in B_x$ satisfying
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$q(y) \leq q(x) \leq q(z)$. Therefore, none of these can be an extreme point.
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\vspace{2mm}
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$A$ and $B$ are the only vertices for which this may not be true, so they must be the minimum and maximum.
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\end{solution}
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\vfill
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\problem{}
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Let $p$ and $q$ be functions that solve our linear system \par
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and satisfy $p(A) = q(A) = 1$ and $p(B) = q(B) = 0$. \par
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\vspace{1mm}
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Show that the function $p - q$ satisfies the equations in \ref{generaleq}, \par
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and that $p(x) - q(x) = 0$ for every $x$. \note{Note that $p(x) - q(x) = 0 ~ \forall x \implies p = q$}
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\begin{solution}
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The equations in \ref{generaleq} for $p$ and $q$ directly imply that
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$$
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[p - q](x) = \sum_{b \in B_x} \biggl( [p - q](b) \times \frac{w(x, b)}{W_x} \biggr)
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$$
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Which are the equations from \ref{generaleq} for $(p - q)$.
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\vspace{2mm}
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Hence, the minimum and maximum values of $p - q$ are $[p - q](a) = 1 - 1 = 0$
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and $[p - q](b) = 1 - 1 = 0$.
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\vspace{2mm}
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Therefore $p(x) - q(x) = 0$ for all $x$, so $p(x) = q(x)$.
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\end{solution}
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\vfill
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\pagebreak
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