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Energy, kernel, and weighted mass balance for a finite network

Statement

Use the data of Finite weighted network diffusion data. Let E+={e∈E:ce>0} and let G+=(V,E+); its connected components are the positive-conductance components. For x∈RI, let xˉ∈RV equal x on I and 0 on D. Then

xTLDx=∑e∈Ece(xˉhead(e)−xˉtail(e))2≥0.

Consequently LD is symmetric positive semidefinite, and x∈ker⁡LD exactly when xˉ is constant on each positive-conductance component and that constant is zero on every such component meeting D. In the closed case D=∅, every differentiable solution of Mu′+LCu=f satisfies

ddt1TMu(t)=1Tf(t).

Thus homogeneous closed diffusion conserves weighted mass 1TMu, which need not equal the unweighted sum 1Tu.

Facts & Assumptions

Given: A finite oriented simple graph, conductances ce≥0, positive free-vertex masses mi>0, a Dirichlet set D, and the matrices B,C,M,LC,LD of Finite weighted network diffusion data.

[F1]

Each oriented incidence column has exactly one −1 at its tail and one +1 at its head; the other entries are zero (An oriented incidence matrix of a finite simple graph).

[F2]

LC=BCBT and LD is its principal restriction to free vertices (Finite weighted network diffusion data).

Proof

1.1givenF1F2algebra

Reversing an edge orientation replaces its incidence column be by −be, but the contribution cebebeT to BCBT does not change. For the zero extension xˉ, [F1] gives beTxˉ=xˉhead(e)−xˉtail(e). Expanding xˉTBCBTxˉ=∑ece(beTxˉ)2 proves the displayed energy identity. It is nonnegative term by term, so LD is symmetric positive semidefinite.

2.1step 1.1givenalgebra

If LDx=0, step 1.1 gives a sum of nonnegative terms equal to xTLDx=0. For every e∈E+ its endpoint difference must therefore be zero. Along every path in G+, xˉ has equal values at successive vertices, hence is constant on each positive-conductance component; it is zero on any such component meeting D because xˉ=0 there. Conversely, if these componentwise conditions hold, every edge with ce>0 has zero endpoint difference, while an edge with ce=0 contributes zero regardless of its difference. Thus BCBTxˉ=0 and LDx=0.

3.1F1F2givenalgebra∎

Suppose D=∅. From [F1], every column of B sums to zero, so 1TB=0 and therefore 1TLC=0. Multiplying Mu′+LCu=f on the left by 1T gives 1TMu′+1TLCu=1Tf. The second term vanishes, and the first is the derivative of 1TMu, proving the balance law and its homogeneous conservation case.

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