Configurational transition in a Fleming-Viot-type model and probabilistic interpretation of Laplacian eigenfunctions

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Configurational transition in a Fleming-Viot-type model and probabilistic interpretation of Laplacian eigenfunctions

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Title: Configurational transition in a Fleming-Viot-type model and probabilistic interpretation of Laplacian eigenfunctions
Author: Burdzy, Krzysztof; Holyst, Robert; Ingerman, David; March, Peter
Abstract: We analyze and simulate a two-dimensional Brownian multi-type particle system with death and branching (birth) depending on the position of particles of different types. The system is confined in the two-dimensional box, whose boundaries act as the sink of Brownian particles. The branching rate matches the death rate so that the total number of particles is kept constant. In the case of m types of particles in the rectangular box of size a, b and elongated shape a >> b we observe that the stationary distribution of particles corresponds to the m-th Laplacian eigenfunction. For smaller elongations a > b we find a configurational transition to a new limiting distribution. The ratio a/b for which the transition occurs is related to the value of the m-th eigenvalue of the Laplacian with rectangular boundaries.
URI: http://hdl.handle.net/1773/2193

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