Now showing items 1-2 of 2
A Fleming-Viat particle representation of Dirichlet Laplacian
(Springer-Verlag GmbH, 2000-11)
We consider a model with a large number N of particles which move according to independent Brownian motions. A particle which leaves a domain D is killed; at the same time, a different particle splits into two particles. For large N, the particle distribution density converges to the normalized heat equation solution in D ...
The heat equation in time dependent domains with insulated boundaries
(Academic Press (Elsevier), 2004-10)
The paper studies, among other things, two types of possible singularities of the solution to the heat equation at the boundary of a moving domain. Several explicit results on "heat atoms" and "heat singularities" are given.