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dc.contributor.authorBurdzy, Krzysztof
dc.contributor.authorHolyst, Robert
dc.contributor.authorMarch, Peter
dc.date.accessioned2005-11-30T17:33:30Z
dc.date.available2005-11-30T17:33:30Z
dc.date.issued2000-11
dc.identifier.citationBurdzy, K., R. Holyst, & P. March. (2000). A Fleming-Viat particle representation of Dirichlet Laplacian. Communications in Mathematical Physics, 214(3), 679-703.en
dc.identifier.urihttp://hdl.handle.net/1773/2214
dc.description.abstractWe 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 with Dirichlet boundary conditions. The stationary distributions converge as N [goes to infinity] to the first eigenfunction of the Laplacian in D with the same boundary conditions.en
dc.description.sponsorshipResearch partially supported by NSF grant DMS-9700721, KBN grant 2P03B12516 and Maria Curie-Sklodowska Joint Fund II.en
dc.format.extent239079 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_US
dc.publisherSpringer-Verlag GmbHen
dc.subjectBrownian motionen
dc.subjectparticle distribution densityen
dc.subjectHeat equationen
dc.subjectDirichlet boundary conditionsen
dc.subjecteigenfunctionen
dc.subjectLaplacianen
dc.titleA Fleming-Viat particle representation of Dirichlet Laplacianen
dc.typeArticleen


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