dc.contributor.author | Burdzy, Krzysztof | |
dc.contributor.author | Holyst, Robert | |
dc.contributor.author | March, Peter | |
dc.date.accessioned | 2005-11-30T17:33:30Z | |
dc.date.available | 2005-11-30T17:33:30Z | |
dc.date.issued | 2000-11 | |
dc.identifier.citation | Burdzy, 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.uri | http://hdl.handle.net/1773/2214 | |
dc.description.abstract | 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 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.sponsorship | Research partially supported by NSF grant DMS-9700721, KBN grant 2P03B12516 and Maria Curie-Sklodowska Joint Fund II. | en |
dc.format.extent | 239079 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | en_US | |
dc.publisher | Springer-Verlag GmbH | en |
dc.subject | Brownian motion | en |
dc.subject | particle distribution density | en |
dc.subject | Heat equation | en |
dc.subject | Dirichlet boundary conditions | en |
dc.subject | eigenfunction | en |
dc.subject | Laplacian | en |
dc.title | A Fleming-Viat particle representation of Dirichlet Laplacian | en |
dc.type | Article | en |