Branching random motions, nonlinear hyperbolic systems and traveling waves

A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (K...

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Fecha de publicación:: 2004

Institución:: Universidad del Rosario

Repositorio:: Repositorio EdocUR - U. Rosario

Idioma:: eng

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network_acronym_str	EDOCUR2
network_name_str	Repositorio EdocUR - U. Rosario
repository_id_str
spelling	Branching random motions, nonlinear hyperbolic systems and traveling wavesAnálisisNon-linear hyperbolic systemBranching random motionFeynman-Kac connectionMcKean solutionTraveling waveEcuaciones diferencialesEcuaciones diferenciales hiperbólicasProcesos de bifurcaciónTubos de ondas progresivasMatemáticas financierasA branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.Editorial Universidad del RosarioUniversidad del Rosario. Facultad de Economía2004-07-072015-10-15T14:02:05Zinfo:eu-repo/semantics/workingPaperhttp://purl.org/coar/resource_type/c_804232 páginasRecurso electrónicoapplication/pdfDocumentohttps://doi.org/10.48713/10336_11126 http://repository.urosario.edu.co/handle/10336/11126instname:Universidad del Rosarioinstname:Universidad del Rosarioreponame:Repositorio Institucional EdocURenghttps://ideas.repec.org/p/col/000091/004331.htmlhttp://purl.org/coar/access_right/c_abf2Ratanov, Nikitaoai:repository.urosario.edu.co:10336/111262019-09-19T07:37:01Z
dc.title.none.fl_str_mv	Branching random motions, nonlinear hyperbolic systems and traveling waves
title	Branching random motions, nonlinear hyperbolic systems and traveling waves
spellingShingle	Branching random motions, nonlinear hyperbolic systems and traveling waves Análisis Non-linear hyperbolic system Branching random motion Feynman-Kac connection McKean solution Traveling wave Ecuaciones diferenciales Ecuaciones diferenciales hiperbólicas Procesos de bifurcación Tubos de ondas progresivas Matemáticas financieras
title_short	Branching random motions, nonlinear hyperbolic systems and traveling waves
title_full	Branching random motions, nonlinear hyperbolic systems and traveling waves
title_fullStr	Branching random motions, nonlinear hyperbolic systems and traveling waves
title_full_unstemmed	Branching random motions, nonlinear hyperbolic systems and traveling waves
title_sort	Branching random motions, nonlinear hyperbolic systems and traveling waves
dc.subject.none.fl_str_mv	Análisis Non-linear hyperbolic system Branching random motion Feynman-Kac connection McKean solution Traveling wave Ecuaciones diferenciales Ecuaciones diferenciales hiperbólicas Procesos de bifurcación Tubos de ondas progresivas Matemáticas financieras
topic	Análisis Non-linear hyperbolic system Branching random motion Feynman-Kac connection McKean solution Traveling wave Ecuaciones diferenciales Ecuaciones diferenciales hiperbólicas Procesos de bifurcación Tubos de ondas progresivas Matemáticas financieras
description	A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.
publishDate	2004
dc.date.none.fl_str_mv	2004-07-07 2015-10-15T14:02:05Z
dc.type.none.fl_str_mv	info:eu-repo/semantics/workingPaper
dc.type.coar.fl_str_mv	http://purl.org/coar/resource_type/c_8042
dc.identifier.none.fl_str_mv	https://doi.org/10.48713/10336_11126 http://repository.urosario.edu.co/handle/10336/11126
url	https://doi.org/10.48713/10336_11126 http://repository.urosario.edu.co/handle/10336/11126
dc.language.none.fl_str_mv	eng
language	eng
dc.relation.none.fl_str_mv	https://ideas.repec.org/p/col/000091/004331.html
dc.rights.coar.fl_str_mv	http://purl.org/coar/access_right/c_abf2
rights_invalid_str_mv	http://purl.org/coar/access_right/c_abf2
dc.format.none.fl_str_mv	32 páginas Recurso electrónico application/pdf Documento
dc.publisher.none.fl_str_mv	Editorial Universidad del Rosario Universidad del Rosario. Facultad de Economía
publisher.none.fl_str_mv	Editorial Universidad del Rosario Universidad del Rosario. Facultad de Economía
dc.source.none.fl_str_mv	instname:Universidad del Rosario instname:Universidad del Rosario reponame:Repositorio Institucional EdocUR
instname_str	Universidad del Rosario
institution	Universidad del Rosario
reponame_str	Repositorio Institucional EdocUR
collection	Repositorio Institucional EdocUR
repository.name.fl_str_mv
repository.mail.fl_str_mv
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Branching random motions, nonlinear hyperbolic systems and traveling waves

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