Branching random motions, nonlinear hyperbolic systems and travelling waves

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

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Fecha de publicación:
2006
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/14385
Acceso en línea:
http://repository.urosario.edu.co/handle/10336/14385
Palabra clave:
Branching random motion
Travelling wave
Feynman-Kac connection
Non-linear hyperbolic system
Mckean solution
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spelling Facultad de Economía Ratanov, NikitaRatanov, Nikita3203526002018-02-14T20:49:03Z2018-02-14T20:49:03Z20062006A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independent of random motion, and intensities of reverses are defined by a particle’s current direction. A solution of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) has a so-called McKean representation via such processes. Commonly this system possesses travelling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed. The paper realizes the McKean’s program for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.application/pdfeISSN: 1262-3318http://repository.urosario.edu.co/handle/10336/14385eng257236Esaim P&S: Probability And StatisticsVol. 10Esaim P&S: Probability And Statistics, eISSN: 1262-3318, Vol. 10 (Abril 2006), pp. 236–257https://www.esaim-ps.org/articles/ps/pdf/2006/01/ps0515.pdfAbierto (Texto Completo)http://www.sherpa.ac.uk/romeo/issn/1292-81/http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocURBranching random motionTravelling waveFeynman-Kac connectionNon-linear hyperbolic systemMckean solutionBranching random motions, nonlinear hyperbolic systems and travelling wavesarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501ORIGINALPDF196.pdfapplication/pdf267972https://repository.urosario.edu.co/bitstreams/9c724751-18a9-425e-b976-52f1cf9478b2/download79d7ce100edb66259173f4b728509f53MD51TEXTPDF196.pdf.txtPDF196.pdf.txtExtracted texttext/plain54866https://repository.urosario.edu.co/bitstreams/da71e9b0-8e91-4fe3-9daf-7c400502aa5d/download9b005cd5ed782b56376a38115c62f72eMD56THUMBNAILPDF196.pdf.jpgPDF196.pdf.jpgGenerated Thumbnailimage/jpeg3469https://repository.urosario.edu.co/bitstreams/8214e04f-02c1-400d-87ce-a0b1873d3f42/download528473e680fc31a6c7152257755e8d4aMD5710336/14385oai:repository.urosario.edu.co:10336/143852019-09-19 07:38:03.190837http://www.sherpa.ac.uk/romeo/issn/1292-81/https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv Branching random motions, nonlinear hyperbolic systems and travelling waves
title Branching random motions, nonlinear hyperbolic systems and travelling waves
spellingShingle Branching random motions, nonlinear hyperbolic systems and travelling waves
Branching random motion
Travelling wave
Feynman-Kac connection
Non-linear hyperbolic system
Mckean solution
title_short Branching random motions, nonlinear hyperbolic systems and travelling waves
title_full Branching random motions, nonlinear hyperbolic systems and travelling waves
title_fullStr Branching random motions, nonlinear hyperbolic systems and travelling waves
title_full_unstemmed Branching random motions, nonlinear hyperbolic systems and travelling waves
title_sort Branching random motions, nonlinear hyperbolic systems and travelling waves
dc.contributor.gruplac.spa.fl_str_mv Facultad de Economía
dc.subject.spa.fl_str_mv Branching random motion
Travelling wave
Feynman-Kac connection
Non-linear hyperbolic system
Mckean solution
topic Branching random motion
Travelling wave
Feynman-Kac connection
Non-linear hyperbolic system
Mckean solution
description A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independent of random motion, and intensities of reverses are defined by a particle’s current direction. A solution of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) has a so-called McKean representation via such processes. Commonly this system possesses travelling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed. The paper realizes the McKean’s program for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.
publishDate 2006
dc.date.created.none.fl_str_mv 2006
dc.date.issued.none.fl_str_mv 2006
dc.date.accessioned.none.fl_str_mv 2018-02-14T20:49:03Z
dc.date.available.none.fl_str_mv 2018-02-14T20:49:03Z
dc.type.eng.fl_str_mv article
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dc.type.spa.spa.fl_str_mv Artículo
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dc.identifier.uri.none.fl_str_mv http://repository.urosario.edu.co/handle/10336/14385
identifier_str_mv eISSN: 1262-3318
url http://repository.urosario.edu.co/handle/10336/14385
dc.language.iso.none.fl_str_mv eng
language eng
dc.relation.citationEndPage.none.fl_str_mv 257
dc.relation.citationStartPage.none.fl_str_mv 236
dc.relation.citationTitle.none.fl_str_mv Esaim P&S: Probability And Statistics
dc.relation.citationVolume.none.fl_str_mv Vol. 10
dc.relation.ispartof.spa.fl_str_mv Esaim P&S: Probability And Statistics, eISSN: 1262-3318, Vol. 10 (Abril 2006), pp. 236–257
dc.relation.uri.none.fl_str_mv https://www.esaim-ps.org/articles/ps/pdf/2006/01/ps0515.pdf
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rights_invalid_str_mv Abierto (Texto Completo)
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