Hydrodynamic limit for a Fleming-Viot type system

Ilie Grigorescu; Min Kang

doi:10.1016/j.spa.2003.10.010

Hydrodynamic limit for a Fleming-Viot type system

Ilie Grigorescu, Min Kang

Mathematics

Research output: Contribution to journal › Article › peer-review

32 Scopus citations

Abstract

We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly and splits into two independent particles resuming a new cycle of independent motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process and the average number of visits to the boundary as N approaches infinity.

Original language	English (US)
Pages (from-to)	111-143
Number of pages	33
Journal	Stochastic Processes and their Applications
Volume	110
Issue number	1
DOIs	https://doi.org/10.1016/j.spa.2003.10.010
State	Published - Mar 2004

Keywords

Absorbing Brownian motion
Catalytic branching
Fleming-Viot
Hydrodynamic limit

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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abstract = "We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly and splits into two independent particles resuming a new cycle of independent motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process and the average number of visits to the boundary as N approaches infinity.",

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AU - Kang, Min

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AB - We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly and splits into two independent particles resuming a new cycle of independent motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process and the average number of visits to the boundary as N approaches infinity.

KW - Absorbing Brownian motion

KW - Catalytic branching

KW - Fleming-Viot

KW - Hydrodynamic limit

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Hydrodynamic limit for a Fleming-Viot type system

Abstract

Keywords

ASJC Scopus subject areas

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