We consider. a model with a large number N of particles which move accordin
g to independent Brownian motions. A particle which leaves a domain D is ki
lled, at the same time, a different particle splits into two particles, For
large N, the particle distribution density converges to the normalized hea
t equation solution in D with Dirichlet boundary conditions. The stationary
distributions converge as N --> infinity to the first eigenfunction of the
Laplacian in D with the same boundary conditions.