A Fleming-Viot particle representation of the Dirichlet Laplacian

Citation
K. Burdzy et al., A Fleming-Viot particle representation of the Dirichlet Laplacian, COMM MATH P, 214(3), 2000, pp. 679-703
Citations number
20
Categorie Soggetti
Physics
Journal title
COMMUNICATIONS IN MATHEMATICAL PHYSICS
ISSN journal
00103616 → ACNP
Volume
214
Issue
3
Year of publication
2000
Pages
679 - 703
Database
ISI
SICI code
0010-3616(200011)214:3<679:AFPROT>2.0.ZU;2-R
Abstract
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.