Branching random motions, nonlinear hyperbolic systems and traveling waves


Autoria(s): Ratanov, Nikita
Data(s)

07/07/2004

Resumo

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.

Formato

application/pdf

Identificador

http://repository.urosario.edu.co/handle/10336/11126

Idioma(s)

eng

Publicador

Facultad de Economía

Relação

Economía. Serie documentos. Borradores de investigación, No. 45

1

https://ideas.repec.org/p/col/000091/004331.html

Direitos

info:eu-repo/semantics/openAccess

Fonte

instname:Universidad del Rosario

reponame:Repositorio Institucional EdocUR

instname:Universidad del Rosario

Palavras-Chave #Ecuaciones diferenciales #Ecuaciones diferenciales hiperbólicas #Procesos de bifurcación #Tubos de ondas progresivas #Matemáticas financieras #515.353 #Non-linear hyperbolic system #Branching random motion #Feynman-Kac connection #McKean solution #Traveling wave
Tipo

info:eu-repo/semantics/book

info:eu-repo/semantics/acceptedVersion