Branching random motions, nonlinear hyperbolic systems and traveling waves

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 (K...

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Autor Principal: Ratanov, Nikita
Formato: Documento de trabajo (Working Paper)
Lenguaje:Inglés (English)
Publicado: Editorial Universidad del Rosario 2004
Materias:
Acceso en línea:http://repository.urosario.edu.co/handle/10336/11126
id ir-10336-11126
recordtype dspace
spelling ir-10336-111262019-09-19T12:37:01Z Branching random motions, nonlinear hyperbolic systems and traveling waves Ratanov, Nikita Análisis Ecuaciones diferenciales Ecuaciones diferenciales hiperbólicas Procesos de bifurcación Tubos de ondas progresivas Matemáticas financieras Non-linear hyperbolic system Branching random motion Feynman-Kac connection McKean solution Traveling wave 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. 2004-07-07 2015-10-15T14:02:05Z info:eu-repo/semantics/workingPaper info:eu-repo/semantics/acceptedVersion http://repository.urosario.edu.co/handle/10336/11126 eng info:eu-repo/semantics/openAccess application/pdf Editorial Universidad del Rosario Universidad del Rosario. Facultad de Economía instname:Universidad del Rosario reponame:Repositorio Institucional EdocUR instname:Universidad del Rosario
institution EdocUR - Universidad del Rosario
collection DSpace
language Inglés (English)
topic Análisis
Ecuaciones diferenciales
Ecuaciones diferenciales hiperbólicas
Procesos de bifurcación
Tubos de ondas progresivas
Matemáticas financieras
Non-linear hyperbolic system
Branching random motion
Feynman-Kac connection
McKean solution
Traveling wave
spellingShingle Análisis
Ecuaciones diferenciales
Ecuaciones diferenciales hiperbólicas
Procesos de bifurcación
Tubos de ondas progresivas
Matemáticas financieras
Non-linear hyperbolic system
Branching random motion
Feynman-Kac connection
McKean solution
Traveling wave
Ratanov, Nikita
Branching random motions, nonlinear hyperbolic systems and traveling waves
description 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.
format Documento de trabajo (Working Paper)
author Ratanov, Nikita
author_facet Ratanov, Nikita
author_sort Ratanov, Nikita
title Branching random motions, nonlinear hyperbolic systems and traveling waves
title_short Branching random motions, nonlinear hyperbolic systems and traveling waves
title_full Branching random motions, nonlinear hyperbolic systems and traveling waves
title_fullStr Branching random motions, nonlinear hyperbolic systems and traveling waves
title_full_unstemmed Branching random motions, nonlinear hyperbolic systems and traveling waves
title_sort branching random motions, nonlinear hyperbolic systems and traveling waves
publisher Editorial Universidad del Rosario
publishDate 2004
url http://repository.urosario.edu.co/handle/10336/11126
_version_ 1645141248466485248
score 12,131701