Interacting particle approximation for nonlocal quadratic evolution problems

• Autorzy: Biler P. , Funaki T. , Woyczynski W. A.
• Języki publikacji: EN

Abstrakty

EN

The existence of McKean's nonlinear jump Markov processes and related Monte Carlo type approximation schemes by interacting particle systems (propagation of chaos) are studied for a class of multidimensional doubly nonlocal evolution problems with a fractional power of the Laplacian and a quadratic nonlinearity involving an integral operator. Asymptotically, these equations model the evolution of density of mutually interacting particles with anomalous (fractal) Lévy diffusion.

Słowa kluczowe

EN

nonlinear nonlocal parabolic equations; fractal anomalous diffusion; McKean's diffusions; interacting particle systems; propagation of chaos

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 1999
• Tom: Vol. 19, Fasc. 2
• Strony: 267--286
• Opis fizyczny: Bibliogr. 35 poz.

Twórcy

autor

Biler P.

• Mathematical Institute, University of Wrocław, 50-384 Wrocław, Poland

autor

Funaki T.

• Graduate School of Mathematical Sciences, University of Tokyo, 3-8-1 Komaba, Meguro, Tokyo 153, Japan

autor

Woyczynski W. A.

• Department of Statistics and Center for Stochastic and Chaotic Processes in Science and Technology, Case Western Reserve University, Cleveland, Ohio 44106, U.S.A.

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