Interacting diffusions approximating the porous medium equation and propagation of chaos
| Autor: | Robert Philipowski |
|---|---|
| Rok vydání: | 2007 |
| Předmět: |
Statistics and Probability
Propagation of chaos Diffusion equation Stochastic process Applied Mathematics Mathematical analysis Empirical measure Porous medium equation Interacting diffusion processes CHAOS (operating system) Diffusion process Law of large numbers Modeling and Simulation Modelling and Simulation Statistical physics Porous medium Empirical process Mathematics |
| Zdroj: | Stochastic Processes and their Applications. 117(4):526-538 |
| ISSN: | 0304-4149 |
| DOI: | 10.1016/j.spa.2006.09.003 |
| Popis: | We study a system of interacting diffusions and show that for a large number of particles its empirical measure approximates the solution of the porous medium equation. Furthermore we prove propagation of chaos. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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