A Fleming-viot Particle Representation of Dirichlet Laplacian
نویسندگان
چکیده
We consider a model with a large number N of particles which move according to independent Brownian motions. A particle which leaves a domainD is killed; at the same time, a different particle splits into two particles. For large N , the particle distribution density converges to the normalized heat equation solution in D with Dirichlet boundary conditions. The stationary distributions converge as N → ∞ to the first eigenfunction of the Laplacian in D with the same boundary conditions.
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