Scuola Normale Superiore di Pisa · 2019 · 29 citations · 12 references
Natural SciencesMathematicsPhysicsStochastic ProcessesTheoretical PhysicsLimit TheoremsMonte Carlo MethodsMonte Carlo SimulationParticle MethodsStatistical MechanicsConvergenceUniform ConvergenceWeak Coupling Limits
In this paper we consider a system of Brownian particles with proliferation whose rate depends on the empirical measure. The dependence is more local than a mean field one and has been called moderate interaction by Oelschläger [16], [17]. We prove that the empirical process converges, uniformly in the space variable, to the solution of the Fisher–Kolmogorov–Petrowskii–Piskunov equation. We use a semigroup approach which is new in the framework of these systems and is inspired by some literature on stochastic partial differential equations.
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