Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients (Q1578580)
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scientific article; zbMATH DE number 1500250
| Language | Label | Description | Also known as |
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| English | Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients |
scientific article; zbMATH DE number 1500250 |
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Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients (English)
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4 September 2000
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It is considered a system of linear hyperbolic equations describing a simple transport model in which particles of type \(p\) change to particles of type \(q\) and conversely. The associated initial-boundary value problem of this deterministic system is reconsidered probabilistically involving a homogeneous stochastic process which evolves accordingly to the given partial differential equations. The approximate solution of the simple transport model is connected with a heat equation and its deviation from the exact solution is analyzed via central limit theorem and large deviation estimates. There are given and proved two theorems.
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transport model
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initial-boundary value problem
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heat equation
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central limit theorem
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large deviation estimates
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