Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients
type: Item
instance of: scholarly article
title: Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients
zbMATH Open document ID: 0959.60048
author: Elizabeth A. Brooks
published in: The Annals of Applied Probability
publication date: 2000-09-04T00:00:00Z
review text: 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.
reviewed by: Constantin Vârsan
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35L99
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G99
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 92C20
zbMATH DE Number: 1500250
zbMATH Keywords: transport model
zbMATH Keywords: initial-boundary value problem
zbMATH Keywords: heat equation
zbMATH Keywords: central limit theorem
zbMATH Keywords: large deviation estimates
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1029962811
OpenAlex ID: W2081488852
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DOI: 10.1214/AOAP/1029962811
description: scientific article; zbMATH DE number 1500250