A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees (Q876123)

Representations of solutions of a class of nonlinear parabolic partial differential equations with a polynomial nonlinearity in the solution and its derivatives are given in terms of a branching tree with regeneration, death and branching at random epochs. This is achieved by providing stochastic representations for the coupled evolutions of the Fourier coefficients of the solution. Necessary and sufficient conditions for boundedness of the key expectations concerning the branching tree are given in terms of a comparison theorem. In case these are unbounded, an approximation scheme is developed using pruned trees. Several examples including Burgers and two-dimensional Navier-Stokes equations are considered.