An annihilating-branching particle model for the heat equation with average temperature zero

DOI10.1214/009117906000000511zbMATH1122.60085OpenAlexW3100661957MaRDI QIDQ874741FDOQ874741

Authors K. Burdzy, J. D. Quastel

Publication date 10 April 2007

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0503395

zbMATH Keywords

heat equationhydrodynamic limitbranching random walkNeumann eigenfunction

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17)

Abstract: We consider two species of particles performing random walks in a domain in $mathbb{R}^d$ with reflecting boundary conditions, which annihilate on contact. In addition, there is a conservation law so that the total number of particles of each type is preserved: When the two particles of different species annihilate each other, particles of each species, chosen at random, give birth. We assume initially equal numbers of each species and show that the system has a diffusive scaling limit in which the densities of the two species are well approximated by the positive and negative parts of the solution of the heat equation normalized to have constant $L^1$ norm. In particular, the higher Neumann eigenfunctions appear as asymptotically stable states at the diffusive time scale.

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Cited in

(4)

• Heat diffusion with frozen boundary
• Discrete approximations to reflected Brownian motion
• Stabilization of DLA in a wedge
• Scaling limits of interacting diffusions in domains

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