Weak solutions for a simple hyperbolic system

DOI10.1214/EJP.V6-93MaRDI QIDQ5947983zbMATH OpenOpenAlexFDO

Authors Owen D. Lyne, David Williams

Publication date 10 December 2001

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/121779, http://www.emis.de/journals/EJP-ECP/EjpVol6/paper20.abs.html

zbMATH Keywords

branching processesfinite differnce methodsmartingalesprobabilistic simulationquadratic nonlinear termsemilinear hyperbolic systemtravelling waves

Mathematics Subject Classification ID

Initial value problems for first-order hyperbolic systems (35L45) First-order nonlinear hyperbolic equations (35L60) Martingales with continuous parameter (60G44) Continuous-time Markov processes on discrete state spaces (60J27)

Review text

The authors study the Cauchy problem for a semilinear hyperbolic system with the quadratic nonlinear term of special kind. They demonstrate existence and uniqueness of weak solutions. The direct method used is guided by the theory of measure-valued diffusions. This method seems to be more effective than the method of characteristics, and has the advantage that it leads immediately to the McKean representation without recourse to Itô's formula. The authors also conduct numerical analysis using both probabilistic simulation of the branching process and finite difference methods.

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