{ "id": "math/0505449", "version": "v1", "published": "2005-05-21T16:47:50.000Z", "updated": "2005-05-21T16:47:50.000Z", "title": "A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees", "authors": [ "D. Blömker", "M. Romito", "R. Tribe" ], "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of the stochastic representation, using a companion scalar PDE. In cases where the representation fails to be integrable a sequence of pruned trees is constructed, producing a approximate stochastic representations that in some cases converge, globally in time, to the solution of the original PDE.", "revisions": [ { "version": "v1", "updated": "2005-05-21T16:47:50.000Z" } ], "analyses": { "subjects": [ "60J80", "35Q30", "35K55", "35C99", "76M35", "60H30" ], "keywords": [ "pruned branching trees", "probabilistic representation", "non-linear pdes", "companion scalar pde", "semi-linear parabolic pdes" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2005math......5449B" } } }