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We present an interacting particle system methodology for the numerical solving of the Lyapunov exponent of Feynman–Kac semigroups and for estimating the principal eigenvalue of Schrödinger generators. The continuous or discrete time models studied in this work consists of interacting particles evolving in an environment with soft obstacles related to a potential function . These models are related to genetic algorithms and Moran type particle schemes. Their choice is not unique. We will examine...
We present an interacting particle system
methodology for the numerical solving of the Lyapunov exponent
of Feynman–Kac semigroups and for estimating the principal
eigenvalue of Schrödinger generators. The continuous or discrete time
models studied in this work
consists of interacting particles evolving in an environment
with soft obstacles related to a potential function . These
models are related to genetic algorithms and Moran type particle
schemes. Their choice
is not unique. We...
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