Page 1

Displaying 1 – 9 of 9

Showing per page

Quantitative concentration inequalities on sample path space for mean field interaction

François Bolley (2010)

ESAIM: Probability and Statistics

We consider the approximation of a mean field stochastic process by a large interacting particle system. We derive non-asymptotic large deviation bounds measuring the concentration of the empirical measure of the paths of the particles around the law of the process. The method is based on a coupling argument, strong integrability estimates on the paths in Hölder norm, and a general concentration result for the empirical measure of identically distributed independent paths.

Quenching for semidiscretizations of a semilinear heat equation with Dirichlet and Neumann boundary conditions

Diabate Nabongo, Théodore K. Boni (2008)

Commentationes Mathematicae Universitatis Carolinae

This paper concerns the study of the numerical approximation for the following boundary value problem: u t ( x , t ) - u x x ( x , t ) = - u - p ( x , t ) , 0 < x < 1 , t > 0 , u x ( 0 , t ) = 0 , u ( 1 , t ) = 1 , t > 0 , u ( x , 0 ) = u 0 ( x ) > 0 , 0 x 1 , where p > 0 . We obtain some conditions under which the solution of a semidiscrete form of the above problem quenches in a finite time and estimate its semidiscrete quenching time. We also establish the convergence of the semidiscrete quenching time. Finally, we give some numerical experiments to illustrate our analysis.

Currently displaying 1 – 9 of 9

Page 1