English

Non local branching Brownians with annihilation and free boundary problems

Probability 2017-11-27 v2 Mathematical Physics Analysis of PDEs math.MP

Abstract

We study a system of branching Brownian motions on R\mathbb R with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new particle is put exactly at the same position of the branching particle), in [10] instead the position yy of the new particle has a distribution p(x,y)dyp(x,y)dy, xx the position of the branching particle, however particles in between branching times do not move. In this paper we consider Brownian motions as in [7] and non local branching as in [10] and prove convergence in the continuum limit (when the number NN of particles diverges) to a limit density which satisfies a free boundary problem when this has classical solutions, local in time existence of classical solution has been proved recently in [13]. We use in the convergence a stronger topology than in [7] and [10] and have explicit bounds on the rate of convergence.

Keywords

Cite

@article{arxiv.1711.06390,
  title  = {Non local branching Brownians with annihilation and free boundary problems},
  author = {A. De Masi and P. A. Ferrari and E. Presutti and N. Soprano-Loto},
  journal= {arXiv preprint arXiv:1711.06390},
  year   = {2017}
}