English

Directed last passage percolation with discontinuous weights

Analysis of PDEs 2015-06-18 v2 Mathematical Physics math.MP Numerical Analysis Probability

Abstract

We prove that a directed last passage percolation model with discontinuous macroscopic (non-random) inhomogeneities has a continuum limit that corresponds to solving a Hamilton-Jacobi equation in the viscosity sense. This Hamilton-Jacobi equation is closely related to the conservation law for the hydrodynamic limit of the totally asymmetric simple exclusion process. We also prove convergence of a numerical scheme for the Hamilton-Jacobi equation and present an algorithm based on dynamic programming for finding the asymptotic shapes of maximal directed paths.

Keywords

Cite

@article{arxiv.1402.3381,
  title  = {Directed last passage percolation with discontinuous weights},
  author = {Jeff Calder},
  journal= {arXiv preprint arXiv:1402.3381},
  year   = {2015}
}

Comments

To appear in Journal of Statistical Physics

R2 v1 2026-06-22T03:08:12.388Z