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.
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