Branching Stochastic Processes for Feynman-Kac Representations of Drift-involving Non-linearities - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2024

Branching Stochastic Processes for Feynman-Kac Representations of Drift-involving Non-linearities

Résumé

Many drift-diffusion transport models rely on a coupling with a sub-model of the drift velocity. In this letter we extend Feynman-Kac's theory to provide probabilistic representations of such velocity-coupled models, so far remained out of reach. Hence a single embedded stochastic process is built, enabling such representations in a single branching path-space. To address this, we propose renewed physical insights in terms of propagative pictures to non-linear physics such as Navier-Stokes, Keller-Segel and Poisson-Nernst-Planck equations in confined and complex geometries.

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Dates et versions

hal-04821624 , version 1 (10-12-2024)

Identifiants

  • HAL Id : hal-04821624 , version 1

Citer

Daniel Yaacoub, Stéphane Blanco, Jean-François Cornet, Jérémi Dauchet, Richard Fournier, et al.. Branching Stochastic Processes for Feynman-Kac Representations of Drift-involving Non-linearities. 2024. ⟨hal-04821624⟩
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