An averaging principle for moment equations of branching diffusion processes with fast transformation rate

Article type: Research Article

Authors: Chen, Zhiwei | Molchanov, Stanislav

Affiliations: Department of Mathematics and Statistics, University of North Carolina at Charlotte, NC 28223, USA. E-mails: {zchen1; smolchan}@uncc.edu

Note: [] Corresponding author: Zhiwei Chen, Department of Mathematics and Statistics, UNC-Charlotte, 376 Fretwell Bldg., 9201 University City Blvd., Charlotte, NC 28223-0001, USA. Tel.: +1 301 326 3387; Fax: +1 704 687 6415; E-mail: [email protected]

Abstract: A multi-type branching diffusion process with fast transmutations between particles are considered in this paper. The first moment equations for the process are reaction–diffusion equations. As the inverse transmutation rate approaches 0, we derive an averaging principle for these reaction–diffusion equations.

Keywords: branching diffusion process, averaging principle, reaction–diffusion equation

DOI: 10.3233/ASY-2008-0913

Journal: Asymptotic Analysis, vol. 61, no. 1, pp. 21-34, 2009