PDE approximation of large systems of differential equations
2015
A large system of ordinary differential equations is approximated by a parabolic partial differential equation with dynamic boundary condition and a different one with Robin boundary condition. Using the theory of differential operators with Wentzell boundary conditions and similar theories, we give estimates on the order of approximation. The theory is demonstrated on a voter model where the Fourier method applied to the PDE is of great advantage.
Keywords:
- Stochastic partial differential equation
- Mathematical analysis
- Separable partial differential equation
- PDE surface
- Mathematical optimization
- Topology
- Boundary value problem
- Mathematics
- Robin boundary condition
- Cauchy boundary condition
- Poincaré–Steklov operator
- Numerical partial differential equations
- Dirichlet boundary condition
- Mixed boundary condition
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