Parabolic behavior of a hyperbolic delay equation

It is shown that the fundamental solution of a hyperbolic partial differential equation with time delay has a natural probabilistic structure, i.e., is approximately Gaussian, as t → ∞. The proof uses ideas from the DeMoivre proof of the central limit theorem. It follows that solutions of the hyperbolic equation look approximately like solutions of a diffusion equation with constant convection as t → ∞. © 2006 Society for Industrial and Applied Mathematics.

Duke Scholars

Author Michael C. Reed Mathematics