On the equation describing the random motion of mutually reflecting molecules (Q1185156)

We construct a model for the random motion of \(M\) molecules mutually reflecting in \(R^ d\) and investigate its limiting behaviour as the size \(R\) of the molecules tends to 0. We assume that the \(k\)-th molecule consists of \(n_ k\) (\(\geq 1\)) atoms. The atoms move randomly in the way as described below under the following restrictions: (i) any two atoms in different molecules reflect each other when the distance between them equals a given constant \(\rho\) (\(>0\)); and (ii) the distance between any two atoms in the same molecule does not exceed a given constant \(R\) (\(>0\)). Let \(\Lambda=\{1,\dots,N\}\), \(N=\sum_{k=1}^ M n_ k\) and \(\Lambda_ k=\left\{\sum_{i=1}^{k-1} n_ i+1,\sum_{i=1}^{k-1} n_ i+2,\dots,\sum_{i=1}^ k n_ i\right\}\), \(k=1,\dots,M\), where the convention \(\sum_{i=1}^ 0 =0\) is used. \(\Lambda_ k\) describes the set of indices of atoms in the \(k\)th molecule. For each \(i\in\Lambda\), we put \(m(i)=k\) if \(i\in\Lambda_ k\). Denote by \(X_ i(t)\) the position of the \(i\)th atom at time \(t\) and put \(R_ i(t)=\max_{j:m(j)=m(i)}| X_ i(t)-X_ j(t)|\), \(\rho_ i(t)=\min_{j:m(j)\neq m(i)}| X_ i(t)-X_ j(t)|\). We assume that the random motion of the atoms is described by the stochastic differential equation of Skorokhod type \(dX_ i(t)=dB_ i(t)+dL_ i(t)\), \(i=1,2,\dots,N\), where \(B_ i(t)\), \(1\leq i\leq N\), are independent \(d\)-dimensional Brownian motions and each \(L_ i(t)\) is a process of bounded variation which can vary only when either \(\rho_ i(t)=\rho\) or \(R_ i(t)=R\) and represents effects of (i) and (ii).