Diffusion limit for many particles in a periodic stochastic acceleration field

DOI10.1214/09-AAP671zbMath1215.82048arXiv0811.0801OpenAlexW3106278542MaRDI QIDQ614114

Etienne Pardoux, Yves Elskens

Publication date: 27 December 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.0801

zbMATH Keywords

Brownian motionWiener processesstochastic equationHamiltonian modelacceleration fieldone-dimension motionparticles flow

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical mechanics of plasmas (82D10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items (2)

Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit ⋮ Diffusion limit of the Vlasov equation in the weak turbulent regime

Cites Work

• On the gap between deterministic and stochastic ordinary differential equations
• Diffusion of a test electron beam in a discrete spectrum of waves propagating along a traveling wave tube
• Finite range of large perturbations in Hamiltonian dynamics
• The Malliavin Calculus and Related Topics
• Stability of low-shear tokamaks
• Statistics of charged particles in external random longitudinal electric fields
• Nonstandard Diffusion Properties of the Standard Map
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