Random walk, Rayleigh-Kac' scheme and diffusion equation

DOI10.1016/S0034-4877(14)60021-5zbMath1288.82029MaRDI QIDQ2447098

Ryszard Wojnar

Publication date: 24 April 2014

Published in: Reports on Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

diffusion coefficientSmoluchowski's equationlimit transitionsEinstein's formuladifference-differential limitinfinite velocity paradox

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) PDEs in connection with statistical mechanics (35Q82)

Cites Work

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• Two-level diffusion, random walk and uniqueness
• Nonlinear heat equations
• Hydrodynamics in an external field
• Andrei Nikolaevich Kolmogorov (1903-1987)
• The Soret and Dufour effects in statistical dynamics
• Random Walk and the Theory of Brownian Motion
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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