Multiple scattering in random mechanical systems and diffusion approximation

DOI10.1007/S00220-013-1788-9MaRDI QIDQ382279zbMATH OpenOpenAlexFDO

Authors Renato Feres, Jasmine Ng, Hongkun Zhang

Publication date 18 November 2013

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.3776

zbMATH Keywords

billiard-type systemsdiffusion limitsiterated scattering chainsItô SDEMarkov chainsmultiple scattering between platesrandom mapsrandom systemsscattering on a rough surfacestationary measuresweak scattering

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical aspects of statistical mechanics (37A60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Boundary theory for Markov processes (60J50) Stochastic particle methods (65C35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with transition probabilities operator P is introduced by assuming that some of the dynamical variables are random with prescribed probability distributions. Of particular interest are systems with weak scattering, which are associated to parametric families of operators P_h, depending on a geometric or mechanical parameter h, that approaches the identity as h goes to 0. It is shown that (P_h -I)/h converges for small h to a second order elliptic differential operator L on compactly supported functions and that the Markov chain process associated to P_h converges to a diffusion with infinitesimal generator L. Both P_h and L are selfadjoint (densely) defined on the space L2(H,{eta}) of square-integrable functions over the (lower) half-space H in R^m, where {eta} is a stationary measure. This measure's density is either (post-collision) Maxwell-Boltzmann distribution or Knudsen cosine law, and the random processes with infinitesimal generator L respectively correspond to what we call MB diffusion and (generalized) Legendre diffusion. Concrete examples of simple mechanical systems are given and illustrated by numerically simulating the random processes.

Review text

The paper addresses emergent random processes (diffusion limits) that model multiple scattering events in classical dynamical systems of billiard type. Examples considered are: (i) weak scattering between two parallel plates, (ii) scattering on a rough surface. The convergence of associated random map operators to a second-order elliptic differential operator on compactly supported functions is analyzed. It is shown that the associated Markov chain process converges to a diffusion and its generator is derived. Stationary measures are identified as Maxwell-Boltzmann and Knudsen cosine distributions. The approximating diffusion processes are specified as the Maxwell-Boltzmann (post-collision) diffusion and generalized Legendre diffusion. Numerical simulations are implemented to give a visual picture of dynamical phenomena at hand.

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Cites work

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Cited in

(5)

• Diffusivity in multiple scattering systems
• Scattering of traveling spots in dissipative systems
• One-dimensional classical scattering processes and the diffusion limit
• Knudsen diffusivity in random billiards: spectrum, geometry, and computation
• Fermi acceleration in rotating drums

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