Multiple scattering in random mechanical systems and diffusion approximation

DOI10.1007/S00220-013-1788-9zbMATH Open1282.37012arXiv1208.3776OpenAlexW2090502375MaRDI QIDQ382279FDOQ382279

Authors: Renato Feres, Jasmine Ng, Hongkun Zhang 

Publication date: 18 November 2013

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

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.

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

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zbMATH Keywords

Markov chainsdiffusion limitsrandom mapsrandom systemsstationary measuresbilliard-type systemsiterated scattering chainsmultiple scattering between platesscattering on a rough surfaceweak scatteringItô SDE

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical aspects of statistical mechanics (37A60) 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)

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Cited In (5)

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

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