FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS

DOI10.1142/S0219493705001511MaRDI QIDQ5696261zbMATH OpenFDO

Authors Peter M. Kotelenez

Publication date 18 October 2005

Published in Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Euler schemestochastic dynamicsscaling limitNewtonian dynamicsEinstein-Smoluchowski modeldeterministic coupled oscillatorsstochastic kinematics

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22)

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Cites work

• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
• A mechanical model for the Brownian motion of a convex body
• A mechanical model of Brownian motion
• A stochastic Navier-Stokes equation for the vorticity of a two-dimensional fluid
• A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
• Bounds for the limiting variance of the heavy particle in \(R^ 1\)
• Fractional step method for stochastic evolution equations
• On the Equivalence of Different Approaches to Stochastic Partial Differential Equations
• One-dimensional classical massive particle in the ideal gas
• Towards a unified dynamical theory of the Brownian particle in an ideal gas

Cited in

(7)

• Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics
• Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations
• Diffusive Limit of Random Walks on Tessellations via Generalized Gradient Flows
• Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
• From probabilistic descriptions to deterministic dynamics
• A QUASI-LINEAR STOCHASTIC FOKKER–PLANCK EQUATION IN σ-FINITE MEASURES
• Diffusion limit for many particles in a periodic stochastic acceleration field

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