FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS

DOI10.1142/S0219493705001511zbMATH Open1085.60059MaRDI QIDQ5696261FDOQ5696261

Authors: Peter M. Kotelenez 

Publication date: 18 October 2005

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

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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)

Cites Work

• Title not available (Why is that?)
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
• A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
• A mechanical model of Brownian motion
• On the Equivalence of Different Approaches to Stochastic Partial Differential Equations
• One-dimensional classical massive particle in the ideal gas
• Bounds for the limiting variance of the heavy particle in \(R^ 1\)
• A stochastic Navier-Stokes equation for the vorticity of a two-dimensional fluid
• A mechanical model for the Brownian motion of a convex body
• Towards a unified dynamical theory of the Brownian particle in an ideal gas
• Fractional step method for stochastic evolution equations

Cited In (8)

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

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