Diffusion limit for many particles in a periodic stochastic acceleration field

DOI10.1214/09-AAP671MaRDI QIDQ614114zbMATH OpenOpenAlexFDO

Authors Y. Elskens, Etienne Pardoux

Publication date 27 December 2010

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0811.0801

zbMATH Keywords

acceleration fieldBrownian motionHamiltonian modelone-dimension motionparticles flowstochastic equationWiener processes

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic functional-differential equations (34K50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical mechanics of plasmas (82D10)

Abstract: The one-dimensional motion of any number $cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener processes. In the limit of vanishing particle mass $mathfrakmo0$, or equivalently of large noise intensity, we show that the momenta of all $N$ particles converge weakly to $N$ independent Brownian motions, and this convergence holds even if the noise is periodic. This justifies the usual application of the diffusion equation to a family of particles in a unique stochastic force field. The proof rests on the ergodic properties of the relative velocity of two particles in the scaling limit.

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Cited in

(12)

• Limit velocity for a driven particle in a random medium with mass aggregation
• The stochastic acceleration problem in two dimensions
• An estimate of the convergence rate in diffusion approximation of a particle motion under random forcing
• Stochastic acceleration in an inhomogeneous time random force field
• Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit
• Limit behaviour of diffusion in high-contrast periodic media and related Markov semigroups
• Diffusion limit of the Vlasov equation in the weak turbulent regime
• scientific article; zbMATH DE number 6730027 (Why is no real title available?)
• Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics
• Diffusive behavior for randomly kicked Newtonian particles in a spatially periodic medium
• About the derivation of the quasilinear approximation in plasma physics
• Diffusion in a weakly random Hamiltonian flow

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