On confined McKean Langevin processes satisfying the mean no-permeability boundary condition

DOI10.1016/J.SPA.2011.07.006MaRDI QIDQ645593zbMATH OpenOpenAlexFDO

Authors Mireille Bossy, Jean-François Jabir

Publication date 10 November 2011

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2011.07.006

zbMATH Keywords

Lagrangian stochastic modelMcKean Langevin equationmean no-permeability conditionspecular boundary condition

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic particle methods (65C35)

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• A winding problem for a resonator driven by a white noise
• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• On conditional McKean Lagrangian stochastic models
• Reflecting a Langevin process at an absorbing boundary
• Stochastic Lagrangian method for downscaling problems in computational fluid dynamics
• Stochastic downscaling method: application to wind refinement
• Stochastic particle approximations for generalized Boltzmann models and convergence estimates
• The Boltzmann equation and its applications
• The successive hitting times for the integrated Brownian motion
• Turbulent Flows
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Cited in

(12)

• A stable Langevin model with diffusive-reflective boundary conditions
• Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary
• Reflecting a Langevin process at an absorbing boundary
• Stochastic downscaling method: application to wind refinement
• Some limiting laws associated with the integrated Brownian motion
• Lagrangian stochastic models with specular boundary condition
• A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
• Langevin process reflected on a partially elastic boundary. II
• Particle approximation for Lagrangian stochastic models with specular boundary condition
• Boundary Conditions and Subelliptic Estimates for Geometric Kramers-Fokker-Planck Operators on Manifolds with Boundaries
• Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain
• A second order SDE for the Langevin process reflected at a completely inelastic boundary

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