The Landau equation for Maxwellian molecules and the Brownian motion on SO_N( R)

DOI10.1214/EJP.V20-4012MaRDI QIDQ894150zbMATH OpenOpenAlexFDO

Authors François Delarue, Stéphane Menozzi, Eulalia Nualart

Publication date 27 November 2015

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.3127

zbMATH Keywords

large deviationsBrownian motionheat kernel estimatesnonlocal Fokker-Planck equationstochastic analysisLandau equationMaxwellian molecules

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40)

Abstract: In this paper we prove that the spatially homogeneous Landau equation for Maxwellian molecules can be represented through the product of two elementary processes. The first one is the Brownian motion on the group of rotations. The second one is, conditionally on the first one, a Gaussian process. Using this representation, we establish sharp multi-scale upper and lower bounds for the transition density of the Landau equation, the multi-scale structure depending on the shape of the support of the initial condition.

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Cited in

(4)

• Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\)
• Local existence, lower mass bounds, and a new continuation criterion for the Landau equation
• Density analysis of non-Markovian BSDEs and applications to biology and finance
• Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes

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