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

DOI10.1214/EJP.V20-4012zbMATH Open1328.60159arXiv1406.3127OpenAlexW1651042827MaRDI QIDQ894150FDOQ894150

Stéphane Menozzi, François Delarue, Eulalia Nualart

Publication date: 27 November 2015

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

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.

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)

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

This page was built for publication: The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q894150)