English

Diffusion limit for many particles in a periodic stochastic acceleration field

Probability 2014-04-10 v1 Mathematical Physics math.MP Chaotic Dynamics Plasma Physics

Abstract

The one-dimensional motion of any number \cN\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 m0{\mathfrak{m}} \to 0, or equivalently of large noise intensity, we show that the momenta of all NN particles converge weakly to NN 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.

Keywords

Cite

@article{arxiv.0811.0801,
  title  = {Diffusion limit for many particles in a periodic stochastic acceleration field},
  author = {Yves Elskens and Etienne Pardoux},
  journal= {arXiv preprint arXiv:0811.0801},
  year   = {2014}
}

Comments

20 pages

R2 v1 2026-06-21T11:38:35.184Z