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 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 , or equivalently of large noise intensity, we show that the momenta of all particles converge weakly to 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.
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