Related papers: Diffusion-approximation in stochastically forced k…
We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation of the velocity operator. Under some mixing hypotheses on the stochastic perturbation, we establish a diffusion-approximation result: the…
In this paper we study the hydrodynamic (small mass approximation) limit of a Fokker-Planck equation. This equation arises in the kinetic description of the evolution of a particle system immersed in a viscous Stokes flow. We discuss two…
We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We study the stochastic fractional diffusive limit of a kinetic equation involving a small parameter and perturbed by a smooth random term. Generalizing the method of perturbed test functions, under an appropriate scaling for the small…
This paper is devoted to hydrodynamic limits of linear kinetic equations when the thermodynamical equilibrium is described by a heavy-tail distribution function rather than a Maxwellian distribution. We show that the long time/small mean…
In recent works it has been demonstrated that using an appropriate rescaling, linear Boltzmann-type equations give rise to a scalar fractional diffusion equation in the limit of a small mean free path. The equilibrium distributions are…
The open problem of derivation of the relativistic Vlasov equation for the systems of charged particles moving with the velocities up to the speed of light and creating the electromagnetic field in accordance with the full set of the…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
By solving a simple kinetic equation, in the relaxation time approximation, and for a particular set of moments of the distribution function, we establish a set of equations which, on the one hand, capture exactly the dynamics of the…
We study a kinetic toy model for a spray of particles immersed in an ambient fluid, subject to some additional random forcing given by a mixing, space-dependent Markov process. Using the perturbed test function method, we derive the…
The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…
Generalized hydrodynamic theory, which does not rest on the requirement of a local equilibrium, is derived in the long-wave limit of a kinetic equation. The theory bridges the whole frequency range between the quasistatic (Navier-Stokes)…
Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…
In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…
The generalised hydrodynamic theory of an electron gas, which does not rely on an assumption of a local equilibrium, is derived as the long-wave limit of a kinetic equation. Apart from the common hydrodynamics variables the theory includes…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…