Related papers: Diffusion-approximation in stochastically forced k…
A new class of models, generalizing Asymmetric Exclusion Process for many parallel interacting channels, is proposed. We couple the models with boundary reservoirs, study boundary-driven phase transitions and show that usually taken…
We study the dynamics of a granular gas heated by the stochastic thermostat. From a Boltzmann description, we derive the hydrodynamic equations for small perturbations around the stationary state that is reached in the long time limit.…
By means of a particle model that includes interactions only via the local particle concentration, we show that hyperballistic diffusion may result. This is done by findng the exact solution of the corresponding non-linear diffusion…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
Hydrodynamic interactions are transmitted by viscous diffusion and sound propagation: the temporal evolution of hydrodynamic interactions by both mechanisms is studied by direct numerical simulation in this paper. The hydrodynamic…
The hydrodynamic limit and Newtonian limit are important in the relativistic kinetic theory. We justify rigorously the validity of the two independent limits from the special relativistic Boltzmann equation to the classical Euler equations…
A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), i(t), Y(t)), where (K(t), i(t)) is an autonomous reversible jump process, with waiting times between two jumps with…
Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
A hybrid stochastic individual-based model of proliferating cells with chemotaxis is presented. The model is expressed by a branching diffusion process coupled to a partial differential equation describing concentration of a chemotactic…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Recently linear dissipative models of the Boltzmann equation have been introduced. In this work, we consider the problem of constructiing suitable hydrodynamic approximations for such models where the mean velocity and the temperature of…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
An exact closure for hydrodynamic variables is rigorously derived from the linear Boltzmann kinetic equation. Our approach, based on spectral theory, structural properties of eigenvectors and the theory of slow manifolds, allows us to…
We derive hydrodynamics of a prototypical one dimensional model, having variable-range hopping, which mimics passive diffusion and ballistic motion of active, or self-propelled, particles. The model has two main ingredients - the hardcore…
We formulate a relativistic hydrodynamic theory for fluids with spin and intrinsic dilation charges. Using an entropy-current analysis, we derive constitutive relations featuring a bulk viscosity and a dilation conductivity governing the…
The particle diffusion in a fluid is a classical topic that dates back to more than one century ago. However, a full solution to this issue still lacks. In this work the velocity autocorrelation function and the diffusion constant are…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…