Related papers: Diffusion-approximation for a kinetic equation wit…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
This paper considers the asymptotic limit of small aspect ratio between vertical and horizontal spatial scales for viscous isothermal compressible flows. In particular, it is observed that fast vertical acoustic waves arise and induce an…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…
We study the heat equation on a half-space with a linear dynamical boundary condition. Our main aim is to show that, if the diffusion coefficient tends to infinity, then the solutions converge (in a suitable sense) to solutions of the…
We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…
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…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
We examine the validity of the kinetic description of wave turbulence for a model quadratic equation. We focus on the space-inhomogeneous case, which had not been treated earlier; the space-homogeneous case is a simple variant. We determine…
A system of partial differential equations for a diffusion interface model is considered for the stationary motion of two macroscopically immiscible, viscous Newtonian fluids in a three-dimensional bounded domain. The governing equations…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
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…
In this paper, we investigate generalized Carleman kinetic equation for n$\ge$2 and prove convergence towards the solution of equation with fast diffusion or porous medium type, $u_t=\Delta u^m$ ($0\le m\le2$), in its diffusive hydrodynamic…
A quantum kinetic equation is obtained for an inhomogeneous solid having arbitrary gradient concentration and chemical potential. We find, starting from nonequilibrium statistical operator, a new equation to describe atom migration in solid…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
We introduce novel approximate systems for dispersive and diffusive-dispersive equations with nonlinear fluxes. For purely dispersive equations, we construct a first-order, strictly hyperbolic approximation. Local well-posedness of smooth…
In view of the usefulness and importance of the kinetic equation in certain physical problems, the authors derive the explicit solution of a fractional kinetic equation of general character, that unifies and extends earlier results.…
In these notes, we describe the strategy for the derivation of the hydrodynamic limit for a family of long range interacting particle systems of exclusion type with symmetric rates. For $m \in \mathbb{N}:=\{1, 2, \ldots\}$ fixed, the…
The hydrodynamic limit for a kinetic model of chemotaxis is investigated. The limit equation is a non local conservation law, for which finite time blow-up occurs, giving rise to measure-valued solutions and discontinuous velocities. An…
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…