Related papers: Diffusion-approximation for a kinetic equation wit…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
We derive a quantitative version of the hydrodynamic limit for an interacting particle system inspired by integrate-and-fire neuron models. More precisely, we show that the $L^2$-speed of convergence of the empirical density of states in a…
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends on some unknown parameter and the…
This work reviews deterministic and diffusion approximations of the stochastic chemical reaction networks and explains their applications. We discuss the added value the diffusion approximation provides for systems with different phenomena,…
We calculate the drag coefficient of a spherical particle suspended in a near-critical binary fluid mixture. To capture the scaling behavior associated with critical adsorption in the strong adsorption regime, we employ the framework of…
We re-derive the equations of motion of dissipative relativistic fluid dynamics from kinetic theory. In contrast to the derivation of Israel and Stewart, which considered the second moment of the Boltzmann equation to obtain equations of…
We consider the weakly asymmetric exclusion process on a bounded interval with particle reservoirs at the endpoints. The hydrodynamic limit for the empirical density, obtained in the diffusive scaling, is given by the viscous Burgers…
We use the hyperbolic subdiffusion equation with fractional time derivatives (the generalized Cattaneo equation) to study the transport process of electrolytes in media where subdiffusion occurs. In this model the flux is delayed in a…
An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
This paper deals with the deterministic particle method for the equation of porous media (with p = 2). We establish a convergence rate in the Wasserstein-2 distance between the approximate solution of the associated nonlinear transport…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
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…
In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…
In the hydrodynamic regime, the evolution of a stochastic lattice gas with symmetric hopping rules is described by a diffusion equation with density-dependent diffusion coefficient encapsulating all microscopic details of the dynamics. This…
A foundational question in relativistic fluid mechanics concerns the properties of the hydrodynamic gradient expansion at large orders. We establish the precise conditions under which this gradient expansion diverges for a broad class of…
In this paper we construct numerical schemes to approximate linear transport equations with slab geometry by diffusion equations. We treat both the case of pure diffusive scaling and the case where kinetic and diffusive scalings coexist.…
The equations of continuum hydrodynamics can be derived from the Boltzmann equation, which describes rarefied gas dynamics at the kinetic level, by means of the Chapman-Enskog expansion. This expansion assumes a small Knudsen number, and as…
In this work we first prove, by formal arguments, that the diffusion limit of nonlinear kinetic equations, where both the transport term and the turning operator are density-dependent, leads to volume-exclusion chemotactic equations. We…
This paper develops a general approach to the derivation of the boundary conditions for hydrodynamic equations for charged and neutral plasma components. It includes both a well-known classical case for pure diffusion, and considers the…