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Related papers: Scaling limits of Smoluchowski particles

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In the present article we introduce a variant of Smoluchowski's coagulation equation with both position and velocity variables taking a kinetic viewpoint arising as the scaling limit of a system of second-order (microscopic) coagulating…

Analysis of PDEs · Mathematics 2022-11-15 Franco Flandoli , Ruojun Huang , Andrea Papini

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

In all spatial dimensions $d$, we study the static and dynamical properties of a generalized Smoluchowski equation which describes the evolution of a gas obeying a logotropic equation of state, $p=A\ln\rho$. A logotrope can be viewed as a…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis , Clement Sire

We investigate the well-posedness and asymptotic self-similarity of solutions to a generalized Smoluchowski coagulation equation recently introduced by Bertoin and Le Gall in the context of continuous-state branching theory. In particular,…

Probability · Mathematics 2015-03-18 Gautam Iyer , Nicholas Leger , Robert L. Pego

We consider a system composed of a fixed number of particles with total energy smaller or equal to some prescribed value. The particles are non-interacting, indistinguishable and distributed over fixed number of energy levels. The energy…

Probability · Mathematics 2021-03-23 Tomasz M. Łapiński

We develop a rigorous theory of hard-sphere dynamics in the kinetic regime, away from thermal equilibrium. In the low density limit, the empirical density obeys a law of large numbers and the dynamics is governed by the Boltzmann equation.…

Analysis of PDEs · Mathematics 2020-05-20 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…

Probability · Mathematics 2013-04-23 Martin G Riedler , Michele Thieullen

We discuss here the validity of the small mass limit (the so-called Smoluchowski-Kramers approximation) on a fixed time interval for a class of semi-linear stochastic wave equations, both in the case of the presence of a constant friction…

Probability · Mathematics 2016-02-19 Sandra Cerrai , Mark Freidlin , Michael Salins

We describe a basic framework for studying dynamic scaling that has roots in dynamical systems and probability theory. Within this framework, we study Smoluchowski's coagulation equation for the three simplest rate kernels $K(x,y)=2$, $x+y$…

Adaptation and Self-Organizing Systems · Physics 2013-05-16 Govind Menon , Robert L. Pego

We study the validity of the so-called Smoluchowski-Kramers approximation for a two dimensional system of stochastic partial differential equations, subject to a constant magnetic field. As the small mass limit does not yield to the…

Probability · Mathematics 2014-09-03 Sandra Cerrai , Michael Salins

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

Mathematical Physics · Physics 2009-11-10 M. Hairer , G. A. Pavliotis

We consider the following second-order stochastic differential equation on $\mathbb{R}^{2d}$: \begin{equation*} dX_t^m=Y_t^mdt, \quad mdY_t^m=b(X_t^m)dt+\sigma(X_t^m)dB_t-Y^m_tdt, \end{equation*} where $X^m_t$ and $Y^m_t$ represent the…

Probability · Mathematics 2026-02-03 Shiyu Liu , Wei Liu , Lihu Xu

We present a dynamical and spectral study of Ostrowski's map based on the use of transfer operators. The Ostroswki dynamical system is obtained as a skew-product of the Gauss map (it has the Gauss map as a base and interval fibers) and…

Dynamical Systems · Mathematics 2023-07-20 Valérie Berthé , Jungwon Lee

The block counting process with initial state $n$ counts the number of blocks of an exchangeable coalescent ($\Xi$-coalescent) restricted to a sample of size $n$. This work provides scaling limits for the block counting process of regular…

Probability · Mathematics 2022-04-18 Martin Möhle , Benedict Vetter

We study the singular limit of Fokker-Planck equation of polymers density as the dominant time-scale of small scale component of turbulent flow goes to zero. Here, we complete the study of Flandoli-Tahraoui[arXiv:2410.00520] about scaling…

Analysis of PDEs · Mathematics 2025-12-01 Yassine Tahraoui

Consider a system of independent random walks in the discrete torus with creation-annihilation of particles and possible explosion of the total number of particles in finite time. Rescaling space and rates for…

Probability · Mathematics 2015-06-05 Tertuliano Franco , Pablo Groisman

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The…

Mathematical Physics · Physics 2017-03-22 Jürgen Potthoff , Robert Schrader

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

Fluid Dynamics · Physics 2017-09-26 Laurent Chevillard

A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…

Probability · Mathematics 2007-05-23 B. Goldys , B. Maslowski