FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS

DOI10.1142/S0219493705001511zbMath1085.60059MaRDI QIDQ5696261

Peter M. Kotelenez

Publication date: 18 October 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

scaling limitstochastic dynamicsEuler schemeNewtonian dynamicsEinstein-Smoluchowski modeldeterministic coupled oscillatorsstochastic kinematics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type ⋮ Diffusive Limit of Random Walks on Tessellations via Generalized Gradient Flows ⋮ Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations ⋮ A QUASI-LINEAR STOCHASTIC FOKKER–PLANCK EQUATION IN σ-FINITE MEASURES

Cites Work

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• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
• A stochastic Navier-Stokes equation for the vorticity of a two-dimensional fluid
• Fractional step method for stochastic evolution equations
• A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
• On the Equivalence of Different Approaches to Stochastic Partial Differential Equations
• A mechanical model for the Brownian motion of a convex body

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