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A stochastic particle system modeling the Carleman equation

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Abstract

Two species of Brownian particles on the unit circle are considered; both have diffusion coefficient σ>0 but different velocities (drift), 1 for one species and −1 for the other. During the evolution the particles randomly change their velocity: if two particles have the same velocity and are at distance ⩽ε (ε being a positive parameter), they both may simultaneously flip their velocity according to a Poisson process of a given intensity. The analogue of the Boltzmann-Grad limit is studied when ε goes to zero and the total number of particles increases like ε−1. In such a limit propagation of chaos and convergence to a limiting kinetic equation are proven globally in time, under suitable assumptions on the initial state. If, furthermore, σ depends on ε and suitably vanishes when ε goes to zero, then the limiting kinetic equation (for the density of the two species of particles) is the Carleman equation.

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Dedicated to the memory of Paola Calderoni.

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Caprino, S., De Masi, A., Presutti, E. et al. A stochastic particle system modeling the Carleman equation. J Stat Phys 55, 625–638 (1989). https://doi.org/10.1007/BF01041601

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  • DOI: https://doi.org/10.1007/BF01041601

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