Work

Diffusion approximation for transport equations with dissipative drifts for time dependent coefficients

Year: 2024

Type: article

Abstract: We consider a generalization of the classical results obtained by Freidlin and Wentzell to consider the case of time-dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the related dynamical systems. We also derive the solution to the associated transport equation as an application.

Source: Infinite Dimensional Analysis Quantum Probability and Related Topics

DOI: 10.1142/s0219025724500206

Authors: Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan

Institutions: University of Verona, National Academy of Sciences of Ukraine, Institute of Mathematics, Dragomanov Ukrainian State University, University of Trento

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W4405853376

FWCI:

Cites: 7

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Related to: 10