某些Landau方程的粒子近似
Particle approximation of some Landau equations
摘要:
考虑一类非线性偏微分方程,包括麦克斯韦(或伪麦克斯韦)分子的空间齐次Fokker-Planck-Landau方程。继续Fontbona-Guérin-Méléard的工作,我们提出了一个概率解释这样一个P.D.E.用标准布朗运动驱动的非线性随机微分方程表示。基于$n$布朗运动驱动的$n$粒子系统,导出了一个数值格式,并研究了其收敛速度.最后,我们讨论了将我们的数值方法推广到软势朗道方程的可能性,并给出了一些数值结果。
英文摘要:
We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Guérin-Méléard, we propose a probabilistic interpretation of such a P.D.E. in terms of a nonlinear stochastic differential equation driven by a standard Brownian motion. We derive a numerical scheme, based on a system of $n$ particles driven by $n$ Brownian motions, and study its rate of convergence. We finally deal with the possible extension of our numerical scheme to the case of the Landau equation for soft potentials, and give some numerical results.
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