Diffusion approximation for transport equations with dissipative drifts for time dependent coefficients
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.
Authors
- Viktorya Vardanyan (ORCID: https://orcid.org/0009-0008-5146-205X)
- Luca Di Persio (ORCID: https://orcid.org/0000-0002-0317-4351)
- Yuri Kondratiev
Institutions
- University of Verona (IT)
- National Academy of Sciences of Ukraine (UA)
- Institute of Mathematics (UA)
- University of Trento (IT)
- Dragomanov Ukrainian State University (UA)
Publication Details
- Journal
- Infinite Dimensional Analysis Quantum Probability and Related Topics
- Published
- 2024-12-27
- DOI
- https://doi.org/10.1142/s0219025724500206
- Primary Topic
- Advanced Mathematical Modeling in Engineering
- Type
- article
- Field-Weighted Citation Impact
- 0.00