带跳SDE及其在Boltzmann方程研究中的应用
批准号:
12101028
项目类别:
青年科学基金项目(C类)
资助金额:
30.0 万元
负责人:
徐丽平
依托单位:
学科分类:
随机分析与随机过程
结题年份:
2024
批准年份:
2021
项目状态:
已结题
项目参与者:
徐丽平
中文摘要
随机微分方程是概率论中重要的研究课题,它在物理,化学,生物,经济,量子场论等领域有着广泛的应用。基于布朗运动的随机微分方程理论已经得到了很好的发展,而带跳随机微分方程因其广泛适用性成为近些年研究的热点,其非连续性增加了研究的难度。本项目致力于研究Levy驱动的SDE的适定性以及与Boltzmann相关的随机粒子系统收敛性。主要包括以下几个问题:(1)一大类Levy过程驱动的SDE强解的存在唯一性;(2)相对软势情形下,Boltzmann方程弱测度解的唯一性;(3)相对软势情形下,随机Nanbu粒子系统的收敛性; 及(4) 相对软势情形下,随机Kac粒子系统的收敛性。
英文摘要
Stochastic differential equation is one of important hot topic in Probability, it is widely applied in physics, chemistry, biology, economy and quantum fields. The theory of SDE driven by Brownian motion has been well developed. However, the jumping SDE is very popular in recent several decades due to its wide application, and its discontinuity increases the research difficulties. This project is to study: (1) The existence and uniqueness of strong solution to the SDE driven by a large class of Levy processes; (2) The uniqueness of weak measure solution for the Boltzmann equation with moderately soft potentials; (3) The rate of convergence of Nanbu's particle system for the Boltzmann equation with moderately soft potentials; and (4) The rate of convergence of Kac's particle system for the Boltzmann equation with moderately soft potentials.
本项目主要研究在初值具有有限指数阶矩的假设下,硬势和硬球情形下没有偏移角度截断的Boltzmann方程相关的Kac粒子系统的收敛性,上临界的几乎不稳定的Hawkes过程尺度变换后的极限定理以及一般勒维过程驱动的随机微分方程的存在唯一性。
国内基金
海外基金