Stochastic approximations of the solution of a full Boltzmann equation with small initial data

Meleard, Sylvie. "Stochastic approximations of the solution of a full Boltzmann equation with small initial data." ESAIM: Probability and Statistics 2 (2010): 23-40. <http://eudml.org/doc/197766>.

@article{Meleard2010,
abstract = { This paper gives an approximation of the solution of the Boltzmann equation by stochastic interacting particle systems in a case of cut-off collision operator and small initial data. In this case, following the ideas of Mischler and Perthame, we prove the existence and uniqueness of the solution of this equation and also the existence and uniqueness of the solution of the associated nonlinear martingale problem. 
Then, we first delocalize the interaction by considering a mollified Boltzmann equation in which the interaction is averaged on cells of fixed size which cover the space. In this situation, Graham and Méléard have obtained an approximation of the mollified solution by some stochastic interacting particle systems. Then we consider systems in which the size of the cells depends on the size of the system. We show that the associated empirical measures converge in law to a deterministic probability measure whose density flow is the solution of the full Boltzmann equation. That suggests an algorithm based on the Poisson interpretation of the integral term for the simulation of this solution. },
author = {Meleard, Sylvie},
journal = {ESAIM: Probability and Statistics},
keywords = {Boltzmann equation with small initial data / interacting particle systems / approximation of the solution. ; Boltzmann equation; existence and uniqueness; nonlinear martingale problem; algorithms; associated mean-field interacting particle systems},
language = {eng},
month = {3},
pages = {23-40},
publisher = {EDP Sciences},
title = {Stochastic approximations of the solution of a full Boltzmann equation with small initial data},
url = {http://eudml.org/doc/197766},
volume = {2},
year = {2010},
}

TY - JOUR
AU - Meleard, Sylvie
TI - Stochastic approximations of the solution of a full Boltzmann equation with small initial data
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 2
SP - 23
EP - 40
AB - This paper gives an approximation of the solution of the Boltzmann equation by stochastic interacting particle systems in a case of cut-off collision operator and small initial data. In this case, following the ideas of Mischler and Perthame, we prove the existence and uniqueness of the solution of this equation and also the existence and uniqueness of the solution of the associated nonlinear martingale problem. 
Then, we first delocalize the interaction by considering a mollified Boltzmann equation in which the interaction is averaged on cells of fixed size which cover the space. In this situation, Graham and Méléard have obtained an approximation of the mollified solution by some stochastic interacting particle systems. Then we consider systems in which the size of the cells depends on the size of the system. We show that the associated empirical measures converge in law to a deterministic probability measure whose density flow is the solution of the full Boltzmann equation. That suggests an algorithm based on the Poisson interpretation of the integral term for the simulation of this solution.
LA - eng
KW - Boltzmann equation with small initial data / interacting particle systems / approximation of the solution. ; Boltzmann equation; existence and uniqueness; nonlinear martingale problem; algorithms; associated mean-field interacting particle systems
UR - http://eudml.org/doc/197766
ER -