Diffusion Approximation of Transport Processes with General Reflecting Boundary Conditions

نویسندگان

  • CRISTINA COSTANTINI
  • THOMAS G. KURTZ
چکیده

Diffusion approximations are obtained for time-homogeneous linear transport models with reflecting boundary conditions. The collision kernel is not required to satisfy any balance condition and the scattering kernel on the boundary is general enough to include all examples of boundary conditions known to the authors (with conservation of the number of particles) and, in addition, to model the Debye sheath. The mathematical approach does not rely on Hilbert expansions, but rather on martingale and stochastic averaging techniques.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers

We consider the general one-dimensional time-homogeneous regular diffusion process between two reflecting barriers. An approach based on the Itô formula with corresponding boundary conditions allows us to derive the differential equations with boundary conditions for the Laplace transform of the first passage time and the value function. As examples, the explicit solutions of them for several p...

متن کامل

Asymptotic properties of certain diffusion ratchets with locally negative drift

We consider two reflecting diffusion processes (Xt)t≥0 with a moving reflection boundary given by a non-decreasing pure jump Markov process (Rt)t≥0. Between the jumps of the reflection boundary the diffusion part behaves as a reflecting Brownian motion with negative drift or as a reflecting Ornstein-Uhlenbeck process. In both cases at rate γ(Xt − Rt) for some γ ≥ 0 the reflection boundary jumps...

متن کامل

First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original boundary by a different one. In doing so we establish the existence of the firstpassage time density and provide an upper bound for this function. In the cas...

متن کامل

A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions

We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and drift of the set of particles. Each particle carries a number of internal coordinates which may evolve continuously in time, determined by what we will refer to ...

متن کامل

Modeling boundary measurements of scattered light using the corrected diffusion approximation

We study the modeling and simulation of steady-state measurements of light scattered by a turbid medium taken at the boundary. In particular, we implement the recently introduced corrected diffusion approximation in two spatial dimensions to model these boundary measurements. This implementation uses expansions in plane wave solutions to compute boundary conditions and the additive boundary lay...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004