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arxiv: 1304.4034 · v2 · pith:AMCQZKDXnew · submitted 2013-04-15 · 🧮 math-ph · cond-mat.stat-mech· math.MP· nlin.CD

Ornstein-Uhlenbeck limit for the velocity process of an N-particle system interacting stochastically

classification 🧮 math-ph cond-mat.stat-mechmath.MPnlin.CD
keywords systemvelocityenergyinteractionslimitornstein-uhlenbeckparticleprocess
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An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a $(3N-1)$-dimensional sphere with radius fixed by the total energy. In the $N\rightarrow\infty$ limit, a finite number of velocity components are shown to evolve independently and according to an Ornstein-Uhlenbeck process.

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