论文标题
具有耗散漂移的传输方程的扩散近似于时间依赖系数
Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients
论文作者
论文摘要
我们考虑了Freidlin和Wentzell的经典结果对时间依赖的耗散漂移的概括。我们显示了扩散噪声在扩散率参数的零极限与相关动力学系统的零极限中的收敛性。作为应用程序获得了相关传输方程的解决方案。
We consider a generalization of classical results of Freidlin and Wentzell to 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. The solution to the associated transport equation is obtained as an application.