ASYMPTOTIC ANALYSIS OF THE FOKKER-PLANCK EQUATION RELATED TO BROWNIAN-MOTION

被引：9
作者：
BANASIAK, J
MIKA, JR
机构：
来源：
MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES | 1994年 / 4卷 / 01期
关键词：
D O I：
10.1142/S0218202594000030
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we apply the modified Chapman-Enskog expansion procedure to find the asymptotic solution of the Fokker-Planck equation related to Brownian motion. We prove that the asymptotic solution is defined by the diffusion equation and show that the difference between the exact and asymptotic solutions is of order epsilon2 where 1/epsilon is related to the magnitude of the collision operator.
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页码：17 / 33
页数：17
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