Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients

Luca Di Persio; Yuri Kondratiev; Viktorya Vardanyan

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arXiv · 2211.03839

Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients

Luca Di Persio·Yuri Kondratiev·Viktorya Vardanyan

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Abstract

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.

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Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan. 2022-11-07. Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients. https://arxiv.org/abs/2211.03839

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