arXiv subjects

P. Sundar

Publications and source records attributed to P. Sundar.

4 recordsLinked to original sources

arXiv2023

Identification and existence of Boltzmann processes

The stochastic differential equation of McKean-Vlasov type is identified such that the Fokker-Planck equation associated to it is the Boltzmann equation. Hence, we call its solutions as Boltzmann processes. They describe the dynamics (in position and velocity) of particles expanding in vacuum in accordance with the Boltzmann equation. Given a solution $f:=$ $\{f(t,x,v\}_{0 \leq t \leq T} $ of the Boltzmann equation, the existence of solutions to the McKean-Vlasov SDE is established for the non-cutoff hard sphere case.

math.PR↗

arXiv2018

Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Error analysis through central limit theorem and moderate deviation asymptotics

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a thorough error analysis is conducted by proving central limit theorem and moderate deviation principle for the error term. The paper is a first step in understanding efficiency of discretization based numerical schemes for estimating invariant distributions, which is comparatively much less studied than the schemes used for generating approximate trajectories of diffusions over finite time intervals. The potential applications of these results also extend to other areas including mathematical physics, parameter inference of ergodic diffusions and analysis of multiscale dynamical systems with averaging.

math.PR↗

arXiv2015

The Enskog Process

The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under natural conditions. The distribution of any solution to the system at each fixed time is shown to be unique. The existence of a probability density for the time-marginals of the velocity is verified in the case where the initial condition is Gaussian, and is shown to be the density of an invariant measure.

math.PR↗

arXiv2008

Large Deviations for the Stochastic Shell Model of Turbulence

In this work we first prove the existence and uniqueness of a strong solution to stochastic GOY model of turbulence with a small multiplicative noise. Then using the weak convergence approach, Laplace principle for so- lutions of the stochastic GOY model is established in certain Polish space. Thus a Wentzell-Freidlin type large deviation principle is established utilizing certain results by Varadhan and Bryc.

math.PR↗