Dynamics of Brownian Particles in a Potential

by R. F. Streater; J. Mathematical Phys., 38, 4570-4575, 1997.

ABSTRACT

Let f(x,t) be the density of a cloud of particles, and T(x,t) the temperature at the space-point x at time t. We take space to have dimension d. Let f(x,0) at time 0 be integrable and p-integrable over space, and let T(x,0) at time 0, measurable strictly positive and exponentially bounded in space, be given. We study the coupled system of nonlinear parabolic partial differential equations

\frac{\partial f}{\partial t}={\rm div}\left(\nabla f +\frac{f\nabla V}{T} \right)

\frac{\partial T}{\partial t}=\kappa^\prime\frac{\partial^2T}{\partial x^2}+\kappa\nabla V.\left(\nabla f+\frac{f\nabla V}{T}\right).

with initial data f(x,0) and T(x,0).

We show that there is a unique solution for small times to the coupled nonlinear heat-diffusion equations for f(x,t) and T(x,t) if p is greater than d, nabla V and Delta V being bounded. The method is to show that the integral form of the equation defines a contraction map in a small enough ball around the free solution, in the norm

\begin{math} \|(f(,.,),T(.,.))\|=\int _0^t (\|f(..s)\|_1+\|f( ,s).\|_p)ds +\sup_{x,s\leq t}|T(x,s)| \end{math}

for small t. Our equations have the form of the Fokker-Planck equations of a process X(t). It follows that f(x,t) is the expectation of a process (starting at x) that obeys a stochastic differential equation driven by Brownian motion.

Keywords: Reaction, diffusion, Brownian motion, Smoluchowski, nonlinear.

The paper was reviewed by Lorenza Viola.


Go to my HOME PAGE for links to other papers, coauthors and people I've met.

© by Ray Streater, 14/6/00.