Particle approximation of some Landau equations

Details Particle approximation of some Landau equations Particle approximation of some Landau equations

2008-11-17

arxiv.org/abs/0811.2688v1

Physics

Mathematical Physics

Scientific paper

We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Gu\'erin-M\'el\'eard, we propose a probabilistic interpretation of such a P.D.E. in terms of a nonlinear stochastic differential equation driven by a standard Brownian motion. We derive a numerical scheme, based on a system of $n$ particles driven by $n$ Brownian motions, and study its rate of convergence. We finally deal with the possible extension of our numerical scheme to the case of the Landau equation for soft potentials, and give some numerical results.

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