On diffusion approximation of a slow component for solution of stochastic differential equation of Ito

2012/12/09 by Valery Doobko, V. A Doobko, Doobko, V. A
Computer Science · Mathematics · #60J60 60J60 #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60J60

paper · pdf · doi:10.48550/arxiv.1212.1872

6 pages

arxiv created 2012/12/09 · openalex publication_date 2012/12/09 · arxiv updated 2012/12/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these estimations gives the possibility to judge about adequacy of the initial assumption about dynamics of the real processes. Noted, that such an assessment has not been introduced yet, up to date.

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