• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to project page

2012 Fiscal Year Final Research Report

Deriving crystallizing probability model from classical mechanics

Research Project

  • PDF
Project/Area Number 21740063
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionUniversity of Tsukuba

Principal Investigator

LIANG Song  筑波大学, 数理物質系, 准教授 (60324399)

Project Period (FY) 2009 – 2012
Keywords確率論
Research Abstract

Put heavy particle(s) into an ideal gas environment, a system consists of infinitely many light particles with a certain initial distribution, and assume that the interactions between particles are non-random. We are interested in the problem of the limit behavior of the heavy particle(s) when the mass of the light particles converges to 0. When there are exact two heavy particles of different types, we proved that the distribution of the considered stochastic process converges to a diffusion with reflecting; for the case where the two heavy particles are of same type with relative efficiency, we found the concrete expression of the candidate limit process by proving the convergence of the corresponding stochastic differential equation. The similar problem with wave environment is also studied for the case with one heavy particle and in one-dimension.

  • Research Products

    (4 results)

All 2012 2010 2009

All Journal Article (3 results) (of which Peer Reviewed: 3 results) Presentation (1 results)

  • [Journal Article] A classical mechanical model of Brownian motion with one particle coupled to a random wave field2012

    • Author(s)
      S. Kusuoka and S. Liang
    • Journal Title

      Stochastic Analysis and Applications

      Volume: Vol. 30, Issue 3 Pages: 493-528

    • DOI

      DOI:10.1080/07362994.2012.668444

    • Peer Reviewed
  • [Journal Article] classical mechanical model of Brownian motion with plural particles2010

    • Author(s)
      S. Kusuoka and S. Liang
    • Journal Title

      Reviews in Mathematical Physics

      Volume: Vol. 22, No. 7 Pages: 733-838

    • DOI

      DOI:10.1142/S0129055X10004077

    • Peer Reviewed
  • [Journal Article] A formula to compute implied volatility, with error estimate2009

    • Author(s)
      Y. Tahara and S. Liang
    • Journal Title

      Interdiscip. Inform. Sci. 15

      Volume: no. 2 Pages: 267-272

    • DOI

      DOI10.4036/iis.2009.267

    • Peer Reviewed
  • [Presentation] Stochastic Hamiltonian equation With Uniform Motion Area2012

    • Author(s)
      Song Liang
    • Organizer
      2012年度確率論シンポジウム
    • Place of Presentation
      京都大学
    • Year and Date
      20121218-21

URL: 

Published: 2014-08-29  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi