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The Brownian motion as the limit of a deterministic system of hard-spheres

  • Laboratoire de Probabilités et Modèles Aléatoires
  • PSL research University & IPSL

Research output: Contribution to journalArticlepeer-review

57 Citations (Scopus)

Abstract

We provide a rigorous derivation of the Brownian motion as the limit of a deterministic system of hard-spheres as the number of particles(Formula presented.) goes to infinity and their diameter (Formula presented.) simultaneously goes to (Formula presented.), in the fast relaxation limit (Formula presented.) (with a suitable diffusive scaling of the observation time). As suggested by Hilbert in his sixth problem, we rely on a kinetic formulation as an intermediate level of description between the microscopic and the fluid descriptions: we use indeed the linear Boltzmann equation to describe one tagged particle in a gas close to global equilibrium. Our proof is based on the fundamental ideas of Lanford. The main novelty here is the detailed study of the branching process, leading to explicit estimates on pathological collision trees.

Original languageEnglish
Pages (from-to)493-553
Number of pages61
JournalInventiones Mathematicae
Volume203
Issue number2
DOIs
Publication statusPublished - 1 Feb 2016

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