caa a22 4500 467892008 CHVBK 20180406152751.0 cr unu---uuuuu 170328e20060501xx s 000 0 eng 10.1007/s10955-006-9057-3 doi (NATIONALLICENCE)springer-10.1007/s10955-006-9057-3 The Linear Fokker-Planck Equation for the Ornstein-Uhlenbeck Process as an (Almost) Nonlinear Kinetic Equation for an Isolated N-Particle System [Elektronische Daten] [Michael Kiessling, Carlo Lancellotti] It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in the N→∞ limit) of an isolated N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation. Springer Science+Business Media, Inc., 2006 Kinetic theory nationallicence Kac program nationallicence propagation of chaos nationallicence diffusion equation on a high-dimensional sphere nationallicence Fokker-Planck equation nationallicence Kiessling Michael Department of Mathematics, Rutgers University, 08854, Piscataway, NJ, USA aut Lancellotti Carlo Department of Mathematics, City University of New York-CSI, 10314, Staten Island, NY, USA aut Journal of Statistical Physics Springer US; http://www.springer-ny.com 123/3(2006-05-01), 525-546 0022-4715 123:3<525 2006 123 10955 https://doi.org/10.1007/s10955-006-9057-3 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10955-006-9057-3 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kiessling Michael Department of Mathematics, Rutgers University, 08854, Piscataway, NJ, USA aut NATIONALLICENCE 700 1- Lancellotti Carlo Department of Mathematics, City University of New York-CSI, 10314, Staten Island, NY, USA aut NATIONALLICENCE 773 0- Journal of Statistical Physics Springer US; http://www.springer-ny.com 123/3(2006-05-01), 525-546 0022-4715 123:3<525 2006 123 10955 Metadata rights reserved Springer special CC-BY-NC licence nationallicence SWISSBIB 457549181 BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer