Begeleider: Dr. Sander Hille
16 maart 2026
Hoe kunnen we de beweging van deeltjes in tijd en ruimte beschrijven?
\[\frac{\partial p}{\partial t} = -\text{div}(J(p))\] \(J(p) \quad\): flux van deeltjesdichtheid \(p\)
Gebied \(V \subseteq \mathbb{R}^n\) symmetrisch
Poisson proces met parameter \(\lambda\)
\[ \underbrace{\frac{\partial}{\partial t} p(\mathbf{x},\mathbf{v},t)}_{\text{verandering in tijd}} \;+\; \underbrace{\mathbf{v} \cdot \nabla_x p(\mathbf{x},\mathbf{v},t)}_{\text{ruimtelijk transport}} \class{mj-dim}{ =-\lambda\, p(\mathbf{x},\mathbf{v},t) + \int_V \lambda\, T(\mathbf{v},\mathbf{v}')\, p(\mathbf{x},\mathbf{v}',t)\, d\mathbf{v}' } \]
\[ \underbrace{\frac{\partial}{\partial t} p(\mathbf{x},\mathbf{v},t)}_{\text{verandering in tijd}} \;+\; \underbrace{\mathbf{v} \cdot \nabla_x p(\mathbf{x},\mathbf{v},t)}_{\text{ruimtelijk transport}} = \underbrace{ -\lambda\, p(\mathbf{x},\mathbf{v},t)}_{\text{sprong vanaf } \mathbf{v}} + \underbrace{\int_V \lambda\, T(\mathbf{v},\mathbf{v}')\, p(\mathbf{x},\mathbf{v}',t)\, d\mathbf{v}'}_{\text{sprongen naar }\mathbf{v}} \]
\[ \frac{\partial}{\partial t}p(\mathbf{x},\mathbf{v},t) = \text{div}(D\nabla_x p(\mathbf{x},\mathbf{v},t)) \]
Onderzoeksvraag
Hoe kunnen stochastische transportmodellen voor velocity-jump processen formeel gerelateerd worden aan deterministische PDE modellen?
\[ \tau_{{\scriptscriptstyle \text{DIFF}}} \sim \mathcal{O}(1), \quad \tau_{{\scriptscriptstyle \text{DRIFT}}} \sim \mathcal{O}\!\left(\frac{1}{\varepsilon}\right), \quad \tau_{{\scriptscriptstyle \text{RUN}}} \sim \mathcal{O}\!\left(\frac{1}{\varepsilon^2}\right) \] \(\varepsilon:\) karakteristieke bewegingssnelheid
\[ \underbrace{\frac{\partial}{\partial t} p(\mathbf{x},\mathbf{v},t)}_{\text{verandering in tijd}} \;+\; \underbrace{\mathbf{v} \cdot \nabla_x p(\mathbf{x},\mathbf{v},t)}_{\text{ruimtelijk transport}} = \underbrace{ -\lambda\, p(\mathbf{x},\mathbf{v},t)}_{\text{sprong vanaf } \mathbf{v}} + \underbrace{\int_V \lambda\, T(\mathbf{v},\mathbf{v}')\, p(\mathbf{x},\mathbf{v}',t)\, d\mathbf{v}'}_{\text{sprongen naar }\mathbf{v}} \]
\[ \mathcal{L}p(\mathbf{v}):=-\lambda p(\mathbf{v}) + \int_V \lambda T(\mathbf{v},\mathbf{v}')p(\mathbf{v}) d\mathbf{v}' \]
\[ \tau_{{\scriptscriptstyle \text{DIFF}}} \sim \mathcal{O}(1), \quad \tau_{{\scriptscriptstyle \text{DRIFT}}} \sim \mathcal{O}\!\left(\frac{1}{\varepsilon}\right), \quad \tau_{{\scriptscriptstyle \text{RUN}}} \sim \mathcal{O}\!\left(\frac{1}{\varepsilon^2}\right) \]
\[ \huge \Downarrow \]
\[ \varepsilon^2\frac{\partial}{\partial t}p(\mathbf{x},\mathbf{v},t) + \varepsilon \mathbf{v}\cdot \nabla_x p(\mathbf{x},\mathbf{v},t) = \mathcal{L}p \]
Ansatz:
\[p(\mathbf{x},\mathbf{v},t) = \sum_{i=0}^{k} p_i(\mathbf{x},\mathbf{v},t)\varepsilon^i + \varepsilon^{k+1}p_{k+1}(\mathbf{x},\mathbf{v},t)\]
Vul in bij:
\[ \varepsilon^2\frac{\partial}{\partial t}p(\mathbf{x},\mathbf{v},t) + \varepsilon \mathbf{v}\cdot \nabla_x p(\mathbf{x},\mathbf{v},t) = \mathcal{L}p \]
\[\begin{align} \varepsilon^0: &\quad \mathcal{L}p_0 = 0\\ \varepsilon^1: &\quad \mathcal{L}p_1 = \mathbf{v}\cdot \nabla p_0\\ \varepsilon^2: &\quad \mathcal{L}p_2 = \frac{\partial p_0}{\partial t} + \mathbf{v}\cdot \nabla p_1\\ &\quad \vdots\\ \varepsilon^i: &\quad \mathcal{L}p_i = \frac{\partial p_{i-2}}{\partial t} + \mathbf{v}\cdot \nabla p_{i-1},\quad 3 \le i \le k+1 \end{align}\]
Laat \(\mathcal{F}: = (\mathcal{L}_{|\langle 1\rangle^\top})^{-1}\)
\[\frac{\partial p_0}{\partial t} = \nabla_x\cdot(D\nabla_x p_0(\mathbf{x},\mathbf{v},t))\]
\[D = -\frac{1}{|V|}\int_V \mathbf{v} \mathcal{F} \mathbf{v} ~ d\mathbf{v}\]
Onrealistische aannames:
\(\Phi_i, i \in \{\tau,\omega\}: ~\)Delay kernel
\[ \left\{ \begin{aligned} \frac{\partial}{\partial t} p(x,v,t) {v \cdot \nabla_x p(x,v,t)} &= -\int_0^t \Phi_\tau(t-s)\, p( x-(t-s)v, v,s)\, ds \\ &\quad + \int_0^t \Phi_\omega(t-s) \int_V T(v,v')\, r(x,v',s)\, dv'\, ds \\ \class{mj-dim}{\frac{\partial}{\partial t} r(x,v,t)} &= \class{mj-dim}{-\int_0^t \Phi_\omega(t-s)\, r(x,v,s)\, ds} \\ &\quad \class{mj-dim}{+ \int_0^t \Phi_\tau(t-s)\, p(x-(t-s)v, v,s)\, ds} \end{aligned} \right. \] \(\Phi_i, i \in \{\tau,\omega\}:\quad\) Delay kernel
\[ \left\{ \begin{aligned} \frac{\partial}{\partial t} p(\mathbf{x},\mathbf{v},t) \mathbf{v} \cdot \nabla_x p(\mathbf{x},\mathbf{v},t) &= -\int_0^t \Phi_\tau(t-s)\, p( \mathbf{x}-(t-s)\mathbf{v}, \mathbf{v},s)\, ds \\ &\quad + \int_0^t \Phi_\omega(t-s) \int_V T(\mathbf{v},\mathbf{v}')\, r(\mathbf{x},\mathbf{v}',s)\, d\mathbf{v}'\, ds \\ \frac{\partial}{\partial t} r(\mathbf{x},\mathbf{v},t) &= {-\int_0^t \Phi_\omega(t-s)\, r(\mathbf{x},\mathbf{v},s)\, ds} \\ &\quad {+ \int_0^t \Phi_\tau(t-s)\, p(\mathbf{x}-(t-s)\mathbf{v}, \mathbf{v},s)\, ds} \end{aligned} \right. \] \(\Phi_i, i \in \{\tau,\omega\}:\quad\) Delay kernel
Vragen?