Diffusion limit for the radiative transfer equation perturbed by a Wiener process
Arnaud Debussche (ENS Rennes, IRMAR), Sylvain De Moor (ENS Rennes,, IRMAR), Julien Vovelle (CNRS, ICJ)

TL;DR
This paper rigorously derives a stochastic nonlinear diffusion equation from a radiative transfer equation with random noise, using Hilbert expansions to handle the stochastic perturbations.
Contribution
It introduces a novel rigorous derivation of a stochastic diffusion limit for radiative transfer equations perturbed by Wiener noise, employing advanced expansion techniques.
Findings
Successful derivation of the stochastic diffusion equation
Use of third-order Hilbert expansion to manage noise complexities
Establishment of convergence proof for the stochastic limit
Abstract
The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the estimation of the remainder. The Hilbert expansion has to be done up to order 3 to overcome some diffculties caused by the random noise.
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Biology Tumor Growth · Gas Dynamics and Kinetic Theory
