Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations
Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations
Abstract We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation associated with this process is the linear BGK kinetic transport equation. We derive a …