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Evolution of statistical averages: an interdisciplinary proposal using the Chapman-Enskog method

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 Publication date 2014
  fields Physics
and research's language is English




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This work examines the idea of applying the Chapman-Enskog (CE) method for approximating the solution of the Boltzmann equation beyond the realm of physics, using an information theory approach. Equations describing the evolution of averages and their fluctuations in a generalized phase space are established up to first order in the Knudsen parameter, which is defined as the ratio of the time between interactions (mean free time) and a characteristic macroscopic time. Although the general equations here obtained may be applied in a wide range of disciplines, in this paper only a particular case related to the evolution of averages in speculative markets is examined.



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The Chapman-Enskog method of solution of the relativistic Boltzmann equation is generalized in order to admit a time-derivative term associated to a thermodynamic force in its first order solution. Both existence and uniqueness of such a solution are proved based on the standard theory of integral equations. The mathematical implications of the generalization here introduced are thoroughly discussed regarding the nature of heat as chaotic energy transfer in the context of relativity theory.
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The Navier--Stokes transport coefficients of multicomponent granular suspensions at moderate densities are obtained in the context of the (inelastic) Enskog kinetic theory. The suspension is modeled as an ensemble of solid particles where the influence of the interstitial gas on grains is via a viscous drag force plus a stochastic Langevin-like term defined in terms of a background temperature. In the absence of spatial gradients, it is shown first that the system reaches a homogeneous steady state where the energy lost by inelastic collisions and viscous friction is compensated for by the energy injected by the stochastic force. Once the homogeneous steady state is characterized, a emph{normal} solution to the set of Enskog equations is obtained by means of the Chapman--Enskog expansion around the emph{local} version of the homogeneous state. To first-order in spatial gradients, the Chapman--Enskog solution allows us to identify the Navier--Stokes transport coefficients associated with the mass, momentum, and heat fluxes. In addition, the first-order contributions to the partial temperatures and the cooling rate are also calculated. Explicit forms for the diffusion coefficients, the shear and bulk viscosities, and the first-order contributions to the partial temperatures and the cooling rate are obtained in steady-state conditions by retaining the leading terms in a Sonine polynomial expansion. The results show that the dependence of the transport coefficients on inelasticity is clearly different from that found in its granular counterpart (no gas phase). The present work extends previous theoretical results for emph{dilute} multicomponent granular suspensions [Khalil and Garzo, Phys. Rev. E textbf{88}, 052201 (2013)] to higher densities.
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