The Diffusion Limit of Transport Equations Derived from Velocity-Jump Processes

Abstract

In this paper we study the diffusion approximation to a transport equation that describes the motion of individuals whose velocity changes are governed by a Poisson process. We show that under an appropriate scaling of space and time the asymptotic behavior of solutions of such equations can be approximated by the solution of a diffusion equation obtained via a regular perturbation expansion. In general the resulting diffusion tensor is anisotropic, and we give necessary and sufficient conditions under which it is isotropic. We also give a method to construct approximations of arbitrary high order for large times. In a second paper (Part II) we use this approach to systematically derive the limiting equation under a variety of external biases imposed on the motion. Depending on the strength of the bias, it may lead to an anisotropic diffusion equation, to a drift term in the flux, or to both. Our analysis generalizes and simplifies previous derivations that lead to the classical Patlak--Keller--Segel--Alt...