Scaling limits of interacting diffusions in domains

被引:0
作者
Chen, Zhen-Qing [1 ]
Fan, Wai-Tong [1 ]
机构
[1] Univ Washington, Dept Math, Seattle, WA 98195 USA
关键词
Hydrodynamic limit; fluctuation; interacting diffusion; reflected diffusion; Dirichlet form; non-linear boundary condition; coupled partial differential equation; martingales; stochastic partial differential equation; Guassian process; CHEMICAL-REACTIONS; PARTICLE-SYSTEMS; FLUCTUATIONS; DISCRETE; THEOREMS; EQUATION; MODEL;
D O I
10.1007/s11464-014-0399-x
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We survey recent effort in establishing the hydrodynamic limits and the fluctuation limits for a class of interacting diffusions in domains. These systems are introduced to model the transport of positive and negative charges in solar cells. They are general microscopic models that can be used to describe macroscopic phenomena with coupled boundary conditions, such as the population dynamics of two segregated species under competition. Proving these two types of limits represents establishing the functional law of large numbers and the functional central limit theorem, respectively, for the empirical measures of the spatial positions of the particles. We show that the hydrodynamic limit is a pair of deterministic measures whose densities solve a coupled nonlinear heat equations, while the fluctuation limit can be described by a Gaussian Markov process that solves a stochastic partial differential equation.
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页码:717 / 736
页数:20
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