Scaling limits of interacting diffusions in domains

Zhen Qing Chen*, Wai Tong Louis Fan

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)717-736
Number of pages20
JournalFrontiers of Mathematics in China
Volume9
Issue number4
DOIs
Publication statusPublished - Aug 2014
Externally publishedYes

Keywords

  • Dirichlet form
  • Guassian process
  • Hydrodynamic limit
  • coupled partial differential equation
  • fluctuation
  • interacting diffusion
  • martingales
  • non-linear boundary condition
  • reflected diffusion
  • stochastic partial differential equation

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Chen, Z. Q., & Fan, W. T. L. (2014). Scaling limits of interacting diffusions in domains. Frontiers of Mathematics in China, 9(4), 717-736. https://doi.org/10.1007/s11464-014-0399-x