Scaling limits of interacting diffusions in domains

Zhen Qing Chen*, Wai Tong Louis Fan

*此作品的通讯作者

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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.

源语言英语
页(从-至)717-736
页数20
期刊Frontiers of Mathematics in China
9
4
DOI
出版状态已出版 - 8月 2014
已对外发布

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