期刊文献+
共找到1篇文章
< 1 >
每页显示 20 50 100
Scaling limits of interacting diffusions in domains
1
作者 Zhen-Qing CHEN Wai-Tong (Louis) FAN 《Frontiers of Mathematics in China》 SCIE CSCD 2014年第4期717-736,共20页
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... 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 popula- tion 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. 展开更多
关键词 Hydrodynamic limit fluctuation interacting diffusion reflecteddiffusion Dirichlet form non-linear boundary condition coupled partiMdifferential equation MARTINGALES stochastic partial differential equation Guassian process
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部