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Scaling Limit of Two-component Interacting Brownian Motions
- Source :
- Ann. Probab. 46, no. 4 (2018), 2038-2063
- Publication Year :
- 2015
- Publisher :
- arXiv, 2015.
-
Abstract
- This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the mechanical properties and interaction parameters depend on the corresponding type of particles. We prove that the hydrodynamic limit of the empirical densities of two types is the solution of a certain quasi-linear parabolic partial differential equation known as the Maxwell-Stefan equation.<br />Comment: 25 pages, Submitted
- Subjects :
- Statistics and Probability
Maxwell–Stefan equation
FOS: Physical sciences
Type (model theory)
01 natural sciences
010104 statistics & probability
Mathematics - Analysis of PDEs
hydrodynamic limit
FOS: Mathematics
Limit (mathematics)
Statistical physics
0101 mathematics
Mathematical Physics
Brownian motion
Mathematics
Interacting Brownian motions
Partial differential equation
Component (thermodynamics)
010102 general mathematics
Probability (math.PR)
strongly coupled parabolic systems
Mathematical Physics (math-ph)
Scaling limit
two-component system
35K55
35Q72
82C22
Statistics, Probability and Uncertainty
Mathematics - Probability
60F10
Analysis of PDEs (math.AP)
Subjects
Details
- Database :
- OpenAIRE
- Journal :
- Ann. Probab. 46, no. 4 (2018), 2038-2063
- Accession number :
- edsair.doi.dedup.....fc73993db58699d82c13b5787d72f122
- Full Text :
- https://doi.org/10.48550/arxiv.1510.04776