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Scaling Limit of Two-component Interacting Brownian Motions

Authors :
Insuk Seo
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

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