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Scaling limits of interacting diffusions in domains
Authors:Zhen-Qing Chen  Wai-Tong Louis Fan
Institution:1. Department of Mathematics, University of Washington, Seattle, WA, 98195, USA
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.
Keywords:Hydrodynamic limit  fluctuation  interacting diffusion  reflecteddiffusion  Dirichlet form  non-linear boundary condition  coupled partiMdifferential equation  martingales  stochastic partial differential equation  Guassian process
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