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Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection
Authors:Carl Graham
Institution:(1) Centre de Mathématiques Appliquées, Ecole Polytechnique URA CNRS 756, F-91128 Palaiseau, France
Abstract:Summary We study a process reflecting in a domain. The process follows Wentzell non-sticky boundary conditions while being adsorbed at the boundary at a certain rate with respect to local time and desorbed at a rate with respect to natural time. We show that when the rates go to infinity with a converging ratio, the process converges to a process with sticky reflection having the limit ratio as the sojourn coefficient. We then study a mean-field interacting system of such particles. We show propagation of chaos to a nonlinear diffusion with sticky reflection when we perform this homogenization simultaneously as the number of particles goes to infinity.
Keywords:60F17  60K35  35K60
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