On the existence and uniqueness of SDE describing an n-particle system interacting via a singular potential (Q1067302): Difference between revisions
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Revision as of 09:35, 20 March 2024
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English | On the existence and uniqueness of SDE describing an n-particle system interacting via a singular potential |
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On the existence and uniqueness of SDE describing an n-particle system interacting via a singular potential (English)
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1985
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The system of the stochastic differential equations describing an interacting n-particle system in \(R^{2d}\) is considered: \[ dZ^ i(t)=\sum_{j:j\neq i}\gamma_ j(\nabla H(Z^ i(t)-Z^ j(t)))^{\perp}dt+d\quad W^ i(t),\quad Z^ i(0)=z^ i,\quad i=1,...,n, \] where \(H(z)=g(| z|)\) \((g\in C^ 2(0,+\infty))\) and \((x,y)^{\perp}=(x,-y)\in R^{2d}\). Under a suitable condition on the singularity of g(z) at \(z=0\) and supposing that all constants \(\{\gamma_ i\}\) have the same sign existence and uniqueness of a solution is proved.
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vortex flow
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Navier-Stokes equation
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interacting n-particle system
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