A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation

DOI10.1016/0304-4149(88)90081-6zbMath0654.60098MaRDI QIDQ1108697

Peter Dittrich

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90081-6

zbMATH Keywords

central limit theorem; reaction-diffusion equation; reflecting boundary conditions; infinite- dimensional Ornstein-Uhlenbeck process; propagation of chaos expansion

Mathematics Subject Classification ID

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60J60: Diffusion processes

60G57: Random measures

60F17: Functional limit theorems; invariance principles

Related Items

Fluctuation limit for interacting diffusions with partial annihilations through membranes, Functional central limit theorem for Brownian particles in domains with Robin boundary condition, Markov properties of the fluctuation limit of a particle system with death, On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes, Fluctuations of one-dimensional Ginzburg-Landau models in nonequilibrium, Nonequilibrium fluctuations in particle systems modelling reaction- diffusion equations, Stability of a class of transformations of distribution-valued processes and stochastic evolution equations, Fluctuations for annihilations of Brownian spheres, Scaling limits of interacting diffusions in domains, Unscaled spatial branging process with interaction: macrospic equation and local equilibrium

Cites Work

• Collective phenomena in interacting particle systems
• Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
• High density limit theorems for nonlinear chemical reactions with diffusion
• A stochastic model of a chemical reaction with diffusion
• Limit laws for a coagulation model of interacting random particles
• Law of large numbers and central limit theorem for linear chemical reactions with diffusion
• Smoluchowski's theory of coagulation in colloids holds rigorously in the Boltzmann-Grad-limit
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