Evolution of the concentration of particles SPDE

randomness is maintained by this stochastic equation also known as Dean-Kawasaki equation.

formula	partial differential equation	stochastic differential equation

Formula(s) and Quantities

$\partial_{t} c (x, t) = \partial_{x} (c (x, t) (F^{'} * c (\cdot, t)) (x)) + \frac{σ^{2}}{2} \partial_{x x} c (x, t) + \frac{σ}{\sqrt{N}} \partial_{x} \cdot (\sqrt{c (x, t)} ξ (x, t))$
$(F^{'} * c (\cdot, t))$ represents convolution between interaction force and density
$N$ represents number of particles
$σ$ represents mass diffusivity
$ξ$ represents white noise
$c$ represents concentration of particles
$t$ represents time

Further links

Item	Property
mean-field SPDE model	contains

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