Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes (Q1102048)
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English | Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes |
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Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes (English)
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1988
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The asymptotic behaviour of a weakly asymmetric exclusion process is studied, as the strength \(\epsilon\) of the asymmetry tends to zero. In this limit a law of large numbers is proved for the empirical measure of the process in macroscopic quantities, i.e. with a diffusive rescaling by the same \(\epsilon\). The limit dynamics is deterministic and satisfies Burger's equation with viscosity. It is also shown, that propagation of chaos holds in this limit. Both proofs are based on nonlinear transformations of the process. The first transformation leads to a stochastic differential equation with a linear drift term. Under the second one the BBGKY hierarchy decouples. With different methods the same results were proved in \textit{A. de Masi}, \textit{E. Presutti} and \textit{E. Scacciatelli}, The weakly asymmetric simple exclusion process. CARR Reports in Math. Phys. No.4/87 (1987). They first prove propagation of chaos and derive the law of large numbers from it. The author of the present paper shortly compares both approaches.
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asymmetric exclusion process
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law of large numbers
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limit dynamics
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Burger's equation
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propagation of chaos
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