A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation (Q1108697)
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English | A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation |
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A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation (English)
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1988
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Consider a reaction-diffusion equation on [0,1], where the diffusion is determined by the Laplacian (with reflecting boundary conditions) and the reaction consists of (quadratic) killing. Denote its solution by X. It is shown that for a certain locally interacting measure-valued particle system \(X^{\epsilon}\) (\(\epsilon\) corresponds to the mass of the particles) \(\epsilon^{-1/2}(X^{\epsilon}-X)\) converges weakly to an infinite-dimensional Ornstein-Uhlenbeck process. This (central limit theorem) holds on a bounded time interval, where the upper bound of the time interval is determined by the initial distribution of \(X^{\epsilon}\). A propagation of chaos expansion is used.
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reaction-diffusion equation
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reflecting boundary conditions
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infinite- dimensional Ornstein-Uhlenbeck process
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central limit theorem
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propagation of chaos expansion
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