On Dean-Kawasaki dynamics with smooth drift potential (Q2302671)

This paper is devoted to the existence, uniqueness and structure of solutions to the Dean-Kawasaki equation involving both smooth drift interaction potential and a space-time white noise vector field. Such equation appears in macroscopic fluctuation theory and in the models of glass dynamics in nonequilibrium statistical physics. The authors show that the measure-valued solutions exist only in certain parameter regimes in which case they are given by finite Langevin particle systems with mean field interaction. It is also noted that the regularised versions of the Dean-Kawasaki equation can admit non-trivial solutions. The proof of the main theorem is based on a reduction to the simpler case when potential \(F=0\), by means of a Girsanov transform which is combined with an appropriate Itô formula. The latter is obtained by means of an explicit approximation of smooth functionals \(F\) by simple cylindrical functionals in terms of measure-valued versions of Bernstein polynomials, which might be of independent mathematical interest.