Macroscopic diffusion from a Hamilton-like dynamics (Q358675)

The author observes that taking a diffusive scaling limit (when \(N\rightarrow \infty\)) of the discrete -time discrete-space diffusion Laplace equation \[ \hat{\rho}(i,t)-\hat{\rho}(i,t-1)=\mu(1-\mu)^2(\hat{\rho}(i-1,t-1)\hat{\rho}(i+1,t-1) -2\hat{\rho}(i,t)-1), \;\;\;\;\;|i|<N \] \[ \hat{\rho}(-N,t)-\hat{\rho}(-N,t-1)=\mu(1-\mu)(\hat{\rho}(-N+1,t-1)-\hat{\rho}(-N,t-1)), \] \[ \hat{\rho}(N,t)-\hat{\rho}(N,t-1)=\mu(1-\mu)(\hat{\rho}(N-1,t-1)-\hat{\rho}(N,t-1)), \] where \(\mu\) is a parameter, will yield the usual diffusion equation \[ \partial_t\rho(x,t)=\mu(1-\mu)^2\partial_x^2\rho(x,t),\;\;\;x\in[0,1],\;\;\;t\in\Re_+, \] with Neuman boundary conditions.