Nonequilibrium fluctuations in particle systems modelling reaction- diffusion equations

DOI10.1016/0304-4149(92)90023-JMaRDI QIDQ1193395zbMATH OpenFDO

Authors Anna De Masi, C. Boldrighini, A. Pellegrinotti

Publication date 27 September 1992

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(92)90023-J

zbMATH Keywords

annihilation ratediscrete particle model with stochastic dynamicsfluctuation fieldinteracting particle systemsmacroscopic continuum limitOrnstein-Uhlenbeck processreaction-diffusion equation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Review text

This paper gives a new example of derivation of a reaction-diffusion equation from a discrete particle model with stochastic dynamics. The basic model (considered by the same authors in a previous paper) consists of particles performing independent random walks on the lattice \(\mathbb{Z}\), the jump times being independently distributed with Poisson distribution of intensity \(\varepsilon^{-2}\), where \(\varepsilon\to 0\) is the parameter that controls the macroscopic continuum limit. At each site \(x\in\mathbb{Z}\) particles are created and destroyed with rates \(q_ +(\eta_ t(x))\), \(q_ -(\eta_ t(x))\), depending on the occupation number \(\eta_ t(x)\) of the site at time \(t\). The functions \(q_ +\) and \(q_ -\) are nonnegative polynomials in the occupation number such that the degree of the annihilation rate \(q_ -\) is larger than that of the creation rate \(q_ +\). As \(\varepsilon\to 0\), the process approximates the solution \(\rho_ t(r)\) (interpreted as the particle density) of a reaction-diffusion equation. In the present paper the process is defined on a periodic lattice \(\mathbb{Z}_ \varepsilon\) with \(\varepsilon^{-2}\) sites. The main result is that the limiting fluctuation field of the system is a generalized Ornstein-Uhlenbeck process whose covariance kernel is given by the solution of a linear equation with coefficients depending on the particle density \(\rho_ t(r)\).

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Cited in

(25)

• Reaction-diffusion equations for interacting particle systems
• Microscopic selection principle for a diffusion-reaction equation
• A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation
• Fluctuations in a nonlinear reaction-diffusion model
• Phase separation and random domain patterns in a stochastic particle model
• Equilibrium fluctuations of gradient reversible particle systems
• Equilibrium fluctuations for a driven tracer particle dynamics
• Asymptotic expansion of the mean-field approximation
• On the size of chaos in the mean field dynamics
• New description of gradual substitution of graft by bone tissue including biomechanical and structural effects, nutrients supply and consumption
• Flux large deviations of independent and reacting particle systems, with implications for macroscopic fluctuation theory
• Switching interacting particle systems: scaling limits, uphill diffusion and boundary layer
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• Non-equilibrium fluctuations for a spatial logistic branching process with weak competition
• Functional central limit theorem for Brownian particles in domains with Robin boundary condition

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