Particle approximation of the Wasserstein diffusion

DOI10.1016/J.JFA.2009.10.029MaRDI QIDQ971839zbMATH OpenOpenAlexFDO

Authors Sebastian Andres, Max-K. Von Renesse

Publication date 17 May 2010

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0712.2387

zbMATH Keywords

hydrodynamic limitmeasure-valued processesMcKean-Vlasov limitnonlinear fluctuations

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Superprocesses (60J68)

Abstract: We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein Diffusion, assuming that Markov uniqueness holds for the generating Wasserstein Dirichlet form. The proof is based on the variational convergence of an associated sequence of Dirichlet forms in the generalized Mosco sense of Kuwae and Shioya.

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Cited in

(25)

• A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
• From weakly interacting particles to a regularised Dean-Kawasaki model
• On Dean-Kawasaki dynamics with smooth drift potential
• Reversible coalescing-fragmentating Wasserstein dynamics on the real line
• Entropic measure and Wasserstein diffusion
• Transportation cost inequalities for Wasserstein diffusions
• Condensation of SIP particles and sticky Brownian motion
• Two remarks on the Wasserstein Dirichlet form
• A new approach for the construction of a Wasserstein diffusion
• Dean-Kawasaki dynamics: ill-posedness vs. triviality
• Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
• The regularised inertial Dean–Kawasaki equation: discontinuous Galerkin approximation and modelling for low-density regime
• Diffusion processes with reflection.
• A Monotone Approximation to the Wasserstein Diffusion
• Structure of the condensed phase in the inclusion process
• Singular perturbations to semilinear stochastic heat equations
• Emergence of particle clusters in a one-dimensional model: connection to condensation processes
• Modified massive Arratia flow and Wasserstein diffusion
• A regularized Dean-Kawasaki model: derivation and analysis
• Dean-Kawasaki equation with initial condition in the space of positive distributions
• Mosco convergence of gradient forms with non-convex interaction potential
• Entropic Measure on Multidimensional Spaces
• Upscaling from particle models to entropic gradient flows
• Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition
• A skew stochastic heat equation

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