Scaling limit for interacting Ornstein-Uhlenbeck processes

DOI10.1007/BF02098047MaRDI QIDQ2277675zbMATH OpenFDO

Authors Stefano Olla, S. R. S. Varadhan

Publication date 1991

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02098047

zbMATH Keywords

hydrodynamic scaling limitinteracting Ornstein- Uhlenbeck processesinteracting particlesnonlinear diffusion equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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• Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles.
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• scientific article; zbMATH DE number 1236226

Cites work

• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• Ohrnstein—uhlenbeck process in a random potential
• Scaling limits for interacting diffusions

Cited in

(21)

• Scaling limits for symmetric Itô-Lévy processes in random medium
• Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
• On the scaling theorem for interacting Fleming-Viot processes
• Hydrodynamical limit for a Hamiltonian system with weak noise
• Scaling limits of interacting diffusions with arbitrary initial distributions
• Stationary states of random Hamiltonian systems
• Scaling limit of two-component interacting Brownian motions
• Attractor properties for irreversible and reversible interacting particle systems
• Stationary states and hydrodynamics of FHP cellular automata
• Scaling limit for a mechanical system of interacting particles
• Weak convergence of n-particle systems using bilinear forms
• Scaling limits for interacting diffusions
• Relative entropy and hydrodynamics of Ginzburg-Landau models
• Ornstein-Uhlenbeck limit for the velocity process of an N-particle system interacting stochastically
• Fourier's law for a microscopic model of heat conduction
• Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles.
• On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system
• On the trend to global equilibrium in spatially inhomogeneous entropy-dissipating systems: The linear Fokker-Planck equation
• The Ornstein–Uhlenbeck equation as a limiting case of a successive interactions model
• Coagulation dynamics under environmental noise: scaling limit to SPDE
• Homogenization of Ornstein-Uhlenbeck process in random environment

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