Hydrodynamic limits and propagation of chaos for interacting random walks in domains

DOI10.1214/16-AAP1208MaRDI QIDQ2403129zbMATH OpenOpenAlexFDO

Authors Zhen-Qing Chen, Wai-Tong (Louis) Fan

Publication date 15 September 2017

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.2325

zbMATH Keywords

random walkisoperimetric inequalityheat kernelinteracting particle systempropagation of chaoshydrodynamic limitboundary local timeannihilationreflecting diffusioncoupled nonlinear partial differential equationDuhamel tree expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Abstract: A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport of positive and negative charges in a solar cell or the population dynamics of two segregated species under competition. We show that in the macroscopic limit, the particle densities converge to the solution of a coupled nonlinear heat equations. For this, we first prove that propagation of chaos holds by establishing the uniqueness of a new BBGKY hierarchy. A local central limit theorem for reflected diffusions in bounded Lipschitz domains is also established as a crucial tool.

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