Fluctuation limit for interacting diffusions with partial annihilations through membranes
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Gaussian processfunctional central limit theoremRobin boundary conditionstochastic partial differential equationBoltzmann-Gibbs principlefluctuation limitinteracting diffusions
Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17)
Abstract: We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This fluctuation limit is a distribution-valued Gaussian Markov process which can be represented as a mild solution of a stochastic partial differential equation. The drift of our fluctuation limit involves a new partial differential equation with nonlinear coupled term on the interface that characterized the hydrodynamic limit of the system. The covariance structure of the Gaussian part consists two parts, one involving the spatial motion of the particles inside the domain and other involving a boundary integral term that captures the boundary interactions between two species. The key is to show that the Boltzmann-Gibbs principle holds for our non-equilibrium system. Our proof relies on generalizing the usual correlation functions to the join correlations at two different times.
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(5)- Gaussian fluctuations for interacting particle systems with singular kernels
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