Fluctuation limit for interacting diffusions with partial annihilations through membranes

DOI10.1007/S10955-016-1567-ZzbMATH Open1350.60101arXiv1410.5905OpenAlexW1849154782MaRDI QIDQ321346FDOQ321346

Authors: Zhen-Qing Chen, Wai-Tong Louis Fan 

Publication date: 13 October 2016

Published in: Journal of Statistical Physics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1410.5905

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zbMATH Keywords

Gaussian processfunctional central limit theoremRobin boundary conditionstochastic partial differential equationBoltzmann-Gibbs principlefluctuation limitinteracting diffusions

Mathematics Subject Classification ID

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)

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Cited In (5)

• Gaussian fluctuations for interacting particle systems with singular kernels
• Functional central limit theorem for Brownian particles in domains with Robin boundary condition
• Scaling limits of interacting diffusions in domains
• Stochastic PDEs on graphs as scaling limits of discrete interacting systems
• Systems of interacting diffusions with partial annihilation through membranes

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