Stochastic hydrodynamical limits of particle systems
DOI10.4310/CMS.2006.V4.N3.A3zbMATH Open1108.82029WikidataQ60149130 ScholiaQ60149130MaRDI QIDQ864083FDOQ864083
Anders Szepessy, Markos Katsoulakis
Publication date: 12 February 2007
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
fluctuationinvariant measureIsing modelkinetic Monte Carlo methoddendritemaster equationmean-field approximationlarge deviation theorystochastic coarse-graining
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Numerical solutions to stochastic differential and integral equations (65C30) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)
Cited In (11)
- Mini-workshop: Particle systems with several conservation laws: fluctuations and hydrodynamic limit
- Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics
- Hydrodynamic limit for particle systems with nonconstant speed parameter
- Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically
- Euler hydrodynamics for attractive particle systems in random environment
- Hydrodynamic limit for a particle system with degenerate rates
- Coarse-grained langevin approximations and spatiotemporal acceleration for kinetic Monte Carlo simulations of diffusion of interacting particles
- A stochastic phase-field model determined from molecular dynamics
- Strong hydrodynamic limit for attractive particle systems on \(\mathbb{Z}\)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models
- Hydrodynamic Limit for a Nongradient Interacting Particle System with Stochastic Reservoirs
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