Particle approximation of the Wasserstein diffusion

DOI10.1016/J.JFA.2009.10.029zbMATH Open1211.60019arXiv0712.2387OpenAlexW2028025955MaRDI QIDQ971839FDOQ971839

Authors: Sebastian Andres, Max-K. Von Renesse 

Publication date: 17 May 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein Diffusion, assuming that Markov uniqueness holds for the generating Wasserstein Dirichlet form. The proof is based on the variational convergence of an associated sequence of Dirichlet forms in the generalized Mosco sense of Kuwae and Shioya.

Full work available at URL: https://arxiv.org/abs/0712.2387

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zbMATH Keywords

hydrodynamic limitmeasure-valued processesMcKean-Vlasov limitnonlinear fluctuations

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Superprocesses (60J68)

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Cited In (25)

• Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition
• A new approach for the construction of a Wasserstein diffusion
• Dean-Kawasaki dynamics: ill-posedness vs. triviality
• Modified massive Arratia flow and Wasserstein diffusion
• A regularized Dean-Kawasaki model: derivation and analysis
• Upscaling from particle models to entropic gradient flows
• Entropic Measure on Multidimensional Spaces
• Reversible coalescing-fragmentating Wasserstein dynamics on the real line
• The regularised inertial Dean–Kawasaki equation: discontinuous Galerkin approximation and modelling for low-density regime
• On Dean-Kawasaki dynamics with smooth drift potential
• Transportation cost inequalities for Wasserstein diffusions
• Diffusion processes with reflection.
• A Monotone Approximation to the Wasserstein Diffusion
• Condensation of SIP particles and sticky Brownian motion
• Mosco convergence of gradient forms with non-convex interaction potential
• A skew stochastic heat equation
• Structure of the condensed phase in the inclusion process
• Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
• Entropic measure and Wasserstein diffusion
• Dean-Kawasaki equation with initial condition in the space of positive distributions
• Singular perturbations to semilinear stochastic heat equations
• From weakly interacting particles to a regularised Dean-Kawasaki model
• A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
• Two remarks on the Wasserstein Dirichlet form
• Emergence of particle clusters in a one-dimensional model: connection to condensation processes

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