Stochastic hydrodynamical limits of particle systems

DOI10.4310/CMS.2006.V4.N3.A3MaRDI QIDQ864083zbMATH OpenWikidataFDO

Authors Anders Szepessy, Markos Katsoulakis

Publication date 12 February 2007

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/CMS.2006.V4.N3.A3

zbMATH Keywords

dendritefluctuationinvariant measureIsing modelkinetic Monte Carlo methodlarge deviation theorymaster equationmean-field approximationstochastic coarse-graining

Mathematics Subject Classification ID

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)

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Cited in

(11)

• Coarse-grained langevin approximations and spatiotemporal acceleration for kinetic Monte Carlo simulations of diffusion of interacting particles
• 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
• Mini-workshop: Particle systems with several conservation laws: fluctuations and hydrodynamic limit
• A stochastic phase-field model determined from molecular dynamics
• Hydrodynamic Limit for a Nongradient Interacting Particle System with Stochastic Reservoirs
• Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics
• Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models
• Strong hydrodynamic limit for attractive particle systems on \(\mathbb{Z}\)
• Hydrodynamic limit for a particle system with degenerate rates

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