Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles

Christel Tremoulet

Stochastic Processes and their Applications, 2002, vol. 102, issue 1, 139-158

Abstract: We consider a system of interacting Ornstein-Uhlenbeck particles moving in a d-dimensional torus. The interaction between particles is given by a short-range superstable pair potential V. We prove that, in a diffusive scaling limit, the density of particles satisfies a non-linear partial differential equation. This generalizes to higher dimensions a result of Olla and Varadhan (cf. (Comm. Math. Phys. 125 (1993) 523)).

Keywords: Interacting; particles; process; Hydrodynamic; limit; Relative; entropy (search for similar items in EconPapers)
Date: 2002
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