Title of article :
Hydrodynamic limit for interacting Ornstein–Uhlenbeck particles
Author/Authors :
Tremoulet، نويسنده , , Christel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
20
From page :
139
To page :
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 :
Hydrodynamic limit , Interacting particles process , Relative entropy
Journal title :
Stochastic Processes and their Applications
Serial Year :
2002
Journal title :
Stochastic Processes and their Applications
Record number :
1577033
Link To Document :
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