SCALING LIMIT OF TWO-COMPONENT INTERACTING BROWNIAN MOTIONS

• 成果类型: Article
• 署名作者: Seo, Insuk
• 署名单位: Seoul National University (SNU)
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/17-AOP1220
• 发表日期: 2018
• 页码: 2038-2063
• 关键词: diffusion; SYSTEM

摘要

This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain form of singular interactions. In particular, the system is a combination of two different types of particles and the mechanical properties and the interaction parameters depend on the corresponding type of particles. We prove that the hydrodynamic limit of the empirical densities of two types is the solution of a partial differential equation known as the Maxwell-Stefan equation.