A Dean-Kawasaki equation for reaction diffusion systems driven by Poisson noise

Fuente: arXiv
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Main Authors: Spinney, Richard E., Morris, Richard G.
Format: Preprint
Published: 2024
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author Spinney, Richard E.
Morris, Richard G.
author_facet Spinney, Richard E.
Morris, Richard G.
contents We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and Gen., 29 (24), L613, (1996)] through the inclusion of random Poisson fields. Our approach is based on weak interactions, which has the dual benefit that the resulting equations asymptotically converge (in the N to infinity limit) on a variation of a McKean- Vlasov diffusion, whilst still being related to the case of Dean-like strong interactions via a trivial rescaling. Various examples are presented, alongside a discussion of possible extensions to more complicated reaction schemes.
format Preprint
id arxiv_https___arxiv_org_abs_2404_02487
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Dean-Kawasaki equation for reaction diffusion systems driven by Poisson noise
Spinney, Richard E.
Morris, Richard G.
Statistical Mechanics
Probability
We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and Gen., 29 (24), L613, (1996)] through the inclusion of random Poisson fields. Our approach is based on weak interactions, which has the dual benefit that the resulting equations asymptotically converge (in the N to infinity limit) on a variation of a McKean- Vlasov diffusion, whilst still being related to the case of Dean-like strong interactions via a trivial rescaling. Various examples are presented, alongside a discussion of possible extensions to more complicated reaction schemes.
title A Dean-Kawasaki equation for reaction diffusion systems driven by Poisson noise
topic Statistical Mechanics
Probability
url https://arxiv.org/abs/2404.02487