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Density fluctuations in weakly interacting particle systems via the Dean-Kawasaki equation

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arxiv 2303.00429 v2 pith:66AQSDG7 submitted 2023-03-01 math.AP cs.NAmath.NAmath.PR

classification math.APcs.NAmath.NAmath.PR
keywords fluctuationsdean-kawasakiparticledensityequationinteractingsystemsweakly
verification ladder T0 review T1 audit T2 compute T3 formal
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The Dean-Kawasaki equation - one of the most fundamental SPDEs of fluctuating hydrodynamics - has been proposed as a model for density fluctuations in weakly interacting particle systems. In its original form it is highly singular and fails to be renormalizable even by approaches such as regularity structures and paracontrolled distributions, hindering mathematical approaches to its rigorous justification. It has been understood recently that it is natural to introduce a suitable regularization, e.g., by applying a formal spatial discretization or by truncating high-frequency noise. In the present work, we prove that a regularization in form of a formal discretization of the Dean-Kawasaki equation indeed accurately describes density fluctuations in systems of weakly interacting diffusing particles: We show that in suitable weak metrics, the law of fluctuations as predicted by the discretized Dean-Kawasaki SPDE approximates the law of fluctuations of the original particle system, up to an error that is of arbitrarily high order in the inverse particle number and a discretization error. In particular, the Dean-Kawasaki equation provides a means for efficient and accurate simulations of density fluctuations in weakly interacting particle systems.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. OpenAlex reports about 3 citations worldwide. Full citation record

  1. Ill-posedness of the pure-noise Dean-Kawasaki equation

    math.PR 2025-01 conditional novelty 7.0 of 10

    The pure-noise Dean-Kawasaki equation with any bounded drift has no measure-valued martingale solutions.

  2. Stochastic PDE approach to fluctuating interfaces

    math.PR 2024-12 conditional novelty 7.0 of 10

    For a flat immobile interface in a particle system, the interface fluctuation converges, after suitable scaling, to Brownian motion in d=1 and to the stochastic heat equation in d>=2.

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