From Hamiltonian Systems to Compressible Euler Equation driven by additive H\"older noise
Analysis of PDEs
2025-02-25 v2 Probability
Abstract
We derive stochastic compressible Euler Equation from a Hamiltonian microscopic dynamics. We consider systems of interacting particles with H\"older noise and potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical measures associated to the position and velocity of the system converge to the solutions of compressible Euler equations driven by additive H\"older path(noise), in the limit as the particle number tends to infinity, for a suitable scaling of the interactions. Furthermore, explicit rates for the convergence are obtained in Besov and Triebel-Lizorkin spaces. Our proof is based on the It\^o-Wentzell-Kunita formula for Young integral.
Keywords
Cite
@article{arxiv.2309.15947,
title = {From Hamiltonian Systems to Compressible Euler Equation driven by additive H\"older noise},
author = {Jesus Correa and Juan Londoño and Christian Olivera},
journal= {arXiv preprint arXiv:2309.15947},
year = {2025}
}