English

On a particle approximation to the Dean-Kawasaki type equation with logarithmic interactions

Probability 2024-12-12 v3

Abstract

We consider a class of Dean-Kawasaki type equations on T\mathbb{T} with logarithmic repulsive interactions depending on the inverse temperature β\beta and a new spectral approximation to the noise part, which approximately features Otto's metric in P(T)\mathbb{P}(\mathbb{T}). Following the idea of intrinsic constructions of Brownian motions on the Wasserstein space, we construct a class of particle models whose fluctuating hydrodynamic limits, denoted as ptβp_t^\beta, are solutions to the martingale problems of this class of equations. Specifically, we give a quantitative convergence rate of the particle approximation, which allows us to identify a unique limit distribution depending on β\beta. As the inverse temperature rises, the regularizing effect of repulsive interactions becomes stronger. We prove that there exists three thresholds 0<λ0λ1<λ20<\lambda_0\leq\lambda_1<\lambda_2 depending on the noise such that, when β>λ0\beta>\lambda_0, ptβp_t^\beta is a non-atomic measure process in P(T)\mathbb{P}(\mathbb{T}); when β>λ1\beta>\lambda_1, ptβp_t^\beta is absolutely continuous with respect to Lebesgue measure almost surely; when β>λ2\beta>\lambda_2, the expectation of the R\'enyi entropy of ptβp_t^\beta satisfies an exponential decay estimate.

Keywords

Cite

@article{arxiv.2204.11309,
  title  = {On a particle approximation to the Dean-Kawasaki type equation with logarithmic interactions},
  author = {Hao Ding},
  journal= {arXiv preprint arXiv:2204.11309},
  year   = {2024}
}