On a particle approximation to the Dean-Kawasaki type equation with logarithmic interactions
Abstract
We consider a class of Dean-Kawasaki type equations on with logarithmic repulsive interactions depending on the inverse temperature and a new spectral approximation to the noise part, which approximately features Otto's metric in . 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 , 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 . As the inverse temperature rises, the regularizing effect of repulsive interactions becomes stronger. We prove that there exists three thresholds depending on the noise such that, when , is a non-atomic measure process in ; when , is absolutely continuous with respect to Lebesgue measure almost surely; when , the expectation of the R\'enyi entropy of 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}
}