### Abstract

Language | English |
---|---|

Journal | Siam Journal on Mathematical Analysis |

Status | Accepted/In press - 11 Jan 2019 |

### Keywords

- math.PR
- math-ph
- math.AP
- math.MP
- 60H15, 35R60

### Cite this

**A regularised Dean-Kawasaki model : derivation and analysis.** / Cornalba, Federico; Shardlow, Tony; Zimmer, Johannes.

Research output: Contribution to journal › Article

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TY - JOUR

T1 - A regularised Dean-Kawasaki model

T2 - Siam Journal on Mathematical Analysis

AU - Cornalba, Federico

AU - Shardlow, Tony

AU - Zimmer, Johannes

N1 - 48 pages, 1 figure

PY - 2019/1/11

Y1 - 2019/1/11

N2 - The Dean-Kawasaki model consists of a nonlinear stochastic partial differential equation featuring a conservative, multiplicative, stochastic term with non-Lipschitz coefficient, and driven by space-time white noise; this equation describes the evolution of the density function for a system of finitely many particles governed by Langevin dynamics. Well-posedness for the Dean-Kawasaki model is open except for the simplest, purely diffusive, case, corresponding to overdamped Langevin dynamics. There, it was recently shown by Lehmann, Konarovskyi, and von Renesse that no regular (non-atomic) solutions exist. We derive and analyse a suitably regularised Dean-Kawasaki model of wave equation type driven by coloured noise, corresponding to second order Langevin dynamics, in one space dimension. The regularisation can be interpreted as considering particles of finite size rather than describing them by atomic measures. We establish existence and uniqueness of a solution. Specifically, we prove a high-probability result for the existence and uniqueness of mild solutions to this regularised Dean-Kawasaki model.

AB - The Dean-Kawasaki model consists of a nonlinear stochastic partial differential equation featuring a conservative, multiplicative, stochastic term with non-Lipschitz coefficient, and driven by space-time white noise; this equation describes the evolution of the density function for a system of finitely many particles governed by Langevin dynamics. Well-posedness for the Dean-Kawasaki model is open except for the simplest, purely diffusive, case, corresponding to overdamped Langevin dynamics. There, it was recently shown by Lehmann, Konarovskyi, and von Renesse that no regular (non-atomic) solutions exist. We derive and analyse a suitably regularised Dean-Kawasaki model of wave equation type driven by coloured noise, corresponding to second order Langevin dynamics, in one space dimension. The regularisation can be interpreted as considering particles of finite size rather than describing them by atomic measures. We establish existence and uniqueness of a solution. Specifically, we prove a high-probability result for the existence and uniqueness of mild solutions to this regularised Dean-Kawasaki model.

KW - math.PR

KW - math-ph

KW - math.AP

KW - math.MP

KW - 60H15, 35R60

M3 - Article

JO - Siam Journal on Mathematical Analysis

JF - Siam Journal on Mathematical Analysis

ER -