Abstract
We study an additive-noise approximation to Keller–Segel–Dean–Kawasaki dynamics, which is proposed as an approximate model to the fluctuating hydrodynamics of chemotactically interacting particles around their mean-field limit. As such, the interaction potential is given by the Green’s function associated to Poisson’s equation, which is singular around the origin. Two parameters play a key rôle in the approximation: the noise intensity ε which captures the amplitude of fluctuations (tending to zero as the effective system size tends to infinity) and the correlation length δ which represents the effective scale under consideration. Let δ(ε) → 0 as ε → 0. Under the relative scaling assumption limε→0 ε log(δ(ε)−1 ) = 0 we obtain analogues of law of large numbers and large deviation principles in irregular spaces of distributions using methods of singular stochastic partial differential equations. The same techniques also yield a central limit theorem under the relative scaling limε→0 ε1/2 log(δ(ε)−1 ) = 0. Assuming the more restrictive relative scaling limε→0 ε1/2 δ−γ−2 = 0 for some γ ∈ (−1/2, 0), we also obtain analogues of law of large numbers and large deviation principles in regular function spaces using a mixture of pathwise and probabilistic tools. We further describe consequences of these results relevant to applications of our approximation in studying continuum fluctuations of particle systems.
| Original language | English |
|---|---|
| Article number | 66 |
| Number of pages | 55 |
| Journal | Electronic Journal of Probability |
| Volume | 31 |
| Early online date | 7 Apr 2026 |
| DOIs | |
| Publication status | Published - 7 Apr 2026 |
Funding
A. Martini was supported by the Engineering and Physical Sciences Research Council Doctoral Training Partnerships [grant number EP/R513295/1], by the Lamb & Flag Scholarship of St John’s College, Oxford, and by the European Union [ERC, FluCo, grant agreement no. 101088488]. A. Mayorcas was supported by the DFG research unit FOR2402 and through an extended research invitation by F. Flandoli to SNS Pisa supported by ERC Advanced Grant no. 101053472. Views and opinions expressed are however those of the author(s) only and do not necessarily reflect those of the European Union or of the European Research Council. Neither the European Union nor the granting authority can be held responsible for them.
Keywords
- central limit theorem
- Dean–Kawasaki equation
- fluctuating hydrodynamics
- Keller–Segel equation
- large deviation principle
- law of large numbers
- singular stochastic partial differential equation
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
Fingerprint
Dive into the research topics of 'An additive-noise approximation to Keller–Segel–Dean–Kawasaki dynamics: Small-noise results'. Together they form a unique fingerprint.Cite this
- APA
- Standard
- Harvard
- Vancouver
- Author
- BIBTEX
- RIS