The Dean–Kawasaki Equation and the Structure of Density Fluctuations in Systems of Diffusing Particles

The Dean–Kawasaki equation—a strongly singular SPDE—is a basic equation of fluctuating hydrodynamics; it has been proposed in the physics literature to describe the fluctuations of the density of N independent diffusing particles in the regime of large particle numbers N ≫ 1 . The singular nature of the Dean–Kawasaki equation presents a substantial challenge for both its analysis and its rigorous mathematical justification. Besides being non-renormalisable by the theory of regularity structures by Hairer et al., it has recently been shown to not even admit nontrivial martingale solutions. In the present work, we give a rigorous and fully quantitative justification of the Dean–Kawasaki equation by considering the natural regularisation provided by standard numerical discretisations: We show that structure-preserving discretisations of the Dean–Kawasaki equation may approximate the density fluctuations of N non-interacting diffusing particles to arbitrary order in N^{-1} (in suitable weak metrics). In other words, the Dean–Kawasaki equation may be interpreted as a “recipe” for accurate and efficient numerical simulations of the density fluctuations of independent diffusing particles.