Scaling Limit of Two-component Interacting Brownian Motions
Insuk Seo

TL;DR
This paper investigates the large-scale behavior of a two-component interacting Brownian system, showing that the empirical densities converge to a solution of the Maxwell-Stefan equation, a key PDE in multi-species diffusion.
Contribution
It establishes the hydrodynamic limit of a two-component Brownian motion system with singular interactions, deriving the Maxwell-Stefan equation as the limiting PDE.
Findings
Empirical densities converge to Maxwell-Stefan PDE
System exhibits singular interaction behavior
Hydrodynamic limit proven for two-component system
Abstract
This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the mechanical properties and interaction parameters depend on the corresponding type of particles. We prove that the hydrodynamic limit of the empirical densities of two types is the solution of a certain quasi-linear parabolic partial differential equation known as the Maxwell-Stefan equation.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Advanced Mathematical Modeling in Engineering
