From Hamiltonian Systems to Compressible Euler Equation driven by additive H\"older noise

TL;DR

This paper derives stochastic compressible Euler equations from microscopic particle systems with H"older noise, demonstrating convergence of empirical measures to the PDE solutions with explicit rates, using advanced stochastic calculus techniques.

Contribution

It introduces a rigorous derivation of stochastic Euler equations from particle dynamics with H"older noise, including explicit convergence rates and novel application of Young integral calculus.

Findings

Empirical measures converge to stochastic Euler solutions as particle number increases.

Explicit convergence rates are established in Besov and Triebel-Lizorkin spaces.

The derivation employs the Itô-Wentzell-Kunita formula for Young integrals.

Abstract

We derive stochastic compressible Euler Equation from a Hamiltonian microscopic dynamics. We consider systems of interacting particles with H\"older noise and potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical measures associated to the position and velocity of the system converge to the solutions of compressible Euler equations driven by additive H\"older path(noise), in the limit as the particle number tends to infinity, for a suitable scaling of the interactions. Furthermore, explicit rates for the convergence are obtained in Besov and Triebel-Lizorkin spaces. Our proof is based on the It\^o-Wentzell-Kunita formula for Young integral.