关于sinai型随机环境中由水动力极限导出的非线性SPDE

IF 1.4 2区 数学 Q2 STATISTICS & PROBABILITY
C. Landim, Carlos G. Pacheco, S. Sethuraman, Jianfei Xue
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引用次数: 0

摘要

随着近年来非线性SPDE的发展,需要对粗糙噪声进行平滑处理,人们自然会研究用这些方程描述宏观演化并具有内建平滑的相互作用粒子系统。在本文中,我们的主要结果是推导出病态一维SPDE∂ρ = 1 2∆Φ(ρ) - 2∇(W ' Φ(ρ))的正则化版本,其中空间白噪声W '被正则化W ' ε取代,作为ε-正则化sinai型随机环境中零范围相互作用粒子系统的淬灭和退火流体动力极限。对非正则西奈型随机环境中独立粒子的退火平均水动力极限进行了计算。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On a nonlinear SPDE derived from a hydrodynamic limit in a Sinai-type random environment
With the recent developments on nonlinear SPDE’s, where smoothing of rough noises is needed, one is naturally led to study interacting particle systems whose macroscopic evolution is described by these equations and which possess an in-built smoothing. In this article, our main results are to derive regularized versions of the ill-posed one dimensional SPDE ∂tρ = 1 2 ∆Φ(ρ)− 2∇ ( W ′Φ(ρ) ) , where the spatial white noise W ′ is replaced by a regularization W ′ ε, as quenched and annealed hydrodynamic limits of zero-range interacting particle systems in ε-regularized Sinai-type random environments. Some computations are also made about annealed mean hydrodynamic limits in unregularized Sinai-type random environments with respect to independent particles.
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来源期刊
Annals of Applied Probability
Annals of Applied Probability 数学-统计学与概率论
CiteScore
2.70
自引率
5.60%
发文量
108
审稿时长
6-12 weeks
期刊介绍: The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.
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