Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation (Q6643684)

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scientific article; zbMATH DE number 7949670
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Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation
scientific article; zbMATH DE number 7949670

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    Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation (English)
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    26 November 2024
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    The authors consider a nonlinear stochastic partial differential equation (SPDE) approximation of the Dean-Kawasaki equation for independent particles. Using a duality argument, they derive the order of the weak error between particle system and nonlinear SPDE. Well-posedness, a comparison principle, and an entropy estimate for a class of nonlinear regularized Dean-Kawasaki equations with Itô noise were also shown.
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    Dean-Kawasaki equation
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    nonlinear SPDE
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    weak error analysis
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    Laplace duality
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