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Stochastic hydrodynamical limits of particle systems

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Publication:864083
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DOI10.4310/CMS.2006.V4.N3.A3zbMath1108.82029WikidataQ60149130 ScholiaQ60149130MaRDI QIDQ864083

Anders Szepessy, Markos A. Katsoulakis

Publication date: 12 February 2007

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)


zbMATH Keywords

invariant measureIsing modeldendritemaster equationmean-field approximationfluctuationkinetic Monte Carlo methodlarge deviation theorystochastic coarse-graining


Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Numerical solutions to stochastic differential and integral equations (65C30) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)


Related Items (3)

Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models ⋮ A stochastic phase-field model determined from molecular dynamics ⋮ Coarse-grained langevin approximations and spatiotemporal acceleration for kinetic Monte Carlo simulations of diffusion of interacting particles







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