Scaling limit for interacting Ornstein-Uhlenbeck processes
type: Item
instance of: scholarly article
title: Scaling limit for interacting Ornstein-Uhlenbeck processes
zbMATH Open document ID: 0725.60086
DOI: 10.1007/BF02098047
author: Stefano Olla
author: S. R. S. Varadhan
published in: Communications in Mathematical Physics
publication date: 1991-01-01T00:00:00Z
review text: The hydrodynamic scaling limit for a system of interacting particles diffusing on a circle, which was established in the paper reviewed above, is here extended to the case of interacting Ornstein-Uhlenbeck processes. One complication that arises is that the generator of the process of positions and velocities is not symmetric with respect to the equilibrium distribution. It is proved that, as in the above mentioned article, the density of particles in the hydrodynamic limit evolves deterministically in accordance with a nonlinear diffusion equation.
reviewed by: F. Papangelou
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60K35
zbMATH DE Number: 4197096
zbMATH Keywords: hydrodynamic scaling limit
zbMATH Keywords: interacting particles
zbMATH Keywords: interacting Ornstein- Uhlenbeck processes
zbMATH Keywords: nonlinear diffusion equation
MaRDI profile type: Publication
cites work: Q4692653
cites work: Ohrnstein—uhlenbeck process in a random potential
cites work: Scaling limits for interacting diffusions
description: scientific article