Hydrodynamic limit and Propagation of Chaos for Brownian Particles reflecting from a Newtonian barrier
Abstract
In 2001, Knight constructed a stochastic process modeling the one dimensional interaction of two particles, one being Newtonian in the sense that it obeys Newton's laws of motion, and the other particle being Brownian. We construct a multi-particle analog, using Skorohod map estimates in proving a propagation of chaos and characterizing the hydrodynamic limit as the solution to a PDE with free boundary condition. Stochastic methods are used to show existence and uniqueness for the free boundary problem, and also present an algorithm of approximating the solution.
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.