Fick law and sticky Brownian motions

Abstract

We consider an interacting particle system in the interval $[1,N]$ with reservoirs at the boundaries. While the dynamics in the channel is the simple symmetric exclusion process, the reservoirs are also particle systems which interact with the given system by exchanging particles. In this paper we study the case where the size of each reservoir is the same as the size of the channel . We will prove that the hydrodynamic limit equation is the heat equation with boundary conditions which relate first and second spatial derivatives at the boundaries for which we will prove the existence and uniqueness of weak solutions. The propagation of chaos property can also be derived.