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Well-posedness and fluctuations of the Dean–Kawasaki equation with coloured noise on bounded domains

Abstract:

The Dean–Kawasaki equation was discovered independently in the physics literature by Dean25 and Kawasaki61 in the nineties, when they studied the evolution of the empirical density of a system of mean field interacting particles. The equation was understood only at a formal level until late 2010s, when Konarovskyi, Lehmann and von Renesse64, 63 established a rigorous martingale framework for the equation. In the same works, the authors prove a negative "ill-po...

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
Queen's College
Role:
Author

Contributors

Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Supervisor
ORCID:
0000-0002-0412-142X
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
St Anne's College
Role:
Supervisor
ORCID:
0000-0003-0086-0695


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Funder identifier:
https://ror.org/0439y7842
Grant:
EP/S023925/1
Programme:
EPSRC Centre for Doctoral Training in Mathematics of Random Systems: Analysis, Modelling and Simulation


DOI:
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford

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