Work

A Dean–Kawasaki equation for reaction diffusion systems driven by Poisson noise

Year: 2024
Type: article
Abstract: We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean (1996 J. Phys. A: Math. and Gen. 29 L613) through the inclusion of random Poisson fields. Our approach is based on weak interactions, which has the dual benefit that the resulting equations asymptotically converge (in the N → ∞ limit) on a variation of a McKean–Vlasov diffusion, whilst still being related to the case of Dean-like strong interactions via a trivial rescaling. Various examples are presented, alongside a discussion of possible extensions to more complicated reaction schemes.
Language: English
Open Access status: hybrid
Estimated APC paid: $3,165
OpenAlex ID: W4405357240
FWCI: 1.3
Cites: 33
Cited by: 2
Related to: 10