<p>We propose a new type of SPDEs, singular or with regularized noises, motivated by a study of the fluctuation of the density field in a microscopic interacting particle system. They include a large scaling parameter <i>N</i>, representing the ratio of macroscopic and microscopic sizes, and another scaling parameter <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(K=K(N)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>K</mi> <mo>=</mo> <mi>K</mi> <mo stretchy="false">(</mo> <mi>N</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>, which controls the formation of the interface of size <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(K^{-1/2}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>K</mi> <mrow> <mo>-</mo> <mn>1</mn> <mo stretchy="false">/</mo> <mn>2</mn> </mrow> </msup> </math></EquationSource> </InlineEquation> in the density field. They are derived heuristically from the particle system, assuming the validity of the so-called “Boltzmann-Gibbs principle", that is, a combination of the local ensemble average due to the local ergodicity and its asymptotic expansion. We study a simple situation where the interface is flat and immobile. Under making a proper stretch to the normal direction to the interface, we observe a Gaussian fluctuation of the interface. We also heuristically derive a nonlinear SPDE which describes the fluctuation of the interface.</p>

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Stochastic PDE approach to fluctuating interfaces

  • Tadahisa Funaki

摘要

We propose a new type of SPDEs, singular or with regularized noises, motivated by a study of the fluctuation of the density field in a microscopic interacting particle system. They include a large scaling parameter N, representing the ratio of macroscopic and microscopic sizes, and another scaling parameter \(K=K(N)\) K = K ( N ) , which controls the formation of the interface of size \(K^{-1/2}\) K - 1 / 2 in the density field. They are derived heuristically from the particle system, assuming the validity of the so-called “Boltzmann-Gibbs principle", that is, a combination of the local ensemble average due to the local ergodicity and its asymptotic expansion. We study a simple situation where the interface is flat and immobile. Under making a proper stretch to the normal direction to the interface, we observe a Gaussian fluctuation of the interface. We also heuristically derive a nonlinear SPDE which describes the fluctuation of the interface.