Abstract
In 2001, Frank 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. This PDE resembles the Stefan problem but has a Neumann type boundary condition. Stochastic methods are used to show existence and uniqueness for this free boundary problem.
Citation
Clayton L. Barnes. "Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier." Ann. Appl. Probab. 30 (4) 1582 - 1613, August 2020. https://doi.org/10.1214/19-AAP1536
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