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https://hdl.handle.net/1822/16915
Título: | Simple exclusion process : from randomness to determinism |
Autor(es): | Gonçalves, Patrícia |
Palavras-chave: | Particle systems Exclusion dynamics |
Data: | 2011 |
Editora: | Springer |
Revista: | Springer Proceedings in Mathematics |
Resumo(s): | In this work I introduce a classical example of an Interacting Particle System: the Simple Exclusion Process. I present the notion of hydrodynamic limit, which is a Law of Large Numbers for the empirical measure and an heuristic argument to derive from the microscopic dynamics between particles a partial differential equation describing the evolution of the density profile. For the Simple Exclusion Process, in the Symmetric case ($p=1/2$) we will get to the heat equation while in the Asymmetric case ($p\neq{1/2}$) to the inviscid Burgers equation. Finally, I introduce the Central Limit Theorem for the empirical measure and the limiting process turns out to be a solution of a stochastic partial differential equation. |
Tipo: | Artigo em ata de conferência |
URI: | https://hdl.handle.net/1822/16915 |
ISBN: | 9783642114557 |
DOI: | 10.1007/978-3-642-11456-4_27 |
ISSN: | 2190-5614 |
Versão da editora: | http://www.springer.com/mathematics/dynamical+systems/book/978-3-642-11455-7 |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
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Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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author SEP.pdf | Documento Principal | 199,8 kB | Adobe PDF | Ver/Abrir |