Djurdjevac, Ana and Kremp, Helena and Perkowski, Nicolas
(2022)
*Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation.*
Unpublished
.
(Unpublished)

Full text not available from this repository.

Official URL: https://doi.org/10.48550/arXiv.2212.11714

## Abstract

We consider a nonlinear SPDE approximation of the Dean-Kawasaki equation for independent particles. Our approximation satisfies the physical constraints of the particle system, i.e. its solution is a probability measure for all times (preservation of positivity and mass conservation). Using a duality argument, we prove that the weak error between particle system and nonlinear SPDE is of the order N−1−1/(d/2+1)log(N). Along the way we show well-posedness, a comparison principle and an entropy estimate for a class of nonlinear regularized Dean-Kawasaki equations with Itô noise. Keywords: Dean-Kawasaki equation, weak error analysis, Laplace duality

Item Type: | Article |
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Subjects: | Mathematical and Computer Sciences Mathematical and Computer Sciences > Mathematics Mathematical and Computer Sciences > Mathematics > Applied Mathematics |

Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics |

ID Code: | 3063 |

Deposited By: | Jana Jerosch |

Deposited On: | 23 Jan 2024 11:57 |

Last Modified: | 23 Jan 2024 11:57 |

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