The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 2, Number 3 (1992), 669-694.
Fluctuations in a Nonlinear Reaction-Diffusion Model
A law of large numbers and a central limit theorem are proved for a locally interacting particle system. This system describes a chemical reaction with diffusion with linear creation and quadratic annihilation of particles. The deterministic limit is the solution of a nonlinear reaction-diffusion equation defined on an $n$-dimensional unit cube. The law of large numbers holds for any dimension $n$ and arbitrary times, whereas the central limit theorem holds only for dimension $n \leq 3$ and on a certain bounded time interval (depending on the initial distribution and on the creation rate). A propagation of chaos expansion of the correlation functions is used.
Ann. Appl. Probab., Volume 2, Number 3 (1992), 669-694.
First available in Project Euclid: 19 April 2007
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Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43]
Secondary: 60G57: Random measures 60H15: Stochastic partial differential equations [See also 35R60] 35K55: Nonlinear parabolic equations 60F17: Functional limit theorems; invariance principles 60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [See also 92Dxx]
Nonlinear reaction-diffusion equation locally interacting particle system thermodynamic limit Gaussian limit van Kampen's approximation propagation of chaos BBGKY hierearchy stochastic evolution equations spatially inhomogeneous population growth
Kotelenez, Peter. Fluctuations in a Nonlinear Reaction-Diffusion Model. Ann. Appl. Probab. 2 (1992), no. 3, 669--694. doi:10.1214/aoap/1177005654. https://projecteuclid.org/euclid.aoap/1177005654