Hydrodynamic Limits and Fluctuation Limits for Reflected Diffusions with Annihilations on a Membrane

Date: 
Saturday, 24 September, 2022 - 15:30 - 16:30
Venue: 
LSB 222
Seminar Type: 
Workshop on Analysis and Probability
Speaker Name: 
Prof. Wai Tong FAN
Affiliation: 
Indiana University
Abstract: 

Mathematicians and scientists use interacting particle models to gain understanding of the emergence of macroscopic phenomena from microscopic laws of nature. In this talk, I will introduce a class of interacting particle systems that can model the transport of positive and negative charges in solar cells. To connect the microscopic mechanisms with the macroscopic behaviors at two different scales of observations, we prove the hydrodynamic limits and the fluctuation limits for these systems. Proving these two types of limits represents establishing the law of large numbers and the central limit theorem, respectively, for the time-trajectory of the particle densities. We show that the hydrodynamic limit is a pair of deterministic measures whose densities solve a coupled nonlinear heat equations, while the fluctuation limit can be described by a Gaussian Markov process that solves a stochastic partial differential equation. This is joint work with Zhen-Qing Chen.