From weakly interacting particles to a regularised Dean--Kawasaki model (1811.06448v3)

Abstract: The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised Dean-Kawasaki model based on second order Langevin dynamics by analysing a system of particles interacting via a pairwise potential. Key tools of our analysis are the propagation of chaos and Simon's compactness criterion. The model we obtain is a small-noise stochastic perturbation of the undamped McKean-Vlasov equation. We also provide a high-probability result for existence and uniqueness for our model.