Computing diffusivities from particle models out of equilibrium

Abstract

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have Gaussian fluctuations but is otherwise allowed to undergo arbitrary out of equilibrium evolutions. This could be potentially relevant for particle data obtained from experimental applications. The key idea underlying the method is that finite, yet large, particle systems formally obey stochastic partial differential equations of gradient flow type satisfying a fluctuation-dissipation relation. The strategy is here applied to three classic particle models, namely independent random walkers, a zero range process and a symmetric simple exclusion process in one space dimension, to allow the comparison with analytic solutions.

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• Predicting population extinction in lattice-based birth-death-movement models
• Dean-Kawasaki Dynamics: Ill-posedness vs. Triviality
• From local equilibrium to numerical PDE: Metropolis crystal surface dynamics in the rough scaling limit
• Ill-posedness of the pure-noise Dean-Kawasaki equation