Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第55回ISCIE「確率システム理論と応用」国際シンポジウム(2023年11月, 東京足立)
Application of Markov Chain Approximation Method to Nonlinear Diffusion Equation
Itsuki Watanabe
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2024 年 2024 巻 p. 68-72

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We consider the high density scaling limit of a stochastic model for nonlinear diffusion which is constructed as a random walk on the discrete torus with a nonlinear diffusion rates. In this paper, we show that the deterministic limit of the stochastic model is governed by the nonlinear diffusion equation by showing the relative compactness and using the continuous mapping theorem.

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© 2024 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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