Abstract
Consider a system of independent random walks in the discrete torus with creation-annihilation of particles and possible explosion of the total number of particles in finite time. Rescaling space and rates for diffusion/creation/annihilation of particles, we obtain a strong law of large numbers for the density of particles in the supremum norm. The limiting object is a classical solution to the semilinear heat equation ∂ t u=∂ xx u+f(u). If f(u)=u p, 1<p≤3, we also obtain a law of large numbers for the explosion time.
Similar content being viewed by others
References
Arnold, L., Theodosopulu, M.: Deterministic limit of the stochastic model of chemical reactions with diffusion. Adv. Appl. Probab. 12(2), 367–379 (1980)
Bandle, C., Brunner, H.: Blowup in diffusion equations: a survey. J. Comput. Appl. Math. 97(1–2), 3–22 (1998)
Blount, D.: Comparison of stochastic and deterministic models of a linear chemical reaction with diffusion. Ann. Probab. 19(4), 1440–1462 (1991)
Blount, D.: Law of large numbers in the supremum norm for a chemical reaction with diffusion. Ann. Appl. Probab. 2(1), 131–141 (1992)
Chen, X.-Y.: Uniqueness of the ω-limit point of solutions of a semilinear heat equation on the circle. Proc. Jpn. Acad., Ser. A, Math. Sci. 62(9), 335–337 (1986)
Chen, X.-Y., Matano, H.: Convergence, asymptotic periodicity, and finite-point blow-up in one-dimensional semilinear heat equations. J. Differ. Equ. 78(1), 160–190 (1989)
Galaktionov, V.A., Vázquez, J.L.: The problem of blow-up in nonlinear parabolic equations. Discrete Contin. Dyn. Syst. 8(2), 399–433 (2002). Current developments in partial differential equations, Temuco (1999)
Kipnis, C., Landim, C.: Scaling Limits of Interacting Particle Systems. Grundlehren der mathematischen Wissenschaften, vol. 320. Springer, Berlin (1999)
Kotelenez, P.: Law of large numbers and central limit theorem for linear chemical reactions with diffusion. Ann. Probab. 14(1), 173–193 (1986)
Kotelenez, P.: High density limit theorems for nonlinear chemical reactions with diffusion. Probab. Theory Relat. Fields 78(1), 11–37 (1988)
Mourragui, M.: Hydrodynamic limit for a jump, birth and death process (Limite hydrodynamique d’un processus de sauts, de naissances et de morts). C. R. Acad. Sci., Paris, Sér. I 316(9), 921–924 (1993)
Norris, J.R.: Markov Chains. Cambridge Series in Statistical and Probabilistic Mathematics. Cambridge University Press, Cambridge (July 1998)
Pao, C.V.: Nonlinear Parabolic and Elliptic Equations. Plenum Press, New York (1992)
Quittner, P., Souplet, P.: Superlinear Parabolic Problems. Birkhäuser Advanced Texts: Basler Lehrbücher (Birkhäuser Advanced Texts: Basel Textbooks). Birkhäuser, Basel (2007). Blow-up, global existence and steady states
Samarskii, A.A., Galaktionov, V.A., Kurdyumov, S.P., Mikhailov, A.P.: Blow-Up in Quasilinear Parabolic Equations. de Gruyter Expositions in Mathematics, vol. 19. de Gruyter, Berlin (1995). Translated from the 1987 Russian original by Michael Grinfeld and revised by the authors
Vázquez, J.L.: The Porous Medium Equation. Oxford Mathematical Monographs. Clarendon Press/Oxford University Press, Oxford (2007). Mathematical theory
Velázquez, J.J.L.: Local behaviour near blow-up points for semilinear parabolic equations. J. Differ. Equ. 106(2), 384–415 (1993)
Weissler, F.B.: Semilinear evolution equations in Banach spaces. J. Funct. Anal. 32(3), 277–296 (1979)
Acknowledgements
We want to thank Pablo Ferrari, Milton Jara and Mariela Sued for fruitful discussions.
PG is partially supported by UBACyT 20020090100208, ANPCyT PICT No. 2008-0315 and CONICET PIP 2010-0142 and 2009-0613. TF acknowledges support from ANPCyT Argentina through a post-doctoral fellowship.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Franco, T., Groisman, P. A Particle System with Explosions: Law of Large Numbers for the Density of Particles and the Blow-Up Time. J Stat Phys 149, 629–642 (2012). https://doi.org/10.1007/s10955-012-0621-8
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10955-012-0621-8