The evolution of a space—time discrete version of the Newtonian system (1.4) is analyzed on a fixed (macroscopic) time interval [0, ̂t] (cf. (2.9)). The interaction between large and small particles is governed by a twice continuously differentiable odd Rd-valued function G.1 We assume that all partial derivatives up to order 2 are square integrable and that ǀGǀm is integrable for 1 ⩽ m ⩽ 4, where “integrable” refers to the Lebesgue measure on Rd. The function G will be approximated by odd Rd-valued functions G n with bounded supports (cf. (2.1)). Existence of the space—time discrete version of (1.4) is derived employing coarse graining in space and an Euler scheme in time. The mesoscopic limit (2.11) is a system stochastic ordinary differential equation (SODEs) for the positions of the large particles. The SODEs are driven by Gaussian standard space—time white noise that may be interpreted as a limiting centered number density of the small particles. The proof of the mesoscopic limit theorem (Theorem 2.4) is provided in Chap. 3.
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(2008). Deterministic Dynamics in a Lattice Model and a Mesoscopic (Stochastic) Limit. In: Stochastic Ordinary and Stochastic Partial Differential Equations. Stochastic Modelling and Applied Probability formerly: Applications of Mathematics, vol 58. Springer, New York, NY. https://doi.org/10.1007/978-0-387-74317-2_2
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DOI: https://doi.org/10.1007/978-0-387-74317-2_2
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