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This IMA Volume in Mathematics and its Applications HYDRODYNAMIC BEHAVIOR AND INTERACTING PARTICLE SYSTEMS is in part the proceedings of a workshop which was an integral part of the 1985-86 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) Wendell Fleming Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especially thank the Program Organizer, George Papanicolaou for orga nizing a workshop which brought together scientists and mathematicians in a variety of areas for a fruitful exchange of ideas. George R. Sell Hans Weinberger PREFACE A workshop on the hydrodynamic behavior of interacting particle systems was held at the Institute for Mathematics and its Applications at the University of Minnesota during the week of March 17, 1986. Fifteen papers presented at the workshop are collected in this volume. They contain research in several different directions that are currently being pursued. The paper of Chaikin, Dozier and Lindsay is concerned with experimental results on suspensions in regimes where modern mathematical methods could be useful. The paper of Fritz gives an introduction to these methods as does the paper of Spohn. Analytical methods currently used by in the physics and chemistry literature are presented in the paper of Freed, Wang and Douglas. The paper of Caflisch deals with time dependent effects in sedimentation.
This book has been long awaited in the "interacting particle systems" community. Begun by Claude Kipnis before his untimely death, it was completed by Claudio Landim, his most brilliant student and collaborator. It presents the techniques used in the proof of the hydrodynamic behavior of interacting particle systems.
This book has been long awaited in the "interacting particle systems" community. Begun by Claude Kipnis before his untimely death, it was completed by Claudio Landim, his most brilliant student and collaborator. It presents the techniques used in the proof of the hydrodynamic behavior of interacting particle systems.
Using examples from finance and modern warfare to the flocking of birds and the swarming of bacteria, the collected research in this volume demonstrates the common methodological approaches and tools for modeling and simulating collective behavior. The topics presented point toward new and challenging frontiers of applied mathematics, making the volume a useful reference text for applied mathematicians, physicists, biologists, and economists involved in the modeling of socio-economic systems.
1. Objective and Scope Bubbles, drops and rigid particles occur everywhere in life, from valuable industrial operations like gas-liquid contracting, fluidized beds and extraction to such vital natural processes as fermentation, evaporation, and sedimentation. As we become increasingly aware of their fundamental role in industrial and biological systems, we are driven to know more about these fascinating particles. It is no surprise, therefore, that their practical and theoretical implications have aroused great interest among the scientific community and have inspired a growing number of studies and publications. Over the past ten years advances in the field of small Reynolds numbers flows and their technological and biological applications have given rise to several definitive monographs and textbooks in the area. In addition, the past three decades have witnessed enormous progress in describing quantitatively the behaviour of these particles. However, to the best of our knowledge, there are still no available books that reflect such achievements in the areas of bubble and drop deformation, hydrodynamic interactions of deformable fluid particles at low and moderate Reynolds numbers and hydrodynamic interactions of particles in oscillatory flows. Indeed, only one more book is dedicated entirely to the behaviour of bubbles, drops and rigid particles ["Bubbles, Drops and Particles" by Clift et al. (1978)] and the authors state its limitations clearly in the preface: "We treat only phenomena in which particle-particle interactions are of negligible importance. Hence, direct application of the book is limited to single-particle systems of dilute suspensions.
In this thesis, we pioneer the use of Skorohod maps in establishing the hydrodynamic behavior of an interacting particle system. This technique has the benefit of using stochastic methods to show both existence and uniqueness of the resulting PDE with free boundary condition. In 2001, Frank Knight constructed a stochastic process modeling the one dimensional interaction of two particles, one being Newtonian in the sense that it obeys Newton's laws of motion, and the other particle being Brownian. In the first chapter we construct a multi-particle analog, using Skorohod map estimates in proving a propagation of chaos and characterizing the hydrodynamic limit as the solution to a PDE with free boundary condition. The resulting PDE is similar to the solution of the Stefan problem. As mentioned, both existence and uniqueness of the PDE are done using stochastic methods; the uniqueness is done using a novel, and new, coupling method. In the second chapter, we give a strong approximation of Brownian motion with inert drift. We also determine the distribution of the maximum of the Newtonian particle via its Laplace transform. In the third chapter, we consider a random walker on the nonnegative lattice, moving in continuous time, whose transition rate is a linear function of the time the walker spends at the origin. In this way the walker is a jump process with a stochastic and adapted intensity. When Brownian scaling is introduced, such a process converges to Brownian motion with inert drift. This solves a conjecture of Burdzy and White in 2008. This convergence result is used to show two Brownian motions separated by an inert particle has a product stationary distribution on its state space where the velocity of the inert particle is Gaussian. This process of two Brownian motions separated by an inert particle was studied by White, in 2007, where the demonstration of existence for the process contains a nontrivial gap that we complete.