A generalized Dean-Kawasaki equation for an interacting Brownian gas in a partially absorbing medium

Abstract

The Dean-Kawasaki (DK) equation is a stochastic partial differential equation (SPDE) for the global density $\rho$ of a gas of $N$ over-damped Brownian particles. In the thermodynamic limit $N\rightarrow \infty$ with weak pairwise interactions, the expectation ${\mathbb E}[\rho]$ converges in distribution to the solution of a McKean-Vlasov (MV) equation. In this paper we derive a generalized DK equation for an interacting Brownian gas in a partially absorbing one-dimensional medium. In the case of the half-line with a totally reflecting boundary at $x=0$, the generalized DK equation is an SPDE for the joint global density $\rho(x,\ell,t)=N^{-1}\sum_{j=1}^N\delta(x-X_j(t))\delta(\ell-L_j(t))$, where $X_j(t)$ and $L_j(t)$ denote the position and local time of the $j$th particle, respectively. Assuming the DK equation has a well-defined mean field limit, we derive the MV equation on the half-line with a reflecting boundary, and analyze stationary solutions for a Curie-Weiss (quadratic) interaction potential. We then use an encounter-based approach to develop the analogous theory for a partially absorbing boundary at $x=0$. Each particle is independently absorbed when its local time $L_j(t)$ exceeds a random threshold $\widehat{\ell}_j$ with probability distribution $\Psi(\ell)=\P[\widehat{\ell}_j>\ell]$. The joint global density is now summed over the set of particles that have not yet been absorbed, and expectations are taken with respect to the Gaussian noise and the random thresholds $\widehat{\ell}_j$. Extensions to finite intervals and partially absorbing traps are also considered.