Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection

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Abstract

We study a process reflecting in a domain. The process follows Wentzell non-sticky boundary conditions while being adsorbed at the boundary at a certain rate with respect to local time and desorbed at a rate with respect to natural time. We show that when the rates go to infinity with a converging ratio, the process converges to a process with sticky reflection having the limit ratio as the sojourn coefficient. We then study a mean-field interacting system of such particles. We show propagation of chaos to a nonlinear diffusion with sticky reflection when we perform this homogenization simultaneously as the number of particles goes to infinity.

Original languageEnglish
Pages (from-to)291-302
Number of pages12
JournalProbability Theory and Related Fields
Volume101
Issue number3
DOIs
Publication statusPublished - 1 Sept 1995

Keywords

  • Mathematics Subject Classifications (1991): 60F17, 60K35, 35K60

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