Wai-Tong (Louis) Fan (University of Washington)


Title: Systems of reflected diffusions with annihilations through membranes

Abstract: We study interacting particle systems which can model the transport of positive and negative charges in a solar cell or the population dynamics of two segregated species under competition. The hydrodynamic limit and the fluctuation limit for the particle densities can be described, respectively, by a coupled Partial Differential Equation (PDE) and a Gaussian process solving a Stochastic Partial Differential Equation (SPDE). Applications of these two limits will be discussed.