A rigorous approach to the Dean-Kawasaki equation of fluctuating hydrodynamics

Fluctuating hydrodynamics provides a framework for approximating density fluctuations in interacting particle systems by suitable SPDEs. The Dean-Kawasaki equation - a strongly singular SPDE - is perhaps the most basic equation of fluctuating hydrodynamics; it has been proposed in the physics literature to describe the fluctuations of the density of N diffusing weakly interacting particles in the regime of large particle numbers N. The strongly singular nature of the Dean-Kawasaki equation presents a substantial challenge for both its analysis and its rigorous mathematical justification: Besides being non-renormalizable by approaches like regularity structures, it has recently been shown to not even admit nontrivial martingale solutions.

In this talk, we give an overview of recent quantitative results for the justification of fluctuating hydrodynamics models. In particular, we give an interpretation of the Dean-Kawasaki equation as a "recipe" for accurate and efficient numerical simulations of the density fluctuations for weakly interacting diffusing particles, allowing for an error that is of arbitarily high order in the inverse particle number.

based on joint works with Federico Cornalba, Jonas Ingmanns, and Claudia Raithel