From weakly interacting particles to a regularised Dean–Kawasaki model

The evolution of finitely many particles obeying Langevin dynamics is described by Dean–Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised Dean–Kawasaki model based on second order Langevin dynamics by analysing a system of particles interacting via a pairwise potential. Key tools of our analysis are the propagation of chaos and Simon's compactness criterion. The model we obtain is a small-noise stochastic perturbation of the undamped McKean–Vlasov equation. We also provide a high-probability result for existence and uniqueness for our model. (paper)