---
APC_amount: 1352,08 EUR
OA_place: publisher
OA_type: hybrid
PlanS_conform: '1'
_id: '21894'
abstract:
- lang: eng
  text: "The Dean–Kawasaki equation—one of the most fundamental SPDEs of\r\nfluctuating
    hydrodynamics—has been proposed as a model for density fluctuations in weakly
    interacting particle systems. In its original form, it is highly\r\nsingular and
    fails to be renormalizable, even by approaches such as regularity structures and
    paracontrolled distributions, hindering mathematical approaches to its rigorous
    justification. It has been understood recently that it is\r\nnatural to introduce
    a suitable regularization, for example, by applying a formal spatial discretization
    or by truncating high-frequency noise: This yields\r\nwell-posed equations that
    should still precisely approximate the law of the\r\nparticle density fluctuations.\r\nIn
    the present work, we prove that a regularization in the form of a formal\r\ndiscretization
    of the Dean–Kawasaki equation indeed accurately describes\r\ndensity fluctuations
    in systems of weakly interacting diffusing particles: We\r\nshow that, in suitable
    weak metrics, the law of fluctuations as predicted by\r\nthe discretized Dean–Kawasaki
    SPDE approximates the law of fluctuations\r\nof the original particle system,
    up to an error that is of arbitrarily high order in\r\nthe inverse particle number
    and a discretization error. In particular, the Dean–\r\nKawasaki equation provides
    a means for efficient and accurate simulations of\r\ndensity fluctuations in weakly
    interacting particle systems."
acknowledgement: All authors gratefully acknowledge funding from the Austrian Science
  Fund (FWF) through the project F65. CR gratefully acknowledges support from the
  Austrian Science Fund (FWF), grants P30000, P33010, W1245. FC gratefully acknowledges
  funding from the European Union’s Horizon 2020 research and innovation programme
  under the Marie Skłodowska-Curie grant agreement No. 754411.
article_processing_charge: Yes (in subscription journal)
article_type: original
arxiv: 1
author:
- first_name: Federico
  full_name: Cornalba, Federico
  last_name: Cornalba
- first_name: Julian L
  full_name: Fischer, Julian L
  id: 2C12A0B0-F248-11E8-B48F-1D18A9856A87
  last_name: Fischer
  orcid: 0000-0002-0479-558X
- first_name: Jonas
  full_name: Ingmanns, Jonas
  id: 71523d30-15b2-11ec-abd3-f80aa909d6b0
  last_name: Ingmanns
  orcid: 0009-0008-1310-7946
- first_name: Claudia
  full_name: Raithel, Claudia
  last_name: Raithel
citation:
  ama: Cornalba F, Fischer JL, Ingmanns J, Raithel C. Density fluctuations in weakly
    interacting particle systems via the Dean–Kawasaki equation. <i>The Annals of
    Probability</i>. 2026;54(1):155-215. doi:<a href="https://doi.org/10.1214/25-aop1763">10.1214/25-aop1763</a>
  apa: Cornalba, F., Fischer, J. L., Ingmanns, J., &#38; Raithel, C. (2026). Density
    fluctuations in weakly interacting particle systems via the Dean–Kawasaki equation.
    <i>The Annals of Probability</i>. Institute of Mathematical Statistics. <a href="https://doi.org/10.1214/25-aop1763">https://doi.org/10.1214/25-aop1763</a>
  chicago: Cornalba, Federico, Julian L Fischer, Jonas Ingmanns, and Claudia Raithel.
    “Density Fluctuations in Weakly Interacting Particle Systems via the Dean–Kawasaki
    Equation.” <i>The Annals of Probability</i>. Institute of Mathematical Statistics,
    2026. <a href="https://doi.org/10.1214/25-aop1763">https://doi.org/10.1214/25-aop1763</a>.
  ieee: F. Cornalba, J. L. Fischer, J. Ingmanns, and C. Raithel, “Density fluctuations
    in weakly interacting particle systems via the Dean–Kawasaki equation,” <i>The
    Annals of Probability</i>, vol. 54, no. 1. Institute of Mathematical Statistics,
    pp. 155–215, 2026.
  ista: Cornalba F, Fischer JL, Ingmanns J, Raithel C. 2026. Density fluctuations
    in weakly interacting particle systems via the Dean–Kawasaki equation. The Annals
    of Probability. 54(1), 155–215.
  mla: Cornalba, Federico, et al. “Density Fluctuations in Weakly Interacting Particle
    Systems via the Dean–Kawasaki Equation.” <i>The Annals of Probability</i>, vol.
    54, no. 1, Institute of Mathematical Statistics, 2026, pp. 155–215, doi:<a href="https://doi.org/10.1214/25-aop1763">10.1214/25-aop1763</a>.
  short: F. Cornalba, J.L. Fischer, J. Ingmanns, C. Raithel, The Annals of Probability
    54 (2026) 155–215.
corr_author: '1'
date_created: 2026-05-20T08:25:25Z
date_published: 2026-01-01T00:00:00Z
date_updated: 2026-05-21T07:21:25Z
day: '01'
ddc:
- '510'
department:
- _id: JuFi
doi: 10.1214/25-aop1763
ec_funded: 1
external_id:
  arxiv:
  - '2303.00429'
file:
- access_level: open_access
  checksum: 3e60c0e25a1c96342029a7d2b031505f
  content_type: application/pdf
  creator: dernst
  date_created: 2026-05-21T07:11:27Z
  date_updated: 2026-05-21T07:11:27Z
  file_id: '21906'
  file_name: 2026_AnnalsProbability_Cornalba.pdf
  file_size: 865745
  relation: main_file
  success: 1
file_date_updated: 2026-05-21T07:11:27Z
has_accepted_license: '1'
intvolume: '        54'
issue: '1'
keyword:
- Weakly interacting particle systems
- fluctuating hydrodynamics
- Dean-Kawasaki equation
- stochastic PDEs
- numerical approximation
language:
- iso: eng
license: https://creativecommons.org/licenses/by/4.0/
month: '01'
oa: 1
oa_version: Published Version
page: 155-215
project:
- _id: 260C2330-B435-11E9-9278-68D0E5697425
  call_identifier: H2020
  grant_number: '754411'
  name: ISTplus - Postdoctoral Fellowships
- _id: fc31cba2-9c52-11eb-aca3-ff467d239cd2
  grant_number: F6504
  name: Taming Complexity in Partial Differential Systems
publication: The Annals of Probability
publication_identifier:
  eissn:
  - 2168-894X
  issn:
  - 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Density fluctuations in weakly interacting particle systems via the Dean–Kawasaki
  equation
tmp:
  image: /images/cc_by.png
  legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
  name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
  short: CC BY (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 54
year: '2026'
...
