Interacting particle systems provide flexible and powerful models that are useful in many application areas such as sociology (agents), molecular dynamics (proteins) etc. However, particle systems with large numbers of particles are very complex and difficult to handle, both analytically and computationally. Therefore, a common strategy is to derive effective equations that describe the time evolution of the empirical particle density, the so-called Dean-Kawasaki equation.
Our aim is to derive and study continuum models for the mesoscopic behavior of particle systems. In particular, we are interested in finite size effects. We will introduce nonlinear and non-Gaussian models that approximate the Dean-Kawasaki equation, in the special case of non-interacting particles. We want to study the well-posedness of these nonlinear SPDE models and to control the weak error of the SPDE approximation. This is the joint work with H. Kremp (TU Wien) and N. Perkowski (FU Berlin).