L. Barnes Clayton, Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier, Annals of applied probability , 30(4), 2020, pp. 1582-1613
In 2001, Frank Knight constructed a stochastic process modeling the one-dimensional interaction of two particles, one being Newtonian in the sense that it obeys Newton.s laws of motion, and the other particle being Brownian. We construct a multi-particle analog, using Skorohod map estimates in proving a propagation of chaos, and characterizing the hydrodynamic limit as the solution to a PDE with free boundary condition. This PDE resembles the Stefan problem but has a Neumann type boundary condition. Stochastic methods are used to show existence and uniqueness for this free boundary problem.