A free boundary problem for the mean-field limit of diffusing particles with nonlinear boundary reactivity

Abstract

Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism which depends on the current reactivity of the boundary and the particle's local time along it. With every such reaction, the boundary moves and its reactivity adjusts. We show that this system admits a unique mean-field limit, described by a free boundary problem with nonlinear and nonlocal reactivity. The latter generalises the classical Robin condition for the case of a fixed boundary with constant reactivity. Via Skorokhod's M1 topology and a characterisation of the particles' behaviour near the boundary, we first identify the weak limit points of the empirical measure flows with killing. Then, we combine a probabilistic decoupling technique and energy estimates to prove uniqueness and deduce convergence. Our analysis gives a rigorous mean-field description of a model of epidemic spreading. Moreover, it contributes to the literature on inert drift systems and yields a novel mean-field perspective on the recent encounter-based framework for diffusion-mediated surface reaction from [Phys. Rev. Lett. 125 (2020) 078102].