We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar result for the current through -1/2 for a zero-range process with bond disorder. For the CLT, we prove convergence to a fractional Brownian motion of Hurst exponent 1/4.
For the two-sided Bernoulli initial condition with density $ρ_-$ (resp. $ρ_+$) to the left (resp. to the right), we study the distribution of a tagged particle in the one dimensional symmetric simple exclusion process. We obtain a formula for the moment generating function of the associated current in terms of a Fredholm determinant. Our arguments are based on a combination of techniques from integrable probability which have been developed recently for studying the asymmetric exclusion process and a subsequent intricate symmetric limit. An expression for the large deviation function of the ta…
The one-dimensional totally asymmetric simple exclusion process (TASEP) is considered. We study the time evolution property of a tagged particle in TASEP with the step-type initial condition. Calculated is the multi-time joint distribution function of its position. Using the relation of the dynamics of TASEP to the Schur process, we show that the function is represented as the Fredholm determinant. We also study the scaling limit. The universality of the largest eigenvalue in the random matrix theory is realized in the limit. When the hopping rates of all particles are the same, it is found th…
Stochastic lattice gases with degenerate rates, namely conservative particle systems where the exchange rates vanish for some configurations, have been introduced as simplified models for glassy dynamics. We introduce two particular models and consider them in a finite volume of size $\ell$ in contact with particle reservoirs at the boundary. We prove that, as for non--degenerate rates, the inverse of the spectral gap and the logarithmic Sobolev constant grow as $\ell^2$. It is also shown how one can obtain, via a scaling limit from the logarithmic Sobolev inequality, the exponential decay of …
We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the distribution and the mean square displacement $<(x_T)^2>$ of the tagged center particle valid for rather general external force fields and initial conditions. A wide range of physical behaviors emerge which are very different than the classical single file sub-diffusion $<(x_T)^2 > \sim t^{1/2}$ found for uniformly distributed particles in an infinite space and in …
We study finite size effects in the variance of the displacement of a tagged particle in the stationary state of the Asymmetric Simple Exclusion Process (ASEP) on a ring of size $L$. The process involves hard core particles undergoing stochastic driven dynamics on a lattice. The variance of the displacement of the tagged particle, averaged with respect to an initial stationary ensemble and stochastic evolution, grows linearly with time at both small and very large times. We find that at intermediate times, it shows oscillations with a well defined size-dependent period. These oscillations aris…
In an exclusion process with avalanches, when a particle hops to a neighboring empty site which is adjacent to an island the particle on the other end of the island immediately hops and if it joins another island this triggers another hop. There are no restrictions on the length of islands and the duration of the avalanche. This process is well-defined in the low-density region, ρ<1/2. We describe the nature of steady states (on a ring) and determine all correlation functions. For the asymmetric version of the process, we compute the steady state current, and we describe shock and rarefaction …
Single-file diffusion is a one-dimensional interacting infinite-particle system in which the order of particles never changes. An intriguing feature of single-file diffusion is that the mean-square displacement of a tagged particle exhibits an anomalously slow sub-diffusive growth. We study the full statistics of the displacement using a macroscopic fluctuation theory. For the simplest single-file system of impenetrable Brownian particles we compute the large deviation function and provide an independent verification using an exact solution based on the microscopic dynamics. For an arbitrary s…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a reaction-diffusion nature. In the non-reversible case, the invariant measure has generally a non Gibbs form. The corresponding steady-state regime is analyzed in detail with the help of a tagged particle and a state-graph cycle expansion of the probability currents. As a consequence, the constants appearing in Lotka-Volterraequations --which describe the fluid limits of s…
A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent on the spatial dimension. In the extreme cases of $k=1$ (simple symmetric exclusion process) and $k=\infty$ (non-interacting symmetric random walks) the diffusion coefficient is constant; for $2\leq k<\infty$, the diffusion coefficient depends on the density and the maximal occupancy $k$. We also study the evolution of a tagged particle. It exhibits a diffus…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability distribution function of the tagged particles obeys to a nonlinear Fokker-Planck equation, where the drift and diffusion terms are determined self-consistently by the concentration of crowders in the medium. Transient sub-diffusive or super-diffusive behaviours are observed, depending on the selected initial conditions, that bridge normal diffusion regimes cha…
Kinetically constrained lattice gases (KCLG) are interacting particle systems on the integer lattice $\mathbb Z^d$ with hard core exclusion and Kawasaki type dynamics. Their peculiarity is that jumps are allowed only if the configuration satisfies a constraint which asks for enough empty sites in a certain local neighborhood. KCLG have been introduced and extensively studied in physics literature as models of glassy dynamics. We focus on the most studied class of KCLG, the Kob Andersen (KA) models. We analyze the behavior of a tracer (i.e. a tagged particle) at equilibrium. We prove that for a…
We study analytically the correlations between the positions of tagged particles in the random average process, an interacting particle system in one dimension. We show that in the steady state the mean squared auto-fluctuation of a tracer particle grows subdiffusively as $sigma^2(t) ~ t^{1/2}$ for large time t in the absence of external bias, but grows diffusively $sigma^2(t) ~ t$ in the presence of a nonzero bias. The prefactors of the subdiffusive and diffusive growths as well as the universal scaling function describing the crossover between them are computed exactly. We also compute $sigm…
The Symmetric Exclusion Process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of strong spatial correlations induced by the requirement that the particles cannot overtake each other. Even if this fact has been recognised qualitatively for a long time, up to now there is no full quantitative determination of these correlations. Here we study the joint probability distribution of an arbitrary number of tagged particles in the SEP. We determine …
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary conditions. We prove the associated dynamical large deviations principle.
We study the fluctuations of the current J(t) of the totally asymmetric exclusion process with open boundaries. Using a density matrix renormalization group approach, we calculate the cumulant generating function of the current. This function can be interpreted as a free energy for an ensemble in which histories are weighted by exp(-sJ(t)). We show that in this ensemble the model has a first order space-time phase transition at s=0. We numerically determine the finite size scaling of the cumulant generating function near this phase transition, both in the non-equilibrium steady state and for l…
The large deviation function obtained recently by Derrida and Lebowitz for the totally asymmetric exclusion process is generalized to the partially asymmetric case in the scaling limit. The asymmetry parameter rescales the scaling variable in a simple way. The finite-size corrections to the universal scaling function and the universal cumulant ratio are also obtained to the leading order.
In the universality class of the one dimensional Kardar-Parisi-Zhang surface growth, Derrida and Lebowitz conjectured the universality of not only the scaling exponents, but of an entire scaling function. Since Derrida and Lebowitz's original publication [PRL 80 209 (1998)] this universality has been verified for a variety of continuous time, periodic boundary systems in the KPZ universality class. Here, we present a numerical method for directly examining the entire particle flux of the asymmetric exclusion process (ASEP), thus providing an alternative to more difficult cumulant ratios studie…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For 1<sigma<2, the usual diffusion term of this equation is replaced by the fractional one, which affects dynamical-scaling properties of the late-time approach to the stationary state. When applied to an open system with totally asymmetric hopping, this approach gives two results: first, it accounts for the sigma-dependent exponent that characterizes the algebraic dec…
Stochastic nonequilibrium exclusion models are treated using a real space scaling approach. The method exploits the mapping between nonequilibrium and quantum systems, and it is developed to accommodate conservation laws and duality symmetries, yielding exact fixed points for a variety of exclusion models. In addition, it is shown how the asymmetric simple exclusion process in one dimension can be written in terms of a classical Hamiltonian in two dimensions using a Suzuki-Trotter decomposition.
We investigate the lattice walk performed by a tagged member of an infinite `sea' of particles filling a d-dimensional lattice, in the presence of a Brownian vacancy. Particle-particle exchange is forbidden; the only interaction between them being hard core exclusion. The tagged particle, differing from the others only by its tag, moves only when it exchanges places with the hole. In this sense, it is a lattice walk ``driven'' by the Brownian vacancy. The probability distributions for its displacement and for the number of steps taken, after $n$-steps of the vacancy, are derived. Surprisingly,…
The one-dimensional symmetric exclusion process, the simplest interacting particle process, is a lattice-gas made of particles that hop symmetrically on a discrete line respecting hard-core exclusion. The system is prepared on the infinite lattice with a step initial profile with average densities $ρ_{+}$ and $ρ_{-}$ on the right and on the left of the origin. When $ρ_{+} = ρ_{-}$, the gas is at equilibrium and undergoes stationary fluctuations. When these densities are unequal, the gas is out of equilibrium and will remain so forever. A tracer, or a tagged particle, is initially located at th…
Anomalous behavior of correlation functions of tagged particles are studied in generalizations of the one dimensional asymmetric exclusion problem. In these generalized models the range of the hard-core interactions are changed and the restriction of relative ordering of the particles is partially brocken. The models probing these effects are those of biased diffusion of particles having size S=0,1,2,..., or an effective negative "size" S=-1,-2,..., in units of lattice space. Our numerical simulations show that irrespective of the range of the hard-core potential, as long some relative orderin…
We present numerical results for the tagged-particle dynamics by solving the mode-coupling theory in confined geometry for colloidal liquids (cMCT). We show that neither the microscopic dynamics nor the type of intermediate scattering function qualitatively changes the asymptotic dynamics in vicinity of the glass transition. In particular, we find similar characteristics of confinement in the low-frequency susceptibility spectrum which we interpret as footprints of parallel relaxation. We derive predictions for the localization length and the scaling of the diffusion coefficient in the superco…
We compute the full probability distribution of the positions of a tagged particle exactly for given arbitrary initial positions of the particles and for general single-particle propagators. We consider the thermodynamic limit of our exact expressions in quenched and annealed settings. For a particular class of single-particle propagators, the exact formula is expressed in a simple integral form in the quenched case whereas in the annealed case, it is expressed as a simple combination of Bessel functions. In particular, we focus on the step and the power-law initial configurations. In the form…
The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli ρmeasure as initial conditions, 0<ρ<1, is stationary in space and time. Let N_t(j) be the number of particles which have crossed the bond from j to j+1 during the time span [0,t]. For j=(1-2ρ)t+2w(ρ(1-ρ))^{1/3} t^{2/3} we prove that the fluctuations of N_t(j) for large t are of order t^{1/3} and we determine the limiting distribution function F_w(s), which is a generalization of the GUE Tracy-Widom distribution. The family F_w(s) of distribution functions have been obtained before by Baik …
We formulate a new integrable asymmetric exclusion process with $N-1=0,1,2,...$ kinds of impurities and with hierarchically ordered dynamics. The model we proposed displays the full spectrum of the simple asymmetric exclusion model plus new levels. The first excited state belongs to these new levels and displays unusual scaling exponents. We conjecture that, while the simple asymmetric exclusion process without impurities belongs to the KPZ universality class with dynamical exponent 3/2, our model has a scaling exponent $3/2+N-1$. In order to check the conjecture, we solve numerically the Beth…
We prove that under a particular weak scaling, the 4-parameter interacting particle system introduced by Corwin and Petrov converges to the KPZ equation. This expands the relatively small number of systems for which weak universality of the KPZ equation has been demonstrated.
A perturbative renormalization group method is used to obtain steady-state density profiles of a particle non-conserving asymmetric simple exclusion process. This method allows us to obtain a globally valid solution for the density profile without the asymptotic matching of bulk and boundary layer solutions. In addition, we show a nontrivial scaling of the boundary layer width with the system size close to specific phase boundaries.
We derive the Bethe ansatz equations describing the complete spectrum of the transition matrix of the partially asymmetric exclusion process with the most general open boundary conditions. For totally asymmetric diffusion we calculate the spectral gap, which characterizes the approach to stationarity at large times. We observe boundary induced crossovers in and between massive, diffusive and KPZ scaling regimes.
We introduce a two-dimensional, distribution-valued field which we call the quadratic field associated to the one-dimensional Ornstein-Uhlenbeck process. We show that the stationary quadratic fluctuations of the simple exclusion process, when rescaled in the diffusive scaling, converge to this quadratic field. We show that this quadratic field evaluated at the diagonal corresponds to the Wick-renormalized square of the Ornstein-Uhlenbeck process, and we use this new representation in order to prove some small and large-time properties of it.
We study the fluctuations of the total current for the partially asymmetric exclusion process in the scaling of a weak asymmetry (asymmetry of order the inverse of the size of the system) using Bethe Ansatz. Starting from the functional formulation of the Bethe equations, we obtain for all the cumulants of the current both the leading and next-to-leading contribution in the size of the system.
We consider fluctuations of steady-state current activity, and of its dynamic counterpart, the local current, for the one-dimensional totally asymmetric simple exclusion process. The cumulants of the integrated activity behave similarly to those of the local current, except that they do not capture the anomalous scaling behavior in the maximal-current phase and at its boundaries. This indicates that the systemwide sampling at equal times, characteristic of the instantaneous activity, overshadows the subtler effects which come about from non-equal time correlations, and are responsible for anom…
We define a new variant of exclusion processes in discrete time that has jump probabilities that depend on the last jump performed. In a particular limit for the jump probabilities and in suitable scaling limits for space and time, we compute the time evolution of the particle density starting from an arbitrary initial configuration, with closed boundary conditions. The core of the argument is the analysis of the time evolution of the moments. Numerical results are compared with the prediction and give excellent agreement.
Absorbing phase transition in restricted exclusion processes are characterized by simple integer exponents. We show that this critical behaviour flows to the directed percolation (DP) universality class when particle conservation is broken suitably. The same transition, when studied using the average density as the controlling parameter, yields critical exponents quite different from DP; we argue that these exponents are actually related to DP by a scaling factor $1/β_{DP}.$ These conclusions also apply to conserved lattice gas in one dimension.
We derive the Bethe ansatz equations describing the complete spectrum of the transition matrix of the partially asymmetric exclusion process with the most general open boundary conditions. By analysing these equations in detail for the cases of totally asymmetric and symmetric diffusion, we calculate the finite-size scaling of the spectral gap, which characterizes the approach to stationarity at large times. In the totally asymmetric case we observe boundary induced crossovers between massive, diffusive and KPZ scaling regimes. We further study higher excitations, and demonstrate the absence o…
An integrable asymmetric exclusion process with impurities is formulated. The model displays the full spectrum of the stochastic asymmetric XXZ chain plus new levels. We derive the Bethe equations and calculate the spectral gap for the totally asymmetric diffusion at half filling. While the standard asymmetric exclusion process without impurities belongs to the KPZ universality class with a exponent 3/2, our model has a scaling exponent 5/2.
We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $η$ which breaks the symmetry between the left and right orientation, the winding distribution of the walk is modified, and the system can be in three different phases: folded, stretched and glassy. An explicit mapping is found, leading to consider the system as a coupling of two exclusion processes. For all closed or periodic initial sample paths, a convenient scaling permits to show a…
We study the fluctuation properties of the asymmetric simple exclusion process (ASEP) on an infinite one-dimensional lattice. When $N$ particles are initially situated in the negative region with a uniform density $ρ_-=1$, Johansson showed the equivalence of the current fluctuation of ASEP and the largest eigenvalue distribution of random matrices. We extend Johansson's formula and derive modified ensembles of random matrices, corresponding to general ASEP initial conditions. Taking the scaling limit, we find that a phase change of the asymptotic current fluctuation occurs at a critical positi…
We consider a one-dimensional totally asymmetric exclusion process on a ring with extended inhomogeneities, consisting of several segments with different hopping rates. Depending upon the underlying inhomogeneity configurations and for moderate densities, our model displays both localised (LDW) and delocalised (DDW) domain walls and delocalisation transitions of LDWs in the steady states. Our results allow us to construct the possible steady state density profiles for an arbitrary number of segments with unequal hopping rates. We explore the scaling properties of the fluctuations of LDWs and D…
We review the currently known universality classes of continuous phase transitions to absorbing states in nonequilibrium systems and present results of simulations and arguments to show how the blockades introduced by different particle species in one dimension cause new robust classes. Results of investigations on the dynamic scaling behavior of some bosonic spreading models are reported.
Using the concepts of mixed volumes and quermassintegrals of convex geometry, we derive an exact formula for the exclusion volume for a general convex body that applies in any space dimension, including both the rotationally-averaged exclusion volume and with the same orientation. We show that the sphere minimizes the dimensionless exclusion volume $v_{ex}(K)/v(K)$ among all convex bodies, whether randomly oriented or uniformly oriented, for any $d$, where $v(K)$ is the volume of $K$. When the bodies have the same orientation, the simplex maximizes the dimensionless exclusion volume for any $d…
We examine the dynamical properties of an exclusion process with creation and annihilation of particles in the framework of a phenomenological domain-wall theory, by scaling arguments and by numerical simulation. We find that the length- and time scale are finite in the maximum current phase for finite creation- and annihilation rates as opposed to the algebraically decaying correlations of the totally asymmetric simple exclusion process (TASEP). Critical exponents of the transition to the TASEP are determined. The case where bulk creation- and annihilation rates vanish faster than the inverse…
We investigate particle condensation in a driven pair exclusion process on one- and two- dimensional lattices under the periodic boundary condition. The model describes a biased hopping of particles subject to a pair exclusion constraint that each particle cannot stay at a same site with its pre-assigned partner. The pair exclusion causes a mesoscopic condensation characterized by the scaling of the condensate size $m_{\rm con}\sim N^β$ and the number of condensates $N_{\rm con}\sim N^α$ with the total number of sites $N$. Those condensates are distributed randomly without hopping bias. We fin…
We show that the fluctuations of the partial current in two dimensional diffusive systems are dominated by vortices leading to a different scaling from the one predicted by the hydrodynamic large deviation theory. This is supported by exact computations of the variance of partial current fluctuations for the symmetric simple exclusion process on general graphs. On a two-dimensional torus, our exact expressions are compared to the results of numerical simulations. They confirm the logarithmic dependence on the system size of the fluctuations of the partialflux. The impact of the vortices on the…
We solve a non-equilibrium statistical mechanics problem exactly, namely, the single-file dynamics of N hard-core interacting particles (the particles cannot pass each other) of size Δdiffusing in a one dimensional system of finite length L with reflecting boundaries at the ends. We obtain an exact expression for the conditional probability density function P_T(y_T,t|y_{T,0}) that a tagged particle T (T=1,...,N) is at position y_T at time t given that it at time t=0 was at position y_{T,0}. Going beyond previous studies, we consider the asymptotic limit of large N, maintaining L finite, using …
The relaxation dynamics of the one-dimensional totally asymmetric simple exclusion process on a ring is considered in the case of step initial condition. Analyzing the time evolution of the local particle densities and currents by the Bethe ansatz method, we examine their full relaxation dynamics. As a result, we observe peculiar behaviors, such as the emergence of a ripple in the density profile and the existence of the excessive particle currents. Moreover, by making a finite-size scaling analysis of the asymptotic amplitudes of the local densities and currents, we find the scaling exponents…
We study motion of tagged particles in a harmonic chain of active particles. We consider three models of active particle dynamics - run and tumble particle, active Ornstein-Uhlenbeck particle and active Brownian particle. We investigate the variance, auto correlation, covariance and unequal time cross correlation of two tagged particles. For all three models, we observe that the mean squared displacement undergoes a crossover from the super-diffusive $\sim t^μ$ scaling for $t \ll τ_A$ ($τ_A$ being the time scale arising due to the activity) to the sub-diffusive $\sim \sqrt{t}$ scaling for $t \…
We establish an abstract local ergodic theorem, under suitable space-time scaling, for the (boundary-driven) symmetric exclusion process on an increasing sequence of balls covering an infinite weighted graph. The proofs are based on 1-block and 2-blocks estimates utilizing the resistance structure of the graph; the moving particle lemma established recently by the author; and discrete harmonic analysis. Our ergodic theorem applies to any infinite weighted graph upon which random walk is strongly recurrent in the sense of Barlow, Delmotte, and Telcs; these include many trees, fractal graphs, an…
The totally asymmetric simple exclusion process along with particle adsorption and evaporation kinetics is a model of boundary-induced nonequilibrium phase transition. In the continuum limit, the average particle density across the system is described by a singular differential equation involving multiple scales which lead to the formation of boundary layers (BL) or shocks. A renormalization group analysis is developed here by using the location and the width of the BL as the renormalization parameters. It not only allows us to cure the large distance divergences in the perturbative solution f…
We analyze the Bethe ansatz equations describing the complete spectrum of the transition matrix of the partially asymmetric exclusion process on a finite lattice and with the most general open boundary conditions. We extend results obtained recently for totally asymmetric diffusion [J. de Gier and F.H.L. Essler, J. Stat. Mech. P12011 (2006)] to the case of partial symmetry. We determine the finite-size scaling of the spectral gap, which characterizes the approach to stationarity at large times, in the low and high density regimes and on the coexistence line. We observe boundary induced crossov…
The dynamics of an asymmetric tracer in the symmetric simple exclusion process (SEP) is mapped, in the continuous scaling limit, to the local current through the origin in the zero-range process (ZRP) with a biased bond. This allows us to study the hydrodynamics of the SEP with an asymmetric tracer with a step initial condition, leading to the average displacement as a function of the bias and the densities on both sides. We then derive the cumulant generating function of the process in the high-density limit, by using the Macroscopic Fluctuation Theory and obtain agreement with the microscopi…
We investigate shock formation in an asymmetric exclusion process with creation and annihilation of particles in the bulk. We show how the continuum mean-field equations can be studied analytically and hence derive the phase diagrams of the model. In the large system-size limit direct simulations of the model show that the stationary state is correctly described by the mean-field equations, thus the predicted mean field phase diagrams are expected to be exact. The emergence of shocks and the structure of the phase diagram are discussed. We also analyse the fluctuations of the shock position by…
