Fix a strictly increasing right continuous with left limits function $W: \bb R \to \bb R$ and a smooth function $Φ: [l,r] \to \bb R$, defined on some interval $[l,r]$ of $\bb R$, such that $0<b \le Φ'\le b^{-1}$. We prove that the evolution, on the diffusive scale, of the empirical density of exclusion processes, with conductances given by $W$, is described by the weak solutions of the non-linear differential equation $\partial_t ρ= (d/dx)(d/dW) Φ(ρ)$. We derive some properties of the operator $(d/dx)(d/dW)$ and prove uniqueness of weak solutions of the previous non-linear differential equation.
We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal to one over the edges with end points occupied by particles of the exclusion process and to zero elsewhere. We prove a law of large number and a central limit theorem for the random walk driven by such a dynamical field of conductances by using the Kipnis-Varhadan martingale approximation. Unlike the tagged particle in the exclusion process, which is in some sense similar to this model, this rando…
We study the equilibrium fluctuations for a gradient exclusion process with conductances in random environments, which can be viewed as a central limit theorem for the empirical distribution of particles when the system starts from an equilibrium measure.
We obtain the fluctuations for the occupation time of one-dimensional symmetric exclusion processes with speed change, where the transition rates (conductances) are driven by a general function W. The approach does not require sharp bounds on the spectral gap of the system nor the jump rates to be bounded from above or below. We present some examples and for one of them, we observe that the fluctuations of the current are trivial, but the fluctuations of the occupation time are given by a fractional Brownian Motion. This shows that, in general, the fluctuations of the current and of the occupa…
We consider a stationary and ergodic random field {ω(b)} parameterized by the family of bonds b in Z^d, d>1. The random variable ω(b) is thought of as the conductance of bond b and it ranges in a finite interval [0,c_0]. Assuming that the set of bonds with positive conductance has a unique infinite cluster C, we prove homogenization results for the random walk among random conductances on C. As a byproduct, applying the general criterion of \cite{F} leading to the hydrodynamic limit of exclusion processes with bond-dependent transition rates, for almost all realizations of the environment we p…
Fix a smooth function $Φ: [l,r] \to \bb R$, defined on some interval $[l,r]$ of $\bb R$, such that $0<b \le Φ'\le b^{-1}$. We prove that the evolution, on the diffusive scale, of the empirical density of exclusion processes in $\bb Z^d$, with conductances given by special class of functions $W$, is described by the weak solutions of the non-linear parabolic partial differential equation $\partial_t ρ= \sum_{k=1}^d (d/dx_k)(d/dW_k)Φ(ρ)$. We also derive some properties of the operator $\sum^d_{k=1}(d/dx_k)(d/dW_k)$.
We give a new approach to the well-known convergence to the hydrodynamic limit for the symmetric simple exclusion process (SSEP). More precisely, we characterize any possible limit of its empirical density measures as solutions to the heat equation by passing to the limit in the gradient flow structure of the particle system.
We study the hydrodynamic limit of SSEP with slow boundaries on hypercubes in dimension at least two. The hydrodynamic limit equation is shown to be a heat equation with three different types of boundary conditions according to the slowness of the boundary dynamics.The proof is based on Yau's relative entropy method.
We study the hydrodynamic limit for a model of symmetric exclusion processes with heavy-tailed long jumps and in contact with infinitely extended reservoirs. We show how the corresponding hydrodynamic equations are affected by the parameters defining the model. The hydrodynamic equations are characterized by a class of super-diffusive operators that are given by the regional fractional Laplacian with some additional reaction terms and various boundary conditions. This work solves some questions left open in \cite{BJGO2} about the same model.
In this paper we focus on the open symmetric exclusion process with parameter $m$ (open SEP($m/2$)), which allows $m$ particles each site and has an open boundary. We generalize the result about hydrodynamic limit for the open SEP$(m/2)$ that was originally raised in Theorem 4.12 of arXiv:1908.02359. We prove that the hydrodynamic limit of the density profile for a $d-$dimensional open SEP$(m/2)$ solves the $(d+1)-$dimensional heat equation with certain initial condition and boundary condition.
We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a slowly non-uniform mixing dynamic random environment. Under a proper space-time rescaling in which the exclusion is speeded up compared to the random walk, we prove a hydrodynamic limit theorem for the exclusion as seen by this walk and we derive an ODE describing the macroscopic evolution of the walk. The main difficulty is the proof of a replacement lemma for…
We obtain the hydrodynamic limit of a simple exclusion process in an inhomogeneous environment of divergence form. Our main assumption is a suitable version of Gamma-convergence for the environment. In this way we obtain an unified approach to recent works on the field.
We describe the hydrodynamic behavior of the $k$-step exclusion process. Since the flux appearing in the hydrodynamic equation for this particle system is neither convex nor concave, the set of possible solutions include in addition to entropic shocks and continuous solutions those with contact discontinuities. We finish with a limit theorem for the tagged particle.
This is a short survey on recent results obtained by the authors on dynamical phase transitions of interacting particle systems. We consider particle systems with exclusion dynamics, but it is conjectured that our results should hold for a general class of particle systems. The parameter giving rise to the phase transition is the "slowness" of a single bond in the discrete lattice. The phase transition is verified not only in the hydrodynamics, but also in the fluctuations of the density, the current and the tagged particle. Moreover, we found a phase transition in the continuum, that is, at t…
We consider the asymmetric exclusion process. We start from a profile which is constant along the drift direction and prove that the density profile, under a diffusive rescaling of time, converges to the solution of a parabolic equation.
In this paper, we introduce a random environment for the exclusion process in $\mathbb{Z}^d$ obtained by assigning a maximal occupancy to each site. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion occurs. Under the assumption of ergodicity under translation and uniform ellipticity of the environment, we derive a quenched hydrodynamic limit in path space by strengthening the mild solution approach initiated in [39] and [21]. To this purpose, we prove, employing the technology developed for the random conductance model, a homogenization result in the form of…
We analyse the hydrodynamical behavior of the long jumps symmetric exclusion process in the presence of a slow barrier. The jump rates are given by a symmetric transition probability $p(\cdot)$ with infinite variance. When jumps occur from $\mathbb{Z}_{-}^{*}$ to $\mathbb N$ the rates are slowed down by a factor $αn^{-β}$ (with $α>0$ and $β\geq 0$). We obtain several partial differential equations given in terms of the regional fractional Laplacian on $\mathbb R^*$ and with different boundary conditions. Surprisingly, in opposition to the diffusive regime, we get different regimes depending on…
Burdzy, Pal, and Swanson considered solid spheres of small radius moving in the unit interval, reflecting instantaneously from each other and at x=0, and killed at x=1, with mass being added to the system from the left at constant rate. By transforming to a system with zero-width particles moving as independent Brownian motion, they derived a limiting stationary distribution for a particular initial distribution, as the width of a particle decreases to zero and the number of particles increases to infinity. This space-removing transformation has a direct analogy in the isomorphism between a ne…
We consider continuous-time random walks on a random locally finite subset of $\mathbb{R}^d$ with random symmetric jump probability rates. The jump range can be unbounded. We assume some second--moment conditions and that the above randomness is left invariant by the action of the group $\mathbb{G}=\mathbb{R}^d$ or $\mathbb{G}=\mathbb{Z}^d$. We then add a site-exclusion interaction, thus making the particle system a simple exclusion process. We show that, for almost all environments, under diffusive space-time rescaling the system exhibits a hydrodynamic limit in path space. The hydrodynamic e…
In this article we analyse the hydrodynamical behavior of the symmetric exclusion process with long jumps and in the presence of a slow barrier. The jump rates for fast bonds are given by a transition probability $p(\cdot)$ which is symmetric and has finite variance, while for slow bonds the jump rates are given $p(\cdot)αn^{-β}$ (with $α>0$ and $β\geq 0$), and correspond to jumps from $\mathbb{Z}_{-}^{*}$ to $\mathbb N$. We prove that: if there is a fast bond from $\mathbb{Z}_{-}^{*}$ and $\mathbb N$, then the hydrodynamic limit is given by the heat equation with no boundary conditions; other…
This article considers some classes of models dealing with the dynamics of discrete curves subjected to stochastic deformations. It turns out that the problems of interest can be set in terms of interacting exclusion processes, the ultimate goal being to derive hydrodynamic limits after proper scalings. A seemingly new method is proposed, which relies on the analysis of specific partial differential operators, involving variational calculus and functional integration: indeed, the variables are the values of some functions at given points, the number of which tends to become infinite, which req…
We consider the symmetric exclusion process on suitable random grids that approximate a compact Riemannian manifold. We prove that a class of random walks on these random grids converge to Brownian motion on the manifold. We then consider the empirical density field of the symmetric exclusion process and prove that it converges to the solution of the heat equation on the manifold.
We consider a one-dimensional, weakly asymmetric, boundary driven exclusion process on the interval $[0,N]\cap Z$ in the super-diffusive time scale $N^2 ε^{-1}_N$, where $1\ll ε^{-1}_N \ll N^{1/4}$. We assume that the external field and the chemical potentials, which fix the density at the boundaries, evolve smoothly in the macroscopic time scale. We derive an equation which describes the evolution of the density up to the order $ε_N$.
We consider the symmetric exclusion process with jumps given by a symmetric, translation invariant, transition probability $p(\cdot)$. The process is put in contact with stochastic reservoirs whose strength is tuned by a parameter $θ\in\mathbb R$. Depending on the value of the parameter $θ$ and the range of the transition probability $p(\cdot)$ we obtain the hydrodynamical behavior of the system. The type of hydrodynamic equation depends on whether the underlying probability $p(\cdot)$ has finite or infinite variance and the type of boundary condition depends on the strength of the stochastic …
We study a totally asymmetric simple exclusion process where jumps happen at rate one, except at the origin where the rate is lower. We prove a hydrodynamic scaling limit to a macroscopic profile described by a variational formula. The limit is valid for all values of the slow rate. The only assumption required is that a law of large numbers holds for the initial particle distribution. This includes also deterministic initial configurations. The hydrodynamic description contains as an unknown parameter the macroscopic rate at the origin, which is strictly larger than the microscopic slow rate.…
This paper summarizes results and some open problems about the large-scale and long-time behavior of asymmetric, disordered exclusion and zero-range processes. These processes have randomly chosen jump rates at the sites of the underlying lattice. The interesting feature is that for suitably distributed random rates there is a phase transition where the process behaves differently at high and low densities. Some of this distinction is visible on the hydrodynamic scale.
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random variables belonging to the domain of attraction of an $\a$--stable law, $0<\a<1$. This exclusion process models conduction in strongly disordered one-dimensional media. We prove that, when varying over the disorder and for a suitable slowly varying function $L$, under the super-diffusive time scaling $N^{1 + 1/α}L(N)$, the density profile evolves as the solut…
We consider the symmetric simple exclusion process in $\mathbb Z^d$ with quenched bounded dynamic random conductances and prove its hydrodynamic limit in path space. The main tool is the connection, due to the self-duality of the process, between the invariance principle for single particles starting from all points and the macroscopic behavior of the density field. While the hydrodynamic limit at fixed macroscopic times is obtained via a generalization to the time-inhomogeneous context of the strategy introduced in \cite{nagy_symmetric_2002}, in order to prove tightness for the sequence of em…
Let $Λ$ be a connected closed region with smooth boundary contained in the $d$-dimensional continuous torus $\bb T^d$. In the discrete torus $N^{-1} \bb T^d_N$, we consider a nearest neighbor symmetric exclusion process where occupancies of neighboring sites are exchanged at rates depending on $Λ$ in the following way: if both sites are in $Λ$ or $Λ^\complement$, the exchange rate is one; If one site is in $Λ$ and the other one is in $Λ^\complement$ and the direction of the bond connecting the sites is $e_j$, then the exchange rate is defined as $N^{-1}$ times the absolute value of the inner p…
We consider the exclusion process in the one-dimensional discrete torus with $N$ points, where all the bonds have conductance one, except a finite number of slow bonds, with conductance $N^{-β}$, with $β\in[0,\infty)$. We prove that the time evolution of the empirical density of particles, in the diffusive scaling, has a distinct behavior according to the range of the parameter $β$. If $β\in [0,1)$, the hydrodynamic limit is given by the usual heat equation. If $β=1$, it is given by a parabolic equation involving an operator $\frac{d}{dx}\frac{d}{dW}$, where $W$ is the Lebesgue measure on the …
In \cite{J} M. Jara has presented a method, reducing the proof of the hydrodynamic limit of symmetric exclusion processes to an homogenization problem, as unified approach to recent works on the field as \cite{N}, \cite{F1}, \cite{F2} and \cite{FJL}. Although not stated in \cite{J}, the reduction of the hydrodynamic limit to an homogenization problem was already obtained (in a different way) in \cite{N}, \cite{F1}. This alternative and very simple relation between the two problems goes back to an idea of K.\ Nagy \cite{N}, is stated in \cite{F1}[Section B] for exclusion processes on $\bbZ^d$ a…
We consider current statistics for a two species exclusion process of particles hopping in opposite directions on a one-dimensional lattice. We derive an exact formula for the Green's function as well as for a joint current distribution of the model, and study its long time behavior. For a step type initial condition, we show that the limiting distribution is a product of the Gaussian and the GUE Tracy-Widom distribution. This is the first analytic confirmation for a multi-component system of a prediction from the recently proposed non-linear fluctuating hydrodynamics for one dimensional syste…
We study the hydrodynamic limit for a periodic $1$-dimensional exclusion process with a dynamical constraint, which prevents a particle at site $x$ from jumping to site $x\pm1$ unless site $x\mp1$ is occupied. This process with degenerate jump rates admits transient states, which it eventually leaves to reach an ergodic component, assuming that the initial macroscopic density is larger than $\frac{1}{2}$, or one of its absorbing states if this is not the case. It belongs to the class of conserved lattice gases (CLG) which have been introduced in the physics literature as systems with active-ab…
This report is the foreword of a series dedicated to stochastic deformations of curves. Problems are set in terms of exclusion processes, the ultimate goal being to derive hydrodynamic limits for these systems after proper scalings. In this study, solely the basic \textsc{asep} system on the torus is analyzed. The usual sequence of empirical measures, converges in probability to a deterministic measure, which is the unique weak solution of a Cauchy problem. The method presents some new features, letting hope for extensions to higher dimension. It relies on the analysis of a family of parabolic…
We investigate the hydrodynamic limit for weakly asymmetric simple exclusion processes in crystal lattices. We construct a suitable scaling limit by using a discrete harmonic map. As we shall observe, the quasi-linear parabolic equation in the limit is defined on a flat torus and depends on both the local structure of the crystal lattice and the discrete harmonic map. We formulate the local ergodic theorem on the crystal lattice by introducing the notion of local function bundle, which is a family of local functions on the configuration space. The ideas and methods are taken from the discrete …
We consider the facilitated exclusion process, which is a nonergodic, kinetically constrained exclusion process. We show that in the hydrodynamic limit, its macroscopic behavior is governed by a free boundary problem. The particles evolve on the one-dimensional lattice according to jump rates which are degenerate, since they can vanish on non-trivial configurations and create distinct phases: indeed, configurations can be totally blocked (they cannot evolve under the dynamics), ergodic (they belong to an irreducible component), or transient (after a transitive period of time they will become e…
We study the hydrodynamic limits of the simple exclusion processes and the zero range processes on crystal lattices. For a periodic realization of crystal lattice, we derive the hydrodynamic limit for the exclusion processes and the zero range processes, which depends on both the structure of crystal lattice and the periodic realization. Even through the crystal lattices have inhomogeneous local structure, for all periodic realizations, we apply the entropy method to derive the hydrodynamic limits. Also, we discuss how the limit equation depends on the choices of the realizations.
We study the large space and time scale behavior of a totally asymmetric, nearest-neighbor exclusion process in one dimension with random jump rates attached to the particles. When slow particles are sufficiently rare the system has a phase transition. At low densities there are no equilibrium distributions, and on the hydrodynamic scale the initial profile is transported rigidly. We elaborate this situation further by finding the correct order of the correction from the hydrodynamic limit, together with distributional bounds averaged over the disorder. We consider two settings, a macroscopica…
