We derive from a class of microscopic asymmetric interacting particle systems on ${\mathbb Z}$, with long range jump rates of order $|\cdot|^{-(1+α)}$ for $0<α<2$, different continuum fractional SPDEs. More specifically, we show the equilibrium fluctuations of the hydrodynamics mass density field of zero-range processes, depending on the stucture of the asymmetry, and whether the field is translated with process characteristics velocity, is governed in various senses by types of fractional stochastic heat or Burgers equations.
The main result: Suppose the jump rate is such that its symmetrization is long range but its (weak) asymmetry is nearest-neighbor. Then, when $α<3/2$, the fluctuation field in space-time scale $1/α:1$, translated with process characteristic velocity, irrespective of the strength of the asymmetry, converges to a fractional stochastic heat equation, the limit also for the symmetric process. However, when $α\geq 3/2$ and the strength of the weak asymmetry is tuned in scale $1-3/2α$, the associated limit points satisfy a martingale formulation of a fractional stochastic Burgers equation.
We consider weakly asymmetric exclusion processes whose initial density profile is a small perturbation of a constant. We show that in the diffusive time-scale, in all dimensions, the density defect evolves as the solution of a viscous Burgers equation.
In these notes we give a simple proof of the second-order Boltzmann-Gibbs Principle, which is the main tool in order to prove that the equilibrium fluctuations of the WASEP are given, in the regime of the critical strength asymmetry, by the Stochastic Burgers equation.
In this paper we prove the convergence to the stochastic Burgers equation from one-dimensional interacting particle systems, whose dynamics allow the degeneracy of the jump rates. To this aim, we provide a new proof of the second order Boltzmann-Gibbs principle introduced in [Gonçalves, Jara 2014]. The main technical difficulty is that our models exhibit configurations that do not evolve under the dynamics - the blocked configurations - and are locally non-ergodic. Our proof does not impose any knowledge on the spectral gap for the microscopic models. Instead, it relies on the fact that, under…
We consider the weakly asymmetric simple exclusion process on the discrete space $\{1,...,n-1\}$, in contact with stochastic reservoirs, both with density $ρ\in{(0,1)}$ at the extremity points, and starting from the invariant state, namely the Bernoulli product measure of parameter $ρ$. Under time diffusive scaling $tn^2$ and for $ρ=\frac12$, when the asymmetry parameter is taken of order $1/ \sqrt n$, we prove that the density fluctuations at stationarity are macroscopically governed by the energy solution of the stochastic Burgers equation with Dirichlet boundary conditions, which is shown t…
We consider the fluctuation fields of multi-species weakly-asymmetric zero-range interacting particle systems in one dimension, where the mass density of each species is conserved. Although such fields have been studied in systems with a single species, the multi-species setting is much less understood. Among other results, we show that, when the system starts from stationary states, with a particular property, the scaling limits of the multi-species fluctuation fields, seen in a characteristic traveling frame, solve a coupled Burgers SPDE, which is a formal spatial gradient of a coupled KPZ e…
We review the formulation of the stochastic Burgers equation as a martingale problem. One way of understanding the difficulty in making sense of the equation is to note that it is a stochastic PDE with distributional drift, so we first review how to construct finite-dimensional diffusions with distributional drift. We then present the uniqueness result for the stationary martingale problem of [Gubinelli, Perkowski 2016], but we mainly emphasize the heuristic derivation and also we include a (very simple) extension of [Gubinelli, Perkowski 2016] to a non-stationary regime.
The convergence of the totally asymmetric simple exclusion process to the solution of the Burgers equation is a classical result. In his seminal 1981 paper, Herman Rost proved the convergence of the density fields and local equilibrium when the limiting solution of the equation is a rarefaction fan. An important tool of his proof is the subadditive ergodic theorem. We prove his results by showing how second class particles transport the rarefaction-fan solution, as characteristics do for the Burgers equation, avoiding subadditivity. In the way we show laws of large numbers for tagged particles…
We consider a class of nearest-neighbor weakly asymmetric mass conservative particle systems evolving on $\mathbb{Z}$, which includes zero-range and types of exclusion processes, starting from a perturbation of a stationary state. When the weak asymmetry is of order $O(n^{-γ})$ for $1/2<γ\leq1$, we show that the scaling limit of the fluctuation field, as seen across process characteristics, is a generalized Ornstein-Uhlenbeck process. However, at the critical weak asymmetry when $γ=1/2$, we show that all limit points satisfy a martingale formulation which may be interpreted in terms of a stoch…
The present work demonstrates the connections between the Burgers, diffusion, and Schroedinger's equations. The starting point is a formulation of the stochastic mechanics, which is modeled along the lines of the scale relativity theory. The resulting statistical description obeys the Fokker-Planck equation. This paper further demonstrates the connection between the two approaches, embodied by the study of the Burgers equation, which from this perspective appears as a stochastic geodesic equation. The main result of the article is the transparent derivation of the Born rule from the starting p…
In this article we derive the fractional porous medium equation for any power of the fractional Laplacian as the hydrodynamic limit of a microscopic dynamics of random particles with long range interactions, but the jump rate highly depends on the occupancy near the sites where the interactions take place.
In this paper, we propose and study a stochastic aggregation-diffusion equation of the Keller-Segel (KS) type for modeling the chemotaxis in dimensions $d=2,3$. Unlike the classical deterministic KS system, which only allows for idiosyncratic noises, the stochastic KS equation is derived from an interacting particle system subject to both idiosyncratic and common noises. Both the unique existence of solutions to the stochastic KS equation and the mean-field limit result are addressed.
We consider an interacting particles system composed of a Hamiltonian part and perturbed by a conservative stochastic noise so that the full system conserves two quantities: energy and volume. The Hamiltonian part is regulated by a scaling parameter vanishing in the limit. We study the form of the fluctuations of these quantities at equilibrium and derive coupled stochastic partial differential equations with a KPZ flavor.
We consider the stochastic heat equation $\partial_tZ= \partial_x^2 Z - Z \dot W$ on the real line, where $\dot W$ is space-time white noise. $h(t,x)=-\log Z(t,x)$ is interpreted as a solution of the KPZ equation, and $u(t,x)=\partial_x h(t,x)$ as a solution of the stochastic Burgers equation. We take $Z(0,x)=\exp\{B(x)\}$ where $B(x)$ is a two-sided Brownian motion, corresponding to the stationary solution of the stochastic Burgers equation. We show that there exist $0< c_1\le c_2 <\infty$ such that $c_1t^{2/3}\le \Var (\log Z(t,x))\le c_2 t^{2/3}.$ Analogous results are obtained for some mom…
We give a microscopic derivation of time-dependent correlation functions of the $1D$ cubic nonlinear Schrödinger equation (NLS) from many-body quantum theory. The starting point of our proof is our previous work on the time-independent problem and work of the second author on the corresponding problem on a finite lattice. An important new obstacle in our analysis is the need to work with a cutoff in the number of particles, which breaks the Gaussian structure of the free quantum field and prevents the use of the Wick theorem. We overcome it by the means of complex analytic methods. Our methods…
We obtain macroscopic isothermal thermodynamic transformations by space-time scalings of a microscopic Hamiltonian dynamics in contact with a heat bath. The microscopic dynamics is given by a chain of anharmonic oscillators subject to a varying tension (external force) and the contact with the heat bath is modeled by independent Langevin dynamics acting on each particle. After a diffusive space-time scaling and cross-graining, the profile of volume converges to the solution of a deterministic diffusive equation with boundary conditions given by the applied tension. This defines an irreversible…
We obtain macroscopic adiabatic thermodynamic transformations by space-time scalings of a microscopic Hamiltonian dynamics subject to random collisions with the environment. The microscopic dynamics is given by a chain of oscillators subject to a varying tension (external force) and to collisions with external independent particles of "infinite mass". The effect of each collision is to change the sign of the velocity without changing the modulus. This way the energy is conserved by the resulting dynamics. After a diffusive space-time scaling and cross-graining, the profiles of volume and energ…
We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary interacting particle systems. The models we consider cannot be linearized by a microscopic Cole-Hopf transform or studied directly by the existing energy solution theory of Goncalves-Jara '14. We develop a novel method based on comparison to stationary models, a technique that has not yet been applied to universality of the KPZ equation and nontrivially expands the se…
We study the derivation of the Gibbs measure for the nonlinear Schrödinger equation (NLS) from many-body quantum thermal states in the high-temperature limit. In this paper, we consider the nonlocal NLS with defocusing and unbounded $L^p$ interaction potentials on $\mathbb{T}^d$ for $d=1,2,3$. This extends the author's earlier joint work with Fröhlich, Knowles, and Schlein, where the regime of defocusing and bounded interaction potentials was considered. When $d=1$, we give an alternative proof of a result previously obtained by Lewin, Nam, and Rougerie. Our proof is based on a perturbative ex…
We examine a family of microscopic models of plasmas, with a parameter $α$ comparing the typical distance between collisions to the strength of the grazing collisions. These microscopic models converge in distribution, in the weak coupling limit, to a velocity diffusion described by the linear Landau equation (also known as the Fokker-Planck equation). The present work extends and unifies previous results that handled the extremes of the parameter $α$, for the whole range (0, 1/2], by showing that clusters of overlapping obstacles are negligible in the limit. Additionally, we study the diffusi…
