We provide a complete description of the equilibrium fluctuations for diffusive symmetric exclusion processes with long jumps in contact with infinitely extended reservoirs and prove that they behave as generalized Ornstein-Uhlenbeck processes with various boundary conditions, depending mainly on the strength of the reservoirs. On the way, we also give a general statement about uniqueness of the Ornstein-Uhlenbeck process originated by the microscopic dynamics of the underlying interacting particle systems and adapt it to our study.
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.
The purpose of this article is to study the hydrodynamic limit of the symmetric exclusion process with long jumps and in contact with infinitely extended reservoirs for a particular critical regime. The jumps are given in terms of a transition probability that can have finite or infinite variance and the hydrodynamic equation is a diffusive equation, in the former case, or a fractional equation, in the latter case. In this work we treat the critical case, that is, when the variance is infinite and grows logarithmically with the size of the system. This is the case in which there is a transitio…
In this paper, we investigate the mixing time of the simple exclusion process on the circle with $N$ sites, with a number of particle $k(N)$ tending to infinity, both from the worst initial condition and from a typical initial condition. We show that the worst-case mixing time is asymptotically equivalent to $(8π^2)^{-1}N^2\log k$, while the cutoff window, is identified to be $N^2$. Starting from a typical condition, we show that there is no cutoff and that the mixing time is of order $N^2$.
We consider the symmetric simple exclusion process in the interval $[-N,N]$ with additional birth and death processes respectively on $(N-K,N]$, $K>0$, and $[-N,-N+K)$. The exclusion is speeded up by a factor $N^2$, births and deaths by a factor $N$. Assuming propagation of chaos (a property proved in a companion paper "Truncated correlations in the stirring process with births and deaths") we prove convergence in the limit $N\to \infty$ to the linear heat equation with Dirichlet condition on the boundaries; the boundary conditions however are not known a priori, they are obtained by solving a…
We consider an exclusion process with long jumps in the box $Λ\_N=\{1, \ldots,N-1\}$, for $N \ge 2$, in contact with infinitely extended reservoirs on its left and on its right. The jump rate is described by a transition probability $p(\cdot)$ which is symmetric, with infinite support but with finite variance. The reservoirs add or remove particles with rate proportional to $κN^{-θ}$, where $κ>0$ and $θ\in\mathbb R$. If $θ>0$ (resp. $θ<0$) the reservoirs add and fastly remove (resp. slowly remove) particles in the bulk. According to the value of $θ$ we prove that the time evolution of the spat…
We study the hydrodynamic behaviour of the asymmetric simple exclusion process on the lattice of size $n$. In the bulk, the exclusion dynamics performs rightward flux. At the boundaries, the dynamics is attached to reservoirs. We investigate two types of reservoirs: (1) the reservoirs that are weakened by $n^θ$ for some $θ<0$ and (2) the reservoirs that create particles only at the right boundary and annihilate particles only at the left boundary. We prove that the spatial density of particles, under the hyperbolic time scale, evolves with the entropy solution to a scalar conservation law on $…
We consider the weakly asymmetric exclusion process on a bounded interval with particles reservoirs at the endpoints. The hydrodynamic limit for the empirical density, obtained in the diffusive scaling, is given by the viscous Burgers equation with Dirichlet boundary conditions. In the case in which the bulk asymmetry is in the same direction as the drift due to the boundary reservoirs, we prove that the quasi-potential can be expressed in terms of the solution to a one-dimensional boundary value problem which has been introduced by Enaud and Derrida \cite{de}. We consider the strong asymmetri…
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…
We study a totally asymmetric simple exclusion process equipped with Langmuir kinetics with boundaries connected to a common reservoir. The total number of particles in the system is conserved and controlled by filling factor $μ$. Additionally, crowding of reservoir is taken into account which regulates the entry and exit of particles from both boundary as well as bulk. In the framework of mean-field approximation, we express the density profiles in terms of Lambert-W functions and obtain phase diagrams in $α-β$ parameter space. Further, we elucidate the variation of phase diagram with respect…
We consider the asymmetric simple exclusion process in $d\ge 3$ with open boundaries. The particle reservoirs of constant densities are modeled by birth and death processes at the boundary. We prove that, if the initial density and the densities of the boundary reservoirs differ for order of $ε$ from 1/2, the density empirical field, rescaled as $ε^{-1}$, converges to the solution of the initial-boundary value problem for the viscous Burgers equation in a finite domain with given density on the boundary.
We consider an exclusion process with finite-range interactions in the microscopic interval $[0,N]$. The process is coupled with the simple symmetric exclusion processes in the intervals $[-N,-1]$ and $[N+1,2N]$, which simulate reservoirs. We show that the empirical densities of the processes speeded up by the factor $N^2$ converge to solutions of parabolic partial differential equations inside the intervals $[-N,-1]$, $[0,N]$, $[N+1,2N]$. Since the total number of particles is preserved by the evolution, we obtain the Neumann boundary conditions on the external boundaries $x=-N$, $x=2N$ of th…
Non-equilibrium steady state of the symmetric exclusion process with reservoirs
Institute of Mathematics, Statistics and Computer Science, University of São Paulo（圣保罗大学数学、统计和计算机科学研究所）；Mathematical Institute, University of Oxford（牛津大学数学研究所）；School of Mathematical and Statistical Sciences and the Center for Mechanisms of Evolution (Biodesign Institute), Arizona State University（亚利桑那州立大学数学与统计科学学院及进化机制中心（生物设计研究所））
For a given inhomogeneous exclusion processes on $N$ sites between two reservoirs, the trajectories probabilities allow to identify the relevant local empirical observables and to obtain the corresponding rate function at Level 2.5. In order to close the hierarchy of the empirical dynamics that appear in the stationarity constraints, we consider the simplest approximation, namely the Mean-Field approximation for the empirical density of two consecutive sites, in direct correspondence with the previously studied Mean-Field approximation for the steady state. For a given inhomogeneous Totally As…
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 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 obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to earlier results, where rates at the boundaries are comparable to the bulk ones, we show how macroscopic fluctuations are modified when the boundary rates are slower by an order of inverse of the system length.
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…
We consider the symmetric simple exclusion process evolving on the interval of length $n-1$ in contact with reservoirs of density $ρ\in (0,1)$ at the boundary. We use Yau's relative entropy method to show that if the initial measure is associated with a profile $u_0:[0,1] \to (0,1)$, then at explicit times $t^n(b)$ that depend on $u_0$, the distance to equilibrium, in total variation distance, converges, as $n \to \infty$, to a profile $\mathcal G(γe^{-b})$. The parameter $γ$ also depends on the initial profile $u_0$ and $\mathcal G(m)$ stands for the total variation distance $\|\mathcal N (m,…
The asymmetric exclusion process is an idealised stochastic model of transport, whose exact solution has given important insight into a general theory of nonequilibrium statistical physics. In this work, we consider a totally asymmetric exclusion process with multiple species of particles on a one-dimensional lattice in contact with reservoirs. We derive the exact nonequilibrium phase diagram for the system in the long time limit. We find two new phenomena in certain regions of the phase diagram: when the density of a species becomes zero throughout the system, and dynamical localisation when …
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…
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 …
We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the hydrodynamic limit in terms of the diffusivity and the mobility. Within this hydrodynamic framework we discuss a generalization of the fluctuation dissipation relation in a non-equilibrium steady state where the response function is expressed in terms of the two-time correlations. We compare our results to an exact solution of the symmetric exclusion process. This exac…
For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large time. We determine the conditioned large deviation function of density by a microscopic calculation. We then show that it can be expressed in terms of the solutions of Hamilton-Jacobi equations, which can be written for general diffusive systems using a fluctuating hydrodynamics description.
