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 obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the symmetric exclusion process by shift operators describing the spread of particles around positions where new sites are created.
We consider the hydrodynamic scaling behavior of the mass density with respect to a general class of mass conservative interacting particle systems on ${\mathbb Z}^n$, where the jump rates are asymmetric and long-range of order $\|x\|^{-(n+α)}$ for a particle displacement of order $\|x\|$. Two types of evolution equations are identified depending on the strength of the long-range asymmetry. When $0<α<1$, we find a new integro-partial differential hydrodynamic equation, in an anomalous space-time scale. On the other hand, when $α\geq 1$, we derive a Burgers hydrodynamic equation, as in the fini…
In this short survey we compare aspects of two different approaches for scaling limits of interacting particle systems, the hydrodynamic limit and the high density limit. We present some examples, comments and open problems on each approach for different scenarios: the law of large numbers, the central limit theorem, and the large deviations principle. It is given a special attention to a recent result of Franco and Groisman' 12 about the high density limit of a system exhibiting explosion of the total numbers of particles in finite time.
Motivated by the recent preprint [arXiv:2004.08412] by Ayala, Carinci, and Redig, we first provide a general framework for the study of scaling limits of higher order fields. Then, by considering the same class of infinite interacting particle systems as in [arXiv:2004.08412], namely symmetric simple exclusion and inclusion processes in the d-dimensional Euclidean lattice, we prove the hydrodynamic limit, and convergence for the equilibrium fluctuations, of higher order fields. In particular, the limit fields exhibit a tensor structure. Our fluctuation result differs from that in [arXiv:2004.0…
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by Erdős-Rényi graphs with constant mean degree. The limiting object is related to a potentially infinite system of SDEs defined over a Galton-Watson tree. Our theorems apply more generally, when the sequence of graphs ("decorated" with edge and vertex parameters) converges in the local weak sense. Our main technical result is a locality estimate bounding the influence of …
This paper studies the hydrodynamic limit of a stochastic process describing the time evolution of a system with N neurons with mean-field interactions produced both by chemical and by electrical synapses. This system can be informally described as follows. Each neuron spikes randomly following a point process with rate depending on its membrane potential. At its spiking time, the membrane potential of the spiking neuron is reset to the value 0 and, simultaneously, the membrane potentials of the other neurons are increased by an amount of potential 1/N . This mimics the effect of chemical syna…
This is a review based on the presentation done at the seminar Laurent Schwartz in December 2021. It is announcing results in the forthcoming [Menegaki-Mouhot-Marahrens'22]. This work presents a new simple quantitative method for proving the hydrodynamic limit of a class of interacting particle systems on lattices. We present here this method in a simplified setting, for the zero-range process and the Ginzburg-Landau process with Kawasaki dynamics, in the parabolic scaling and in dimension $1$. The rate of convergence is quantitative and uniform in time. The proof relies on a consistence-stabi…
We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise interactions given by an Erdős-Rényi graph. Our problem is to compare the bulk behavior of such systems with that of corresponding systems with dense nonrandom interactions. For a broad class of interaction functions, we find the optimal sparsity condition that implies that the two systems have the same hydrodynamic limit, which is given by a McKean-Vlasov diffusion.…
This is the first of two articles on the study of a particle system model that exhibits a Turing instability type effect. The model is based on two discrete lines (or toruses) with Ising spins, that evolve according to a continuous time Markov process defined in terms of macroscopic Kac potentials and local interactions. For fixed time, we prove that the density fields weakly converge to the solution of a system of partial differential equations involving convolutions. The presence of local interactions results in the lack of propagation of chaos, reason why the hydrodynamic limit cannot be ob…
This paper is a follow-up of the work initiated in [3], where it has been investigated the hydrodynamic limit of symmetric independent random walkers with birth at the origin and death at the rightmost occupied site. Here we obtain two further results: first we characterize the stationary states on the hydrodynamic time scale and show that they are given by a family of linear macroscopic profiles whose parameters are determined by the current reservoirs and the system mass. Then we prove the existence of a super-hyrdrodynamic time scale, beyond the hydrodynamic one. On this larger time scale t…
In this paper we study the hydrodynamic limit for a stochastic process describing the time evolution of the membrane potentials of a system of neurons with spatial dependency. We do not impose on the neurons mean-field type interactions. The values of the membrane potentials evolve under the effect of chemical and electrical synapses and leak currents. The system consists of $ε^{-2}$ neurons embedded in $[0,1)^2$, each spiking randomly according to a point process with rate depending on both its membrane potential and position. When neuron $i$ spikes, its membrane potential is reset to a resti…
We derive the hydrodynamic limit of the Kawasaki dynamics for the one-dimensional conservative system of unbounded real-valued spins with arbitrary strong, quadratic and finite-range interactions. This extends prior results for non-interacting spin systems. The result is obtained by adapting two scale approach of Grunewald, Otto, Villani and Westdickenberg combined with the authors' recent approach on conservative systems with strong interactions.
Hydrodynamic limit of the directed exclusion process
CNRS, UMR 8145, MAP5, Université Paris Cité（法国国家科学研究中心，UMR 8145，MAP5，巴黎西岱大学）；Dipartimento di Matematica “F. Enriques”, Università degli Studi di Milano（米兰大学费德里科·恩里克斯数学系）；Université Paris Cité, CNRS, MAP5（巴黎西岱大学，法国国家科学研究中心，MAP5）
We consider some interacting particle processes with long-range dynamics: the zero-range and exclusion processes with long jumps. We prove that the hydrodynamic limit of these processes corresponds to a (possibly non-linear) fractional heat equation. The scaling in this case is superdiffusive. In addition, we discuss a central limit theorem for a tagged particle on the zero-range process and existence and uniqueness of solutions of the Cauchy problem for the fractional heat equation.
We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative entropy of the law of the process with respect to product reference measures associated to the hydrodynamic limit profile, which holds in any dimension and is of independent interest. As a corollary of this entropy estimate, we obtain some quantitative bounds on the speed of convergence of the aforementioned hydrodynamic limit.
A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport of positive and negative charges in a solar cell or the population dynamics of two segregated species under competition. We show that in the macroscopic limit, the particle densities converge to the solution of a coupled nonlinear heat equations. For this, we first prove that propagation of chaos holds by establishing the uniqueness of a new BBGKY hierarchy.…
This paper concerns with the hydrodynamic limit of the Kob-Andersen model, an interacting particle system that has been introduced by physicists in order to explain glassy behavior, and widely studies since. We will see that the density profile evolves in the hydrodynamic limit according to a non-degenerate hydrodynamic equation, and see how the diffusion coefficient decays as density grows.
We consider the dynamics of a class of spin systems with unbounded spins interacting with local mean field interactions. We proof convergence of the empirical measure to the solution of a McKean-Vlasov equation in the hydrodynamic limit and propagation of chaos. This extends earlier results of Gärtner, Comets and others for bounded spins or strict mean field interactions.
This is the second of two articles on the study of a particle system model that exhibits a Turing instability type effect. About the hydrodynamic quations obtained in \cite{CSL17a}, we find conditions under which Turing instability occurs around the null equilibrium solution. In this instability regime: for long times at which the process is of infinitesimal order, we prove that the non-equilibrium fluctuations around the hydrodynamic limit are Gaussian; for times converging to the critical one at which the process is of finite order, we prove that the $\pm 1$-Fourier modes are uniformly away …
