We study the equilibrium fluctuations of a tagged particle in finite-range simple exclusion processes on Z^d with biased single particle jump rates. It is known the variance of the tagged particle at time t is diffusive, that is on order O(t), in d\geq 3, and in d=1 when in addition the jump rate is nearest-neighbor, and moreover, in these cases, central limit theorems in diffusive scale have been proved.
In this article, we give some partial results in the open cases in d\leq 2. Namely, we show diffusivity of the tagged particle variance at time t in the sense of some upper and lower bounds on order O(t) in d=2, and also in d=1 when in addition the jump rate is not nearest-neighbor. Also, a characterization of the tagged particle variance is given. The main methods are in analyzing H_{-1} norm variational inequalities.
We prove the law of large numbers and invariance principles for the tagged particle in the asymmetric exclusion process with long jumps when the process starts from its equilibrium measure.
We consider the asymmetric exclusion process with a driven tagged particle on Z which has different jump rates from other particles and show that the tagged particle can have a ballistic behavior when the non-tagged particles have non-nearest-neighbor jump rates. We show the existence of some non-trivial invariant measures for the environment process viewed from the tagged particle. Our arguments are based on coupling, the martingale approach, and analyzing currents through fixed bonds.
We prove a nonequilibirum central limit theorem for the position of a tagged particle in the one-dimensional nearest-neighbor symmetric simple exclusion process under diffusive scaling starting from a Bernoulli product measure associated to a smooth profile $ρ_0:\bb R\to [0,1]$.
We consider exclusion processes on a rooted $d$-regular tree. We start from a Bernoulli product measure conditioned on having a particle at the root, which we call the tagged particle. For $d\geq 3$, we show that the tagged particle has positive linear speed and satisfies a central limit theorem. We give an explicit formula for the speed. As a key step in the proof, we first show that the exclusion process "seen from the tagged particle" has an ergodic invariant measure.
We prove a Functional Central Limit Theorem for the position of a Tagged Particle in the one-dimensional Asymmetric Simple Exclusion Process in the hyperbolic scaling, starting from a Bernoulli product measure conditioned to have a particle at the origin. We also prove that the position of the Tagged Particle at time $t$ depends on the initial configuration, by the number of empty sites in the interval $[0,(p-q)αt]$ divided by $α$ in the hyperbolic and in a longer time scale, namely $N^{4/3}$.
We consider a driven tagged particle in a symmetric exclusion process on Z with a removal rule. In this process, untagged particles are removed once they jump to the left of the tagged particle. We investigate the behavior of the displacement of the tagged particle and prove limit theorems of it: an (annealed) law of large numbers, a central limit theorem, and a large deviation principle. We also characterize a class of ergodic measures for the environment process. Our approach is based on analyzing two auxiliary processes with associated martingales and a regenerative structure.
We study two different versions of the simple exclusion process on augmented Galton-Watson trees, the constant speed model and the varying speed model. In both cases, the simple exclusion process starts from an equilibrium distribution with non-vanishing particle density. Moreover, we assume to have initially a particle in the root, the tagged particle. We show for both models that the tagged particle has a positive linear speed and we give explicit formulas for the speeds.
We prove moderate deviation principles for the tagged particle position and current in one-dimensional symmetric simple exclusion processes. There is at most one particle per site. A particle jumps to one of its two neighbors at rate $1/2$, and the jump is suppressed if there is already one at the target site. We distinguish one particular particle which is called the tagged particle. We first establish a variational formula for the moderate deviation rate functions of the tagged particle positions based on moderate deviation principles from hydrodynamic limit proved by Gao and Quastel \cite{g…
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.
We prove an invariance principle for a tagged particle in a simple exclusion process out of equilibrium. The scaling limit is a time-inhomogeneous process of independent increments, related to the solution of a fractional heat equation.
For a sequence of i.i.d. random variables $\{ξ_x : x\in \bb Z\}$ bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at $x$ (resp. $x+1$) jumps to $x+1$ (resp. $x$) at rate $ξ_x$. We examine a quenched nonequilibrium central limit theorem for the position of a tagged particle in the exclusion process with bond disorder $\{ξ_x : x\in \bb Z\}$. We prove that the position of the tagged particle converges under diffusive scaling to a Gaussian process if the other particles are initially distribute…
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.
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…
Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare Probab. Stat. 42 (2006) 567-577]. In this article, we prove corresponding large deviation principles and evaluate the rate functions, showing different growth behaviors near and far from their zeroes which connect with results in [J. Stat. Phys. 136 (2009) 1-15].
In this article we obtain the equilibrium fluctuations of a symmetric exclusion process in $\mathbb{Z}$ with long jumps. The transition probability of the jump from $x$ to $y$ is proportional to $|x-y|^{-γ-1}$. Here we restrict to the choice $γ\geq 2$ so that the system has a diffusive behavior. Moreover, when particles move between $\mathbb{Z}_{-}^{*}$ and $\mathbb N$, the jump rates are slowed down by a factor $αn^{-β}$, where $α>0$, $β\geq 0$ and $n$ is the scaling parameter. Depending on the values of $β$ and $γ$, we obtain several stochastic partial differential equations, corresponding t…
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density ρ. Place a second class particle initially at the origin. For the case ρdifferent from 1/2 we show that the time spent by the second class particle at the origin has finite expectation. This strong transience is then used to prove that variances of additive functionals of local mean-zero functions are diffusive when ρis not 1/2. As a corollary to previous work, we deduce the invariance princip…
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…
We prove density and current fluctuations for two examples of symmetric, interacting particle systems with anomalous diffusive behavior: the zero-range process with long jumps and the zero-range process with degenerated bond disorder. As an application, we obtain subdiffusive behavior of a tagged particle in a simple exclusion process with variable diffusion coefficient.
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.
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the subdiffusively rescaled current across the origin, and the subdiffusively rescaled tagged particle position. The purpose of this note is to improve this convergence to a functional central limit theorem, with respect to the uniform topology, and so complete the solution to a conjecture in the literature with respect to simple exclusion processes.
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 show that for the mean zero simple exclusion process in $\mathbb {Z}^d$ and for the asymmetric simple exclusion process in $\mathbb{Z}^d$ for $d\geq3$, the self-diffusion coefficient of a tagged particle is stable when approximated by simple exclusion processes on large periodic lattices. The proof depends on a similar stability property of the Sobolev inner product associated with the operator.
Consider a tagged particle in zero-range dynamics on the integer lattice in dimension d with rate g whose finite-range jump probabilities p possess a drift. We show, in equilibrium, that the variance of the tagged particle position at time t is at least order t in all dimensions and at most order t in d=1 and d larger or equal to 3 for a wide class of rates g. Also, in d=1, when the jump distribution p is totally asymmetric and nearest-neighbor, and when the rate g(k) increases and g(k)/k decreases with k, we show the diffusively scaled centered tagged particle position converges to a Brownian…
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…
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 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.
We prove a weak law of large numbers for a tagged particle in a totally asymmetric exclusion process on the one-dimensional lattice. The particles are allowed to take long jumps but not pass each other. The object of the paper is to illustrate a special technique for proving such theorems. The method uses a coupling that mimics the Hopf-Lax formula from the theory of viscosity solutions of Hamilton-Jacobi equations.
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.
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…
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 $N^2$.
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 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.
We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow bond where it is $αn^-β$, where $α,β\geq{0}$ and $n$ is the scaling parameter. Depending on the regime of $β$, we find three different behaviors for the limiting fluctuations whose covariances are explicitly computed. In particular, for the critical value $β=1$, starting a tagged particle near the slow bond, we obtain a family of gaussian processes indexed in…
In many interacting particle systems, tagged particles move diffusively upon subtracting a drift. General techniques to prove such `invariance principles' are available for reversible processes (Kipnis-Varadhan) and for non-reversible processes in dimension $d>2$. The interest of our paper is that it considers a non-reversible one-dimensional process: the Toom model. The reason that we can prove the invariance principle is that in this model, push-tagged particles move manifestly slower than second-class particles.
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 consider the one-dimensional symmetric simple exclusion process with a slow bond. In this model, whilst all the transition rates are equal to one, a particular bond, the \emph{slow bond}, has associated transition rate of value $N^{-1}$, where $N$ is the scaling parameter. This model has been considered in previous works on the subject of hydrodynamic limit and fluctuations. In this paper, assuming uniqueness for weak solutions of hydrodynamic equation associated to the perturbed process, we obtain dynamical large deviations estimates in the diffusive scaling. The main challenge here is the…
In this paper we give a new proof of the second order Boltzmann-Gibbs principle. The proof does not impose the knowledge on the spectral gap inequality for the underlying model and it relies on a proper decomposition of the antisymmetric part of the current of the system in terms of polynomial functions. In addition, we fully derive the convergence of the equilibrium fluctuations towards 1) a trivial process in case of supper-diffusive systems, 2) an Ornstein-Uhlenbeck process or the unique energy solution of the stochastic Burgers equation, in case of weakly asymmetric diffusive systems. Exam…
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 …
We construct a nearest-neighbour interacting particle system of exclusion type, which illustrates a transition from slow to fast diffusion. More precisely, the hydrodynamic limit of this microscopic system in the diffusive space-time scaling is the parabolic equation $\partial_tρ=\nabla (D(ρ)\nabla ρ)$, with diffusion coefficient $ D(ρ)=mρ^{m-1} $ where $ m\in(0,2] $, including therefore the fast diffusion regime in the range $ m\in(0,1) $, and the porous {medium} equation for $ m\in(1,2) $. The construction of the model is based on the generalized binomial theorem, and interpolates continuous…
We study the hydrodynamic and the hydrostatic behavior of the Simple Symmetric Exclusion Process with \emph{slow boundary}. The term \emph{slow boundary} means that particles can be born or die at the boundary sites, at a rate proportional to $N^{-θ}$, where $θ> 0$ and $N$ is the scaling parameter. In the bulk, the particles exchange rate is equal to $1$. In the hydrostatic scenario, we obtain three different linear profiles, depending on the value of the parameter $θ$; in the hydrodynamic scenario, we obtain that the time evolution of the spatial density of particles, in the diffusive scaling…
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 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.
Let $J(t)$ be the the integrated flux of particles in the symmetric simple exclusion process starting with the product invariant measure $ν_ρ$ with density $ρ$. We compute its rescaled asymptotic variance: \[ \lim_{t\to\infty} t^{-1/2} \V J(t) = \sqrt{2/π} (1-ρ)ρ\] Furthermore we show that $t^{-1/4}J(t)$ converges weakly to a centered normal random variable with this variance. From these results we compute the asymptotic variance of a tagged particle in the nearest neighbor case and show the corresponding central limit theorem, results previously proven by Arratia.
We consider the symmetric simple exclusion process with slow boundary first introduced in [Baldasso {\it et al.}, Journal of Statistical Physics, 167(5), 2017]. We prove a law of large number for the empirical measure of the process under a longer time scaling instead of the usual diffusive time scaling.
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 consider the weakly asymmetric exclusion process on a bounded interval with particle 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. We prove the associated dynamical large deviations principle.
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and the entire particle system is slowed down until the ``collision'' is resolved. We show that under diffusive scaling of space and time such processes converge to what one might refer to as a sticky reflected Brownian motion in the wedge. The latter behaves as a Brownian motion with constant drift vector and diffusion matrix in the interior of the wedge, and ref…
We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent interest. We also show off-diagonal estimates of Carne-Varopoulos type.
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…
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…
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…
In this paper, we obtain the transition probability formulas for the Asymmetric Simple Exclusion Process (ASEP) and the $q$-deformed Totally Asymmetric Zero Range Process ($q$-TAZRP) on the ring by applying the coordinate Bethe ansatz. We also compute the distribution function for a tagged particle with general initial condition.
