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.
We prove that the diffusion coefficient for the asymmetric exclusion process diverges at least as fast as $t^{1/4}$ in dimension $d=1$ and $(\log t)^{1/2}$ in $d=2$. The method applies to nearest and non-nearest neighbor asymmetric exclusion processes.
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.
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 give an exact expression for the distribution of the position X(t) of a single second class particle in the asymmetric simple exclusion process (ASEP) where initially the second class particle is located at the origin and the first class particles occupy the sites {1,2,...}.
We give a partly new proof of the fluctuation bounds for the second class particle and current in the stationary asymmetric simple exclusion process. One novelty is a coupling that preserves the ordering of second class particles in two systems that are themselves ordered coordinatewise.
The diffusivity $D(t)$ of finite-range asymmetric exclusion processes on $\mathbb Z$ with non-zero drift is expected to be of order $t^{1/3}$. Seppäläinen and Balázs recently proved this conjecture for the nearest neighbor case. We extend their results to general finite range exclusion by proving that the Laplace transform of the diffusivity is of the conjectured order. We also obtain a pointwise upper bound for $D(t)$ the correct order.
We consider the asymmetric simple exclusion process confined to the nonnegative integers with an open boundary at 0. The point 0 is connected to a reservoir where particles are injected and ejected at prescribed rates subject to the exclusion rule. We derive formulas for the transition probability as a function of time from states where initially there are m particles to states where there are n particles.
In earlier work the authors obtained integral formulas for probabilities for a single particle in the asymmetric simple exclusion process. Here formulas are obtained for joint probabilities for several particles. In the case of a single particle the derivation here is simpler than the one in the earlier work for one of its main results.
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 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 consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a stationary distribution whem the points are far away from each other. We develop a new recurrent probabilistic approach which is an alternative to Derrida's algebraic technique.
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the origin. We prove a strong law of large numbers for the number of particles present at time t in an interval growing linearly with t.
We consider finite-range asymmetric exclusion processes on $\mathbb Z$ with non-zero drift. The diffusivity $D(t)$ is expected to be of ${\mathcal O}(t^{1/3})$. We prove that $D(t)\ge Ct^{1/3}$ in the weak (Tauberian) sense that $\int_0^\infty e^{-λt}tD(t)dt \ge Cλ^{-7/3}$ as $λ\to 0$. The proof employs the resolvent method to make a direct comparison with the totally asymmetric simple exclusion process, for which the result is a consequence of the scaling limit for the two-point function recently obtained by Ferrari and Spohn. In the nearest neighbor case, we show further that $tD(t)$ is mono…
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.…
We give sufficient conditions on the rates of two asymmetric exclusion processes such that the existence of a blocking invariant measure for the first implies the existence of such a measure for the second. The main tool is a coupling between the two processes under which the first dominates the second in an appropriate sense. In an appendix we construct a class of processes for which the existence of a blocking measure can be proven directly; these are candidates for comparison processes in applications of the main result.
This is an expanded version of a series of lectures delivered by the second author in June, 2009. It describes the results of three of the authors' papers on ASEP, from the derivation of exact formulas for configuration probabilities, through Fredholm determinant representation, to asymptotics for ASEP with step initial condition establishing KPZ universality. Although complete proofs are in general not given, at least the main elements of them are.
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 …
In this paper we find explicit formulas for: (1) Green's function for a system of one-dimensional bosons interacting via a delta-function potential with particles confined to the positive half-line; and (2) the transition probability for the one-dimensional asymmetric simple exclusion process (ASEP) with particles confined to the nonnegative integers. These are both for systems with a finite number of particles. The formulas are analogous to ones obtained earlier for the Bose gas and ASEP on the line and integers, respectively. We use coordinate Bethe Ansatz appropriately modified to account f…
In earlier work (arXiv:1707.04927) the authors obtained formulas for the probability in the asymmetric simple exclusion process that at time $t$ a particle is at site $x$ and is the beginning of a block of $L$ consecutive particles. Here we consider asymptotics. Specifically, for the KPZ regime with step initial condition, we determine the conditional probability (asymptotically as $t\rightarrow\infty$) that a particle is the beginning of an $L$-block, given that it is at site $x$ at time $t$. Using duality between occupied and unoccupied sites we obtain the analogous result for a gap of $G$ u…
We find the formulas of the transition probabilities of the $N$-particle multi-species asymmetric simple exclusion processes (ASEP), and show that the transition probabilities are written as a determinant when the order of particles in the final state is the same as the order of particles in the initial state.
We analyze a class of non-simple exclusion processes and the corresponding growth models by generalizing Gaertners Cole-Hopf transformation. We identify the main non-linearity and eliminate it by imposing a gradient type condition. For hopping range at most 3, using the generalized transformation, we prove the convergence of the exclusion process toward the Kardar-Parisi-Zhang (KPZ) equation. This is the first universality result concerning interacting particle systems in the context of KPZ universality class. While this class of exclusion processes are not explicitly solvable, we obtain the e…
We study current fluctuations of a two-species asymmetric exclusion process, known as the Arndt-Heinzel-Rittenberg model. For a step-Bernoulli initial condition with finite number of particles, we provide an explicit multiple integral expression for a certain joint current probability distribution. By performing an asymptotic analysis we prove that the joint current distribution is given by a product of a Gaussian and a GUE Tracy-Widom distribution in the long time limit, as predicted by non-linear fluctuating hydrodynamics.
In this article, we investigate a multispecies generalization of the single-species asymmetric simple exclusion process defined on an open one-dimensional lattice. We devise an exact projection scheme to find the phase diagram in terms of densities and currents of all species. In most of the phases, one or more species are absent in the system due to dynamical expulsion. We observe shocks as well in some regions of the phase diagram. We explain the density profiles using a generalized shock structure that is substantiated by numerical simulations.
We study a multispecies generalization of a left-permeable asymmetric exclusion process (LPASEP) in one dimension with open boundaries. We determine all phases in the phase diagram using an exact projection to the LPASEP solved by us in a previous work. In most phases, we observe the phenomenon of dynamical expulsion of one or more species. We explain the density profiles in each phase using interacting shocks. This explanation is corroborated by simulations.
We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses. We use our representation to prove the large deviations principle for the total number of particles in the system. We use the generator of the Markov process to show how explicit formulas for the average occupancy of a site arise for special choices of parameters. We also give similar representations for limits of stationary measures as the number of sites t…
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 prove the nonequilibrium fluctuations of one-dimensional, boundary driven, weakly asymmetric exclusion processes through a microscopic Cole-Hopf transformation.
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 the symmetry of the Diffusion Coefficient appearing in the fluctuation-dissipation theorem for the general asymmetric simple exclusion process.
We study the large deviation functional of the current for the Weakly Asymmetric Simple Exclusion Process in contact with two reservoirs.We compare this functional in the large drift limit to the one of the Totally Asymmetric Simple Exclusion Process, in particular to the Jensen-Varadhan functional. Conjectures for generalizing the Jensen-Varadhan functional to open systems are also stated.
We describe a resolvent-type method for estimating time integrals of time-dependent functionals of general right processes in equilibrium and apply this result in the case of weakly asymmetric one-dimensional simple exclusion showing a weak form of a replacement lemma for quadratic fluctuations.
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 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…
We consider the biased card shuffling and the Asymmetric Simple Exclusion Process (ASEP) on the segment. We obtain the asymptotic of their mixing times: our result show that these two continuous-time Markov chains display cutoff. Our analysis combines several ingredients including: a study of the hydrodynamic profile for ASEP, the use of monotonic eigenfunctions, stochastic comparisons and concentration inequalities.
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 that the variance of the current across a characteristic is of order t^{2/3} in a stationary asymmetric simple exclusion process, and that the diffusivity has order t^{1/3}. The proof proceeds via couplings to show the corresponding results for the expected deviations and variance of a second class particle.
These are the lecture notes for the mini-course at the PCMI graduate summer school in 2017. These notes are based on the article by Matetski, Quastel and Remenik arXiv:1701.00018 and give a self-contained exposition of construction of the KPZ fixed point.
We give a combinatorial description of the stationary measure for a totally asymmetric exclusion process (TASEP) with second class particles, on either Z or on the cycle Z_N. The measure is the image by a simple operation of the uniform measure on some larger finite state space. This reveals a combinatorial structure at work behind several results on the TASEP with second class particles.
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 the nonabelian sandpile model defined on directed trees by Ayyer, Schilling, Steinberg and Thiéry (Commun. Math. Phys, 2013) and restrict it to the special case of a one-dimensional lattice of $n$ sites which has open boundaries and disordered hopping rates. We focus on the joint distribution of the integrated currents across each bond simultaneously, and calculate its cumulant generating function exactly. Surprisingly, the process conditioned on seeing specified currents across each bond turns out to be a renormalised version of the same process. We also remark on a duality proper…
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 study a two-component asymmetric simple exclusion process (ASEP) that is equivalent to the ASEP with second-class particles. We prove self-duality with respect to a family of duality functions which are shown to arise from the reversible measures of the process and the symmetry of the generator under the quantum algebra $U_q[\mathfrak{gl}_3]$. We construct all invariant measures in explicit form and discuss some of their properties. We also prove a sum rule for the duality functions.
We study aspects of the hydrodynamics of one-dimensional totally asymmetric K-exclusion, building on the hydrodynamic limit of Seppalainen (1999). We prove that the weak solution chosen by the particle system is the unique one with maximal current past any fixed location. A uniqueness result is needed because we can prove neither differentiability nor strict concavity of the flux function, so we cannot use the Lax-Oleinik formula or jump conditions to define entropy solutions. Next we prove laws of large numbers for a second class particle in K-exclusion. The macroscopic trajectories of second…
We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three phases of the model and their boundaries within the fan region, we establish a complete picture of the scaling limits of the fluctuations of the density as the number of sites goes to infinity. In the maximal current phase, the limit fluctuation is the sum of two independent processes, a Brownian motion and a Brownian excursion. This extends an earlier resu…
The time-integrated current of the TASEP has non-Gaussian fluctuations of order $t^{1/3}$. The recently discovered connection to random matrices and the Painlevé II Riemann-Hilbert problem provides a technique through which we obtain the probability distribution of the current fluctuations, in particular their dependence on initial conditions, and the stationary two-point function. Some open problems are explained.
