Shock fluctuations in asymmetric simple exclusion

Summary The one dimensional nearest neighbors asymmetric simple exclusion process in used as a microscopic approximation to the Burgers equation. We study the process with rates of jumpsp>q to the right and left, respectively, and with initial product measure with densities < to the left and right of the origin, respectively (with shock initial conditions). We prove that a second class particle added to the system at the origin at time zero identifies microscopically the shock for all later times. If this particle is added at another site, then it describes the behavior of a characteristic of the Burgers equation. For vanishing left density (=0) we prove, in the scale t^1/2, that the position of the shock at timet depends only on the initial configuration in a region depending ont. The proofs are based on laws of large numbers for the second class particle.     

Hydrodynamical limit for spatially heterogeneous simple exclusion processes

Summary.   We prove hydrodynamical limit for spatially heterogeneous, asymmetric simple exclusion processes on Z ^d . The jump rate of particles depends on the macroscopic position x through some nonnegative, smooth velocity profile α(x). Hydrodynamics are described by the entropy solution to a spatially heterogeneous conservation law of the form

Phase transition in equilibrium fluctuations of symmetric slowed exclusion

We analyze the equilibrium fluctuations of 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$\alpha n^{-\beta }$, with α>0$\alpha >0$, β∈[0,+∞]$\beta \in [0,+\infty ]$ and n$n$ is the scaling parameter. Depending on the regime of β$\beta$, we find three different behaviors for the limiting fluctuations whose covariances are explicitly computed. In particular, for the critical value β=1$\beta =1$, starting a tagged particle near the slow bond, we obtain a family of Gaussian processes indexed in α$\alpha$, interpolating a fractional Brownian motion of Hurst exponent 1/4$1/4$ and the degenerate process equal to zero.     

Central limit theorem for a tagged particle in asymmetric simple exclusion

We prove a functional central limit theorem for the position of a tagged particle in the one-dimensional asymmetric simple exclusion process for 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$t$ depends on the initial configuration, through the number of empty sites in the interval [0,(p−q)αt]$[0,(p-q)\alpha t]$ divided by α$\alpha$, on the hyperbolic time scale and on a longer time scale, namely N^4/3$N^{4/3}$.     

Fluctuations of the front in a stochastic combustion model

We consider an interacting particle system on the one-dimensional lattice Z modeling combustion. The process depends on two integer parameters 2?a?M<∞. Particles move independently as continuous time simple symmetric random walks except that (i) when a particle jumps to a site which has not been previously visited by any particle, it branches into a particles, (ii) when a particle jumps to a site with M particles, it is annihilated. We start from a configuration where all sites to the left of the origin have been previously visited and study the law of large numbers and central limit theorem for rt, the rightmost visited site at time t. The proofs are based on the construction of a renewal structure leading to a definition of regeneration times for which good tail estimates can be performed.     

Conformal covariance of the Abelian sandpile height one field

We study the scaling limit for the height one field of the two-dimensional Abelian sandpile model. The scaling limit for the covariance having height one at two macroscopically distant sites, more generally the centred height one joint moment of a finite number of macroscopically distant sites, is identified and shown to be conformally covariant. The result is based on a representation of the height one joint intensities that is close to a block-determinantal structure.     

Two scales hydrodynamic limit for a model of malignant tumor cells

We consider a model introduced in [S. Luckhaus, L. Triolo, The continuum reaction-diffusion limit of a stochastic cellular growth model, Rend. Acc. Lincei (S.9) 15 (2004) 215-223] with two species (η and ξ) of particles, representing respectively malignant and normal cells. The basic motions of the η particles are independent random walks, scaled diffusively. The ξ particles move on a slower time scale and obey an exclusion rule among themselves and with the η particles. The competition between the two species is ruled by a coupled birth and death process. We prove convergence in the hydrodynamic limit to a system of two reaction-diffusion equations with measure valued initial data.     

Zero-range condensation at criticality

Zero-range processes with jump rates that decrease with the number of particles per site can exhibit a condensation transition, where a positive fraction of all particles condenses on a single site when the total density exceeds a critical value. We consider rates which decay as a power law or a stretched exponential to a non-zero limiting value, and study the onset of condensation at the critical density. We establish a law of large numbers for the excess mass fraction in the maximum, as well as distributional limits for the fluctuations of the maximum and the fluctuations in the bulk.     

Existence of an infinite particle limit of stochastic ranking process

We study a stochastic particle system which models the time evolution of the ranking of books by online bookstores (e.g., Amazon.co.jp). In this system, particles are lined in a queue. Each particle jumps at random jump times to the top of the queue, and otherwise stays in the queue, being pushed toward the tail every time another particle jumps to the top. In an infinite particle limit, the random motion of each particle between its jumps converges to a deterministic trajectory. (This trajectory is actually observed in the ranking data on web sites.) We prove that the (random) empirical distribution of this particle system converges to a deterministic space–time-dependent distribution. A core of the proof is the law of large numbers for dependent random variables.     

Fluctuation–dissipation equation of asymmetric simple exclusion processes

Summary. We consider asymmetric simple exclusion processes on the lattice Zopf; ^d in dimension d≥3. We denote by L the generator of the process, ∇ the lattice gradient, η the configuration, and w the current of the dynamics associated to the conserved quantity. We prove that the fluctuation–dissipation equation w=Lu+D∇η has a solution for some function u and some constant D identified to be the diffusion coefficient. Intuitively, Lu represents rapid fluctuation and this equation describes a decomposition of the current into fluctuation and gradient of the density field, representing the dissipation. Using this result, we proved rigorously that the Green-Kubo formula converges and it can be identified as the diffusion coefficient. Received: 14 May 1996 / In revised form: 20 February 1997     

Distributional limits for the symmetric exclusion process

Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and Gaussian distributions for various functionals of the process.     

Onset and structure of interfaces in a Kawasaki+Glauber interacting particle system

Summary We investigate the spatial structure of typical configurations of a reaction-diffusion spin system (Kawasaki+Glauber model), following the noise induced escape from an unstable spatially homogeneous state. After the escape, the system will be locally in a stationary phase, but will display a globally nontrivial spatial behavior, characterized by large clusters of the (two) different phases. The system can be spatially rescaled according to the typical linear dimension of the clusters and, on this space scale, regions of the opposite phases are separated by smooth (hyper) surfaces, called interfaces. The location of the interfaces is determined by means of the zero-level set of the trajectories of a Gaussian random field. This paper is devoted primarily to the characterization of the structure which appears on a finer scale (the hydrodynamical one) at the interface. A better understanding of the dynamics of the escape (especially in its last and nonlinear stage) leads to substantial improvements of the results in [7, 12].This research has been partly supported by NSF grant DMR 92-13424 and by a CNR fellowship     

The scaling limit for a stochastic PDE and the separation of phases

Summary We investigate the problem of singular perturbation for a reaction-diffusion equation with additive noise (or a stochastic partial differential equation of Ginzburg-Landau type) under the situation that the reaction term is determined by a potential with double-wells of equal depth. As the parameter (the temperature of the system) tends to 0, the solution converges to one of the two stable phases and consequently the phase separation is formed in the limit. We derive a stochastic differential equation which describes the random movement of the phase separation point. The proof consists of two main steps. We show that the solution stays near a manifoldM of minimal energy configurations based on a Lyapunov type argument. Then, the limit equation is identified by introducing a nice coordinate system in a neighborhood ofM .Research partially supported by Japan Society for the Promotion of Science     

Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion processes

We prove the hydrostatics of boundary driven gradient exclusion processes, Fick’s law and we present a simple proof of the dynamical large deviations principle which holds in any dimension.     

Hyperbolic conservation laws with discontinuous fluxes and hydrodynamic limit for particle systems

We study the following class of scalar hyperbolic conservation laws with discontinuous fluxes:

(0.1)     

Mean-field lattice trees

We introduce a mean-field model of lattice trees based on embeddings into ^d of abstract trees having a critical Poisson offspring distribution. This model provides a combinatorial interpretation for the self-consistent mean-field model introduced previously by Derbez and Slade [9], and provides an alternative approach to work of Aldous. The scaling limit of the meanfield model is integrated super-Brownian excursion (ISE), in all dimensions. We also introduce a model of weakly self-avoiding lattice trees, in which an embedded tree receives a penaltye ^– for each self-intersection. The weakly self-avoiding lattice trees provide a natural interpolation between the mean-field model (=0), and the usual model of strictly self-avoiding lattice tress (=) which associates the uniform measure to the set of lattice trees of the same size.