Shock fluctuations in the asymmetric simple exclusion process

Summary We consider the one dimensional nearest neighbors asymmetric simple exclusion process with ratesq andp for left and right jumps respectively;q<p. Ferrari et al. (1991) have shown that if the initial measure isv _, , a product measure with densities and to the left and right of the origin respectively, <, then there exists a (microscopic) shock for the system. A shock is a random positionX _t such that the system as seen from this position at timet has asymptotic product distributions with densities and to the left and right of the origin respectively, uniformly int. We compute the diffusion coefficient of the shockD=lim _t t ^–1(E(X _t )²–(EX _t )²) and findD=(p–q)(–)^–1((1–)+(1–)) as conjectured by Spohn (1991). We show that in the scale the position ofX _t is determined by the initial distribution of particles in a region of length proportional tot. We prove that the distribution of the process at the average position of the shock converges to a fair mixture of the product measures with densities and . This is the so called dynamical phase transition. Under shock initial conditions we show how the density fluctuation fields depend on the initial configuration.     

Heat kernel estimates for jump processes of mixed types on metric measure spaces

In this paper, we investigate symmetric jump-type processes on a class of metric measure spaces with jumping intensities comparable to radially symmetric functions on the spaces. The class of metric measure spaces includes the Alfors d-regular sets, which is a class of fractal sets that contains geometrically self-similar sets. A typical example of our jump-type processes is the symmetric jump process with jumping intensity where ν is a probability measure on , c(α, x, y) is a jointly measurable function that is symmetric in (x, y) and is bounded between two positive constants, and c ₀(x, y) is a jointly measurable function that is symmetric in (x, y) and is bounded between γ₁ and γ₂, where either γ₂ ≥ γ₁ > 0 or γ₁ = γ₂ = 0. This example contains mixed symmetric stable processes on as well as mixed relativistic symmetric stable processes on . We establish parabolic Harnack principle and derive sharp two-sided heat kernel estimate for such jump-type processes. Dedicated to Professor Masatoshi Fukushima on the occasion of his 70th birthday. The research of Zhen-Qing Chen is supported in part by NSF Grants DMS-0303310 and DMS-06000206. The research of Takashi Kumagai is supported in part by the Grant-in-Aid for Scientific Research (B) 18340027.     

Cancellation and absorption of lexicographic powers of totally ordered Abelian groups

Let G and H be totally ordered Abelian groups such that, for some integer k, the lexicographic powers G ^k and H ^k are isomorphic (as ordered groups). It was proved by F. Oger that G and H need not be isomorphic. We show here that they are whenever G is either divisible or ₁ -saturated (and in a few more cases). Our proof relies on a general technique which we also use to prove that G and H must be elementary equivalent as ordered groups (a fact also proved by F. Delon and F. Lucas) and isomorphic as chains. The same technique applies to the question of whether G and H should be isomorphic as groups, but, in this last case, no hint about a possible negative answer seems available.     

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$N^{4/3}$.     

Hammersley's interacting particle process and longest increasing subsequences

Summary In a famous paper [8] Hammersley investigated the lengthL _n of the longest increasing subsequence of a randomn-permutation. Implicit in that paper is a certain one-dimensional continuous-space interacting particle process. By studying a hydrodynamical limit for Hammersley's process we show by fairly “soft” arguments that limn ^′1/2 EL _n =2. This is a known result, but previous proofs [14, 11] relied on hard analysis of combinatorial asymptotics. Research supported by NSF Grant MCS 92-24857 and the Miller Institute for Basic Research in Science Research supported by NSF Grant DMS92-04864     

The the uniform mean-square ergodic theorem for wide sense stationary processes

It is shown that the uniform mean-square ergodic theorem holds for the family of wide sense stationary sequences, as soon as the random process with orthogonal increments, which corresponds to the orthogonal stochastic measure generated by means of the spectral representation theorem, is of bounded variation and uniformly continuous at zero in a mean-square sense. The converse statement is also shown to be valid, whenever the process is sufficiently rich. The method of proof relies upon the spectral representation theorem, integration by parts formula, and estimation of the asymptotic behaviour of total variation of the underlying trigonometric functions. The result extends and generalizes to provide the uniform mean-square ergodic theorem for families of wide sense stationary processes     

Natural bounded concentrators

We give the first known direct construction for linear families of bounded concentrators. The construction is explicit and the results are simple natural bounded concentrators. Let be the field withq elements,g(x)∈F _q [x] of degree greater than or equal to 2, and . LetI _nputs=H/A,O _utputs=H/B, and draw an edge betweenaA andbB iffaA∩bB≠ϕ. We prove that for everyq≥5 this graph is an concentrator. Part of this research was done while the author was at the department of Computer Science, The University of British Columbia, Vancouver, B.C., Canada.     

Strong Solvability of a Unilateral Boundary Value Problem for Nonlinear Parabolic Operators

Strong solvability in Sobolev spaces is proved for a unilateral boundary value problem for nonlinear parabolic operators. The operator is assumed to be of Carathéodory type and to satisfy a suitable ellipticity condition; only measurability with respect to the independent variable X is required. The main tools of the proof are an estimate for the second derivatives of functions which satisfy the unilateral boundary conditions and the monotonicity of the operator − u _t with respect to Δu for the same functions.     

A process of runs and its convergence to the brownian motion

Let X₁,X₂,… be i.i.d. random variables with a continuous distribution function. Let R₀=0, R_k=min{j>R_k?1, such that X_j>X_j+1}, k?1. We prove that all finite-dimensional distributions of a process $\text{W}{}^{\mathrm{(n)}}\text{(t)=}\text{(R}{}_{\mathrm{[nt]}}\text{?2[nt])}\text{2}\text{3}\text{n}\text{, t ? [0,1]}$, converge to those of the standard Brownian motion.     

A method of linearizations for linearly constrained nonconvex nonsmooth minimization

A readily implementable algorithm is given for minimizing a (possibly nondifferentiable and nonconvex) locally Lipschitz continuous functionf subject to linear constraints. At each iteration a polyhedral approximation tof is constructed from a few previously computed subgradients and an aggregate subgradient, which accumulates the past subgradient information. This aproximation and the linear constraints generate constraints in the search direction finding subproblem that is a quadratic programming problem. Then a stepsize is found by an approximate line search. All the algorithm's accumulation points are stationary. Moreover, the algorithm converges whenf happens to be convex.     

Pairs of edge-disjoint Hamiltonian circuits

Aequationes mathematicae -     

The edge density of 4-critical planar graphs

Several constructions of 4-critical planar graphs are given. These provide answers to two questions of B. Grünbaum and give improved bounds for the maximum edge density of such graphs.     

Existence and uniqueness of solutions of system governed by second order quasilinear integro-partial differential equation of parabolic type

Recently, Teo and Ahmed [17] have established the existence and uniqueness of solutions for a class of systems governed by second order quasilinear parabolic integro-partial differential equations. In their system equation, all but the second order coefficients are assumed to be bounded and measurable while more restrictive assumptions are imposed on the second order coefficients. In this paper, their results are generalized so that the second order coefficients can also be assumed to be bounded and measurable. However, the parabolic integro-partial differential equation is in divergence form and the solution of the system under consideration is in the sense of Aronson [1]. Our main result is presented in Theorem 3.6 which is proved using several fundamental results reported by Aronson [1].     

On the arc component of a locally compact Abelian group

For a topological group G, we denote by G _a the arc component of the neutral element and by the character group of G, i.e. the group of all continuous homomorphisms from G into T. We prove the following theorem: Let G be a connected locally compact abelian group and let be the embedding. Then is a topological isomorphism. In particular, the character group of the arc component of a compact abelian group is discrete. Some conclusions will be drawn.     

On diffusivity of a tagged particle in asymmetric zero-range dynamics

Consider a distinguished, or tagged particle in zero-range dynamics on Zd with rate g whose finite-range jump probabilities p possess a drift ∑jp(j)≠0. We show, in equilibrium, that the variance of the tagged particle position at time t is at least order t in all d?1, and at most order t in d=1 and d?3 for a wide class of rates g. Also, in d=1, when the jump distribution p is totally asymmetric and nearest-neighbor, and the rate g(k) increases, and g(k)/k either decreases or increases with k, we show the diffusively scaled centered tagged particle position converges to a Brownian motion with a homogenized diffusion coefficient in the sense of finite-dimensional distributions. Some characterizations of the tagged particle variance are also given.