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41.
The problem of describing the bulk behavior of an interacting system consisting of a large number of particles comes up in different contexts. See for example [1] for a recent exposition. In [4] one of the authors considered the case of interacting diffusions on a circle and proved that the density of particles evolves according to a nonlinear diffusion equation. The interacting particles evolved according to a generator that was symmetric in equilibrium. In this article we consider interacting Ornstein-Uhlenbeck processes. Here the diffusion generator is not symmetric relative to the equilibrium and the earlier methods have to be modified considerably. We use some ideas that were employed in [3] to extend the central limit theorem from the symmetric to nonsymmetric cases.This research is supported in part by the National Science Foundation, grant nos. DMS 89-01682 and DMS-88-06727 相似文献
42.
We consider a symmetric simple exclusion process where at most two particles per site are permitted. This model turns out to be nongradient. We prove that the particles' densities, under a diffusive rescaling of space and time, converge to the solution of a diffusion equation. We give a variational characterization of the diffusion coefficent. We also prove, for the generator of the process in finite volume, a lower bound on the spectral gap uniform in the volume. © 1994 John Wiley & Sons, Inc. 相似文献
43.
Tomasz Komorowski Stefano Olla Lenya Ryzhik 《Archive for Rational Mechanics and Analysis》2013,209(2):455-494
We consider the long time limit for the solutions of a discrete wave equation with weak stochastic forcing. The multiplicative noise conserves energy, and in the unpinned case also conserves momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck equation for the limit wave function that holds for both square integrable and statistically homogeneous initial data. The limit is understood in the point-wise sense in the former case, and in the weak sense in the latter. On the other hand, the weak limit for square integrable initial data is deterministic. 相似文献
44.
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered Gaussian field and we compute explicitly its covariance function. We use two approaches. The first method is dynamical and based on fluctuations around the hydrodynamic limit. We prove that the density fluctuations evolve macroscopically according to an autonomous stochastic equation, and we search for the stationary distribution of this evolution. The second approach, which is based on a representation of the steady state as a sum over paths, allows one to write the density fluctuations in the steady state as a sum over two independent processes, one of which is the derivative of a Brownian motion, the other one being related to a random path in a potential. 相似文献
45.
Alessandra Iacobucci Frédéric Legoll Stefano Olla Gabriel Stoltz 《Journal of statistical physics》2010,140(2):336-348
We study the thermal conductivity of the one dimensional Toda lattice perturbed by a stochastic dynamics preserving energy
and momentum. The strength of the stochastic noise is controlled by a parameter γ. We show that heat transport is anomalous, and that the thermal conductivity diverges with the length n of the chain according to κ(n)∼n
α
, with 0<α≤1/2. In particular, the ballistic heat conduction of the unperturbed Toda chain is destroyed. Besides, the exponent α of the divergence depends on γ. 相似文献
46.
P. Olla M. R. Vuolo 《The European Physical Journal B - Condensed Matter and Complex Systems》2008,65(2):279-288
We derive a perturbative approach to study, in the large inertia limit, the dynamics of solid particles in a smooth, incompressible
and finite-time correlated random velocity field. We carry on an expansion in powers of the inverse square root of the Stokes
number, defined as the ratio of the relaxation time for the particle velocities and the correlation time of the velocity field.
We describe in this limit the residual concentration fluctuations of the particle suspension, and determine the contribution
to the collision velocity statistics produced by clustering. For both concentration fluctuations and collision velocities,
we analyze the differences with the compressible one-dimensional case. 相似文献
47.
C. Landim S. Olla S. R. S. Varadhan 《Bulletin of the Brazilian Mathematical Society》2000,31(3):241-275
We review in this article central limit theorems for a tagged particle in the simple exclusion process. In the first two sections we present a general method to prove central limit theorems for additive functional of Markov processes. These results are then applied to the case of a tagged particle in the exclusion process. Related questions, such as smoothness of the diffusion coefficient and finite dimensional approximations, are considered in the last section. 相似文献
48.
It is well-known that the hydrodynamic limit of the asymmetric simple exclusion is governed by a viscousless Burgers equation in the Euler scale [15]. We prove that, in the same scale, the next-order correction is given by a viscous Burgers equation up to a fixed time T for dimension d ≥ 3 provided that the corresponding viscousless Burger equation has a smooth solution up to time T. The diffusion coefficient was characterized via a variation of the Green-Kubo formula by [17, 18, 6]. Within the framework of asymmetric simple exclusion, this provides a rigorous verification in a simplified setting that the correction to the Euler equation is given by the Navier-Stokes equation if the time scale is within the Euler scale. © 1997 John Wiley & Sons, Inc. 相似文献