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We revisit in this short article the hydrostatic limit for the exclusion process with slow boundary. The original proof of this result relies on estimates of the correlation functions. We achieve the same result based on analysis of two…

Probability · Mathematics 2019-04-30 Kenkichi Tsunoda

We consider an interacting particle system in the interval $[1,N]$ with reservoirs at the boundaries. While the dynamics in the channel is the simple symmetric exclusion process, the reservoirs are also particle systems which interact with…

Probability · Mathematics 2018-12-05 Thu Dang Thien Nguyen

Based on the generalized kinetic equation for the one-particle distribution function with a small source, the transition from the kinetic to the hydrodynamic description of many-particle systems is performed. The basic feature of this new…

Fluid Dynamics · Physics 2009-11-10 S. De Martino , M. Falanga , S. I. Tzenov

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Probability · Mathematics 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan

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…

Probability · Mathematics 2013-05-28 Sunder Sethuraman , S. R. S. Varadhan

We are dealing with the validity of a large deviation principle for a class of reaction-diffusion equations with polynomial nonlinearity, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength…

Probability · Mathematics 2017-05-02 Sandra Cerrai , Arnaud Debussche

We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…

Probability · Mathematics 2016-01-11 Matthias Erbar , Jan Maas , Michiel Renger

This article considers some classes of models dealing with the dynamics of discrete curves subjected to stochastic deformations. It turns out that the problems of interest can be set in terms of interacting exclusion processes, the ultimate…

Probability · Mathematics 2012-01-26 Guy Fayolle , Cyril Furtlehner

For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large…

Statistical Mechanics · Physics 2019-10-02 Bernard Derrida , Tridib Sadhu

In this paper, we prove the hydrodynamic limit for the ergodic dynamics of the Facilitated Exclusion Process with closed boundaries in the symmetric, asymmetric and weakly asymmetric regimes. For this, we couple it with a Simple Exclusion…

Probability · Mathematics 2025-02-04 Hugo Da Cunha , Lu Xu

We introduce a general class of stochastic lattice gas models, and derive their fluctuating hydrodynamics description in the large size limit under a local equilibrium hypothesis. The model consists in energetic particles on a lattice…

Statistical Mechanics · Physics 2019-10-22 C. Gutiérrez-Ariza , P. I. Hurtado

We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…

Statistical Mechanics · Physics 2020-08-05 Johan du Buisson , Hugo Touchette

We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…

Probability · Mathematics 2018-03-28 Sayan Banerjee , Amarjit Budhiraja , Michael Perlmutter

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Dynamical Systems · Mathematics 2017-09-15 Getachew K. Befekadu

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Probability · Mathematics 2024-07-23 Yawen Liu , Huijie Qiao

We deal with a class of abstract nonlinear stochastic models, which covers many 2D hydrodynamical models including 2D Navier-Stokes equations, 2D MHD models and 2D magnetic B\'enard problem and also some shell models of turbulence. We first…

Probability · Mathematics 2011-12-15 Igor Chueshov , Annie Millet

We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…

Statistical Mechanics · Physics 2011-10-06 A. Prados , A. Lasanta , Pablo I. Hurtado

We consider current statistics for a two species exclusion process of particles hopping in opposite directions on a one-dimensional lattice. We derive an exact formula for the Green's function as well as for a joint current distribution of…

Statistical Mechanics · Physics 2018-06-20 Zeying Chen , Jan de Gier , Iori Hiki , Tomohiro Sasamoto

The gradient expansion is the fundamental organising principle underlying relativistic hydrodynamics, yet understanding its convergence properties for general nonlinear flows has posed a major challenge. We introduce a simple method to…

High Energy Physics - Theory · Physics 2022-04-06 Michal P. Heller , Alexandre Serantes , Michał Spaliński , Viktor Svensson , Benjamin Withers