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We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a…

Probability · Mathematics 2016-11-26 Luca Avena , Tertuliano Franco , Milton Jara , Florian Völlering

We prove that the hydrodynamic limit of the symmetric exclusion process (SEP) is a Fokker-Planck equation in the setting of Poisson random neighborhood graphs approximating a weighted Riemannian manifold with Ricci curvature bounded from…

Probability · Mathematics 2026-04-16 Jonathan Junné , Frank Redig , Rik Versendaal

According to a version of Donsker's theorem, geodesic random walks on Riemannian manifolds converge to the respective Brownian motion. From a computational perspective, however, evaluating geodesics can be quite costly. We therefore…

Probability · Mathematics 2023-12-05 Simon Schwarz , Michael Herrmann , Anja Sturm , Max Wardetzky

We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…

Probability · Mathematics 2023-11-30 Michael Herrmann , Pit Neumann , Simon Schwarz , Anja Sturm , Max Wardetzky

This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…

Probability · Mathematics 2014-10-07 Maria Gordina , Thomas Laetsch

We show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.

Differential Geometry · Mathematics 2022-12-07 Tianyu Ma , Vladimir S. Matveev , Ilya Pavlyukevich

We consider continuous-time random walks on a random locally finite subset of $\mathbb{R}^d$ with random symmetric jump probability rates. The jump range can be unbounded. We assume some second--moment conditions and that the above…

Probability · Mathematics 2022-06-03 Alessandra Faggionato

Consider a random walk on $\mathbb{Z}^d$ in a translation-invariant and ergodic random environment and starting from the origin. In this short note, assuming that a quenched invariance principle for the opportunely-rescaled walks holds, we…

Probability · Mathematics 2025-12-09 Alberto Chiarini , Simone Floreani , Federico Sau

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 study the hydrodynamic and hydrostatic limits of the one-dimensional open symmetric inclusion process with slow boundary. Depending on the value of the parameter tuning the interaction rate of the bulk of the system with the boundary, we…

Probability · Mathematics 2023-12-04 Chiara Franceschini , Patrícia Gonçalves , Federico Sau

The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…

Analysis of PDEs · Mathematics 2023-01-25 Effie Papageorgiou

We obtain the hydrodynamic limit of a simple exclusion process in an inhomogeneous environment of divergence form. Our main assumption is a suitable version of Gamma-convergence for the environment. In this way we obtain an unified approach…

Probability · Mathematics 2009-08-31 Milton Jara

We prove a sharp rate of convergence to stationarity for a natural random walk on a compact Riemannian manifold $(M,g)$. The proof includes a detailed study of the spectral theory of the associated operator.

Spectral Theory · Mathematics 2010-02-02 Gilles Lebeau , Laurent Michel

We discuss the heat content asymptotics associated with the heat flow out of a smooth compact manifold in a larger compact Riemannian manifold. Although there are no boundary conditions, the corresponding heat content asymptotics involve…

Analysis of PDEs · Mathematics 2013-06-27 M. van den Berg , P. Gilkey

We prove a comparison inequality between a system of independent random walkers and a system of random walkers which either interact by attracting each other -- a process which we call here the symmetric inclusion process (SIP) -- or repel…

Probability · Mathematics 2010-05-19 C. Giardina , F. Redig , K. Vafayi

We give a new approach to the well-known convergence to the hydrodynamic limit for the symmetric simple exclusion process (SSEP). More precisely, we characterize any possible limit of its empirical density measures as solutions to the heat…

Probability · Mathematics 2015-11-11 Max Fathi , Marielle Simon

We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal to one over the edges with end points…

Probability · Mathematics 2012-06-11 L. Avena

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…

Spectral Theory · Mathematics 2020-11-17 Martin Kolb , Tobias Weich , Lasse Lennart Wolf

We introduce a class of kinetic and anisotropic random motions $(x_t^{\sigma},v_t^{\sigma})_{t \geq 0}$ on the unit tangent bundle $T^1 \mathcal M$ of a general Riemannian manifold $(\mathcal M,g)$, where $\sigma$ is a positive parameter…

Probability · Mathematics 2018-11-21 Pierre Perruchaud

We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Probability · Mathematics 2018-07-17 Milton Jara , Otávio Menezes
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