Related papers: Stochastic PDE limit of the dynamic ASEP
This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
We analyze the dynamical phases of the current-biased 1D and multi-lane open asymmetric simple exclusion processes (ASEP), using matrix product states and the density matrix renormalization group (DMRG) algorithm. In the 1D ASEP, we present…
We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. The joint distributions of surface height at finitely many points at a fixed time moment are given as marginals of a…
The totally asymmetric simple exclusion process (TASEP) is a stochastic model for the unidirectional flow of interacting particles on a 1D-lattice that is much used in systems biology and statistical physics. Its master equation describes…
We consider ASEP on a bounded interval and on a half line with sources and sinks. On the full line, Bertini and Giacomin proved convergence under weakly asymmetric scaling of the height function to the solution of the KPZ equation. We prove…
The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli \rho measure as initial conditions, 0<\rho<1, is stationary in space and time. Let N_t(j) be the number of particles which have…
We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…
We develop adaptive time-stepping strategies for It\^o-type stochastic differential equations (SDEs) with jump perturbations. Our approach builds on adaptive strategies for SDEs. Adaptive methods can ensure strong convergence of nonlinear…
In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in…
We consider the asymmetric simple exclusion process (ASEP) on $\mathbb{Z}$. For continuous densities, ASEP is in local equilibrium for large times, at discontinuities however, one expects to see a dynamical phase transition, i.e. a mixture…
We study the boundary-driven asymmetric simple exclusion process (ASEP) in a one-dimensional chain with long-range links. Shortcuts are added to a chain by connecting $pL$ different pairs of sites selected randomly where $L$ and $p$ denote…
The asymmetric simple exclusion process (ASEP) is a paradigmatic driven-diffusive system that describes the asymmetric diffusion of particles with hardcore interactions in a lattice. Although the ASEP is known as an exactly solvable model,…
Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…
In non-equilibrium statistical mechanics, the Asymmetric Simple Exclusion Process (ASEP) serves as a paradigmatic example. We investigate the spectral characteristics of the ASEP, focusing on the spectral boundary of its generator matrix.…
We introduce the asymmetric extension of the Quantum Symmetric Simple Exclusion Process which is a stochastic model of fermions on a lattice hopping with random amplitudes. In this setting, we analytically show that the time-integrated…
We study the $n$-component priority asymmetric simple exclusion process ($n$-ASEP) with reflecting boundaries. We obtain all invariant measures in explicit form and prove reversibility. Using the symmetry of the generator of the process…
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…
Even in a simple stochastic process, the study of the full distribution of time integrated observables can be a difficult task. This is the case of a much-studied process such as the Ornstein-Uhlenbeck process where, recently, anomalous…
We study a continuous-space version of the totally asymmetric simple exclusion process (TASEP), consisting of interacting Brownian particles subject to a driving force in a periodic external potential. Particles are inserted at the leftmost…