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Motivated by the design of fast reinforcement learning algorithms, we study the diffusive limit of a class of pure jump ergodic stochastic control problems. We show that, whenever the intensity of jumps is large enough, the approximation…

Optimization and Control · Mathematics 2022-10-03 Marc Abeille , Bruno Bouchard , Lorenzo Croissant

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

Statistical Mechanics · Physics 2014-04-25 Marko Znidaric

We study the symmetric Dyson exclusion process (SDEP) - a lattice gas with exclusion and long-range, Coulomb-type interactions that emerge both as the maximal-activity limit of the symmetric exclusion process and as a discrete version of…

Statistical Mechanics · Physics 2026-05-20 Ali Zahra , Jerome Dubail , Gunter M. Schütz

We investigate the time evolution of a model system of interacting particles, moving in a $d$-dimensional torus. The microscopic dynamics are first order in time with velocities set equal to the negative gradient of a potential energy term…

Statistical Mechanics · Physics 2018-02-12 Paolo Butta` , Joel L. Lebowitz

It is well known that the similar universal behavior of infinite-size (bulk) systems of different nature requires the same basic conditions: space dimensionality; number components of order parameter; the type (short- or long-range) of the…

We consider hydrodynamic scaling limits for a class of reversible interacting particle systems, which includes the symmetric simple exclusion process and certain zero-range processes. We study a (non-quadratic) microscopic action functional…

Mathematical Physics · Physics 2018-12-19 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

We obtain analytic expressions for the time correlation functions of a liquid of spherical particles, exact in the limit of high dimensions $d$. The derivation is long but straightforward: a dynamic virial expansion for which only the first…

Statistical Mechanics · Physics 2016-01-08 Thibaud Maimbourg , Jorge Kurchan , Francesco Zamponi

Collective dynamics can be observed among many animal species, and have given rise in the last decades to an active and interdisciplinary field of study. Such behaviors are often modeled by active matter, in which each individual is…

Mathematical Physics · Physics 2021-08-31 Clément Erignoux

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

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 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 hydrodynamic limit for the totally asymmetric simple exclusion process with spatially inhomogeneous jump rates given by a speed function that may admit discontinuities. The limiting density profiles are described with a…

Probability · Mathematics 2011-10-18 Nicos Georgiou , Rohini Kumar , Timo Seppalainen

Many physical systems, including classical fluids, present in their phase diagram the competition between two phases that are separated by a line of first-order phase transitions which terminates at a so-called critical point. Despite…

High Energy Physics - Theory · Physics 2025-04-29 Zi-Qiang Zhao , Zhang-Yu Nie , Jing-Fei Zhang , Xin Zhang , Matteo Baggioli

We investigate the hydrodynamic behavior and local equilibrium of the multilane exclusion process, whose invariant measures were studied in our previous paper \cite{mlt1a}. The dynamics on each lane follows a hyperbolic time scaling,…

Probability · Mathematics 2025-02-03 Gideon Amir , Christophe Bahadoran , Ofer Busani , Ellen Saada

Recent work on stochastic interacting particle systems with two particle species (or single-species systems with kinematic constraints) has demonstrated the existence of spontaneous symmetry breaking, long-range order and phase coexistence…

Statistical Mechanics · Physics 2016-08-16 Gunter M. Schütz

In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…

Probability · Mathematics 2025-07-01 Chetan D. Pahlajani

We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities or criticalities, where the roof function defining the…

Dynamical Systems · Mathematics 2010-08-30 Vitor Araujo

We consider the one-dimensional symmetric simple exclusion process with a slow bond. In this model, whilst all the transition rates are equal to one, a particular bond, the \emph{slow bond}, has associated transition rate of value $N^{-1}$,…

Probability · Mathematics 2017-02-08 Tertuliano Franco , Adriana Neumann

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

Probability · Mathematics 2014-05-20 Christian Böinghoff
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