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We first survey some open questions concerning stochastic interacting particle systems with open boundaries. Then an asymmetric exclusion process with open boundaries that generalizes the lattice gas model of Katz, Lebowitz, and Spohn (KLS)…

Probability · Mathematics 2025-12-11 Ngo P. N. Ngoc , Gunter M. Schütz

A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact…

Methodology · Statistics 2025-11-26 Xueheng Shi , Robert Lund

Within the formalism of matrix product ansatz, we study a two-species asymmetric exclusion process with backward and forward site-ordered sequential update. This model, which was originally introduced with the random sequential update,…

Statistical Mechanics · Physics 2009-10-31 M. E. Fouladvand , H. -W. Lee

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…

Statistical Mechanics · Physics 2017-01-25 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

Statistical Mechanics · Physics 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido

The spreading of density fluctuations in two-dimensional driven diffusive systems is marginally anomalous. Mode coupling theory predicts that the diffusivity in the direction of the drive diverges with time as $(\ln t)^{2/3}$ with a…

Statistical Mechanics · Physics 2018-03-23 Joachim Krug , Robert A. Neiss , Andreas Schadschneider , Johannes Schmidt

We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…

Statistical Mechanics · Physics 2019-10-22 Denis Bernard , Tony Jin

We provide a complete description of the equilibrium fluctuations for diffusive symmetric exclusion processes with long jumps in contact with infinitely extended reservoirs and prove that they behave as generalized Ornstein-Uhlenbeck…

Mathematical Physics · Physics 2021-10-26 Cedric Bernardin , Patricia Goncalves , Milton Jara , Stefano Scotta

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

Probability · Mathematics 2016-08-14 Jonathon Peterson , Timo Seppäläinen

Thermodynamic uncertainty relations have emerged as universal bounds on current fluctuations in non-equilibrium systems. Here we derive a new bound for a particular class of run-and-tumble type processes using the mathematical framework of…

Statistical Mechanics · Physics 2019-07-02 Mayank Shreshtha , Rosemary J. Harris

We study the total current correlations for anharmonic chains in thermal equilibrium, putting forward predictions based on the second moment sum rule and on nonlinear fluctuating hydrodynamics. We compare with molecular dynamics simulations…

Statistical Mechanics · Physics 2015-03-13 Christian B. Mendl , Herbert Spohn

In the absence of directional motion it is often hard to recognize athermal fluctuations. Probability currents provide such a measure in terms of the rate at which they enclose area in the reduced phase space. We measure this area enclosing…

Within the Rayleigh-Helmholtz model of active Brownian particles activity is due to a non-linear velocity dependent force. In the presence of an external trapping potential or a constant force, the steady state of the system breaks detailed…

Statistical Mechanics · Physics 2015-06-19 Debasish Chaudhuri

We explore the fractional advection-diffusion equation and rare events associated with the ACTRW model. When waiting times have a finite mean but infinite variance, and the displacements follow a narrow distribution, the fractional operator…

Statistical Mechanics · Physics 2025-02-18 Yuanze Hong , Tian zhou , Wanli Wang

We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…

Statistical Mechanics · Physics 2018-08-01 Tadeusz Kosztołowicz

We consider one-dimensional asymmetric exclusion processes with a simple attractive interaction, where the distance between consecutive particles is not allowed to exceed a certain limit and investigate the consequences of this coupling on…

Disordered Systems and Neural Networks · Physics 2009-11-13 Róbert Juhász

The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…

Statistical Mechanics · Physics 2025-10-24 Manuel Mayo , María Isabel García de Soria , Pablo Maynar , José Javier Brey

In this article we obtain the equilibrium fluctuations of a symmetric exclusion process in $\mathbb{Z}$ with long jumps. The transition probability of the jump from $x$ to $y$ is proportional to $|x-y|^{-\gamma-1}$. Here we restrict to the…

Probability · Mathematics 2022-12-26 Pedro Cardoso , Patrícia GonÇAlves , Byron JimÉnez-Oviedo

We consider the Symmetric Exclusion Process on a compact Riemannian manifold, as introduced in van Ginkel and Redig (2020). There it was shown that the hydrodynamic limit satisfies the heat equation. In this paper we study the equilibrium…

Probability · Mathematics 2020-03-05 Bart van Ginkel , Frank Redig