Related papers: Hydrodynamic limit and cutoff for the biased adjac…
Establishing cutoff, an abrupt transition from "not mixed" to "well mixed", is a classical topic in the theory of mixing times for Markov chains. Interest has grown recently in determining not only the existence of cutoff and the order of…
A survey is presented of known results concerning simple random walk on the class of distance-regular graphs. One of the highlights is that electric resistance and hitting times between points can be explicitly calculated and given strong…
We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
Microscopic mechanisms of natural processes are frequently understood in terms of random walk models by analyzing local particle transitions. This is because these models properly account for dynamic processes at the molecular level and…
The behaviour of extended particles with exclusion interaction on a one-dimensional lattice is investigated. The basic model is called $\ell$-ASEP as a generalization of the asymmetric exclusion process (ASEP) to particles of arbitrary…
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…
It is shown that strong fluctuations preclude a hydrodynamic description of transport phenomena in helimagnets, such as MnSi, at T>0. This breakdown of hydrodynamics is analogous to the one in chiral liquid crystals. Mode-mode coupling…
Using duality techniques, we derive the hydrodynamic limit for one-dimensional, boundary-driven, symmetric exclusion processes with different types of non-reversible dynamics at the boundary, for which the classical entropy method fails.
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then…
We show that weak convergence of point measures and $(2+\epsilon)$-moment conditions imply hydrodynamic equations at the limit of infinitely many interacting molecules. The conditions are satisfied whenever the solutions of the classical…
We prove the hydrodynamic limit for a one dimensional harmonic chain with a random flip of the momentum sign. The system is open and subject to two thermostats at the boundaries and to an external tension at one of the endpoints. Under a…
We study the convergence to equilibrium in high dimensions, focusing on explicit bounds on mixing times and the emergence of the cutoff phenomenon for Dyson-Laguerre processes. These are interacting particle systems with non-constant…
The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the…
We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…
In this paper we develop an a priori error analysis of a new unified mixed finite element method for the coupling of fluid flow with porous media flow in $\mathbb{R}^N$, $N\in\{2,3\}$ on isotropic meshes. Flows are governed by the Stokes…
We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…
Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…
We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…