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A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

统计力学 · 物理学 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

We establish the incompressible limit of weakly asymmetric simple exclusion processes coupled through particle collisions. The incompressible limit depends on various parameters in the particle system and is linked to fluid dynamics…

概率论 · 数学 2024-11-13 Patrick van Meurs , Kenkichi Tsunoda , Lu Xu

Nonequilibrium fluctuations of a tagged, or distinguished particle in a class of one dimensional mean-zero zero-range systems with sublinear, increasing rates are derived. In Jara-Landim-Sethuraman (2009), processes with at least linear…

概率论 · 数学 2010-11-05 Milton Jara , Claudio Landim , Sunder Sethuraman

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

统计力学 · 物理学 2015-06-03 Ori Hirschberg , David Mukamel , Gunter M. Schütz

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

数据分析、统计与概率 · 物理学 2013-07-01 Shinsuke Koyama

We consider the zero-range process with long jumps and in contact with infinitely many reservoirs in its non-equilibrium stationary state. We derive the hydrostatic limit and the Fick's law, which are a consequence of a relationship between…

We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…

数学物理 · 物理学 2007-05-23 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

We consider the symmetric simple exclusion processes with a slow site in the discrete torus with $n$ sites. In this model, particles perform nearest-neighbor symmetric random walks with jump rates everywhere equal to one, except at one…

概率论 · 数学 2015-08-28 Tertuliano Franco , Patrícia Gonçalves , Gunter M. Schütz

Homogeneous nucleation of a new phase near an Ising-like critical point of another phase transition is studied. A scaling analysis shows that the free energy barrier to nucleation contains a singular term with the same scaling as the order…

统计力学 · 物理学 2009-11-07 Richard P. Sear

We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of…

统计力学 · 物理学 2009-11-11 G. A. Pavliotis , A. M. Stuart

We prove moderate deviation principles for the tagged particle position and current in one-dimensional symmetric simple exclusion processes. There is at most one particle per site. A particle jumps to one of its two neighbors at rate $1/2$,…

概率论 · 数学 2022-03-11 Xiaofeng Xue , Linjie Zhao

Consider a system of independent random walks in the discrete torus with creation-annihilation of particles and possible explosion of the total number of particles in finite time. Rescaling space and rates for…

概率论 · 数学 2015-06-05 Tertuliano Franco , Pablo Groisman

In many interacting particle systems, tagged particles move diffusively upon subtracting a drift. General techniques to prove such `invariance principles' are available for reversible processes (Kipnis-Varadhan) and for non-reversible…

概率论 · 数学 2016-10-26 Nick Crawford , Wojciech De Roeck

We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative…

概率论 · 数学 2018-10-24 Milton Jara , Otávio Menezes

Let $S$ be the random walk obtained from "coin turning" with some sequence $\{p_n\}_{n\ge 1}$, as introduced in [6]. In this paper we investigate the scaling limits of $S$ in the spirit of the classical Donsker invariance principle, both…

概率论 · 数学 2019-10-08 Janos Englander , Stanislav Volkov , Zhenhua Wang

The Symmetric Exclusion Process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of…

统计力学 · 物理学 2018-06-13 Alexis Poncet , Olivier Bénichou , Vincent Démery , Gleb Oshanin

Isotropization occurs on time scales much shorter than the thermal equilibration time. This is a crucial ingredient for the understanding of collision experiments of heavy nuclei or other nonequilibrium phenomena in complex many body…

高能物理 - 唯象学 · 物理学 2010-11-05 J. Berges , Sz. Borsanyi , C. Wetterich

We study two different versions of the simple exclusion process on augmented Galton-Watson trees, the constant speed model and the varying speed model. In both cases, the simple exclusion process starts from an equilibrium distribution with…

概率论 · 数学 2020-07-07 Nina Gantert , Dominik Schmid

The one-dimensional totally asymmetric simple exclusion process (TASEP) is considered. We study the time evolution property of a tagged particle in TASEP with the step-type initial condition. Calculated is the multi-time joint distribution…

数学物理 · 物理学 2007-08-18 T. Imamura , T. Sasamoto

We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…

概率论 · 数学 2026-03-03 Angeliki Koutsimpela , Stefan Grosskinsky