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We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…

概率论 · 数学 2023-11-01 Andrea Clini , Benjamin Fehrman

We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…

概率论 · 数学 2025-04-25 Shyam Popat

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…

统计力学 · 物理学 2021-02-03 Bernard Derrida , Ori Hirschberg , Tridib Sadhu

The purpose of this paper is to establish a well-posedness theory for conservative stochastic partial differential equations on the whole space. This class of stochastic PDEs arises in fluctuating hydrodynamics, and includes the…

概率论 · 数学 2024-10-02 Benjamin Fehrman , Benjamin Gess

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…

概率论 · 数学 2022-05-20 Shivam Dhama , Chetan D. Pahlajani

The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence. As a second main result, a…

概率论 · 数学 2022-12-15 Benjamin Gess , Rishabh S. Gvalani , Vitalii Konarovskyi

We study the asymptotic behaviour, in the small noise limit, of stochastic travelling wave solutions to reaction-diffusion equations perturbed by Wright-Fisher noise. Such equations are predicted to display three distinct responses to noise…

概率论 · 数学 2026-04-02 Alison Etheridge , Raphaël Forien , Thomas Hughes , Sarah Penington

In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…

概率论 · 数学 2015-08-24 Yu Gu

We prove the non-equilibrium fluctuations for the one-dimensional symmetric simple exclusion process with a slow bond. This generalizes a result of T. Franco, A. Neumann and P. Gon\c{c}alves (2013), which dealt with the equilibrium…

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…

统计力学 · 物理学 2019-10-22 Denis Bernard , Tony Jin

Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…

概率论 · 数学 2024-06-27 Benjamin Gess , Zhengyan Wu , Rangrang Zhang

We derive the stationary fluctuations for the Facilitated Exclusion Process (FEP) in one dimension in the symmetric, weakly asymmetric and asymmetric cases. Our proof relies on the mapping between the FEP and the zero-range process, and…

概率论 · 数学 2023-05-24 Clément Erignoux , Linjie Zhao

We revisit the one-dimensional model of the symmetric simple exclusion process slowly coupled with two unequal reservoirs at the boundaries. In its non-equilibrium stationary state, the large deviations functions of density and current have…

统计力学 · 物理学 2024-08-07 Soumyabrata Saha , Tridib Sadhu

We prove fluctuation bounds for the particle current in totally asymmetric zero range processes in one dimension with nondecreasing, concave jump rates whose slope decays exponentially. Fluctuations in the characteristic directions have…

概率论 · 数学 2012-01-25 M. Balázs , J. Komjáthy , T. Seppäläinen

We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-\theta}$. Depending on the range of $\theta$ we obtain…

概率论 · 数学 2018-10-12 Patrícia Gonçalves , Milton Jara , Otávio Menezes , Adriana Neumann

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

其他凝聚态物理 · 物理学 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…

概率论 · 数学 2007-09-12 Marton Balazs

Large deviations of conservative interacting particle systems, such as the zero range process, about their hydrodynamic limit and their respective rate functions lead to the analysis of the skeleton equation; a degenerate…

概率论 · 数学 2022-03-16 Benjamin Fehrman , Benjamin Gess

We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…

概率论 · 数学 2013-11-28 Tertuliano Franco , Patricia Gonçalves , Adriana Neumann

We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…

概率论 · 数学 2026-03-06 Nicolas Dirr , Zhengyan Wu , Johannes Zimmer
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