Heat diffusion with frozen boundary

DOI10.1007/S10955-015-1342-6MaRDI QIDQ895485zbMATH OpenOpenAlexFDO

Authors Laura Florescu, Shirshendu Ganguly, Yuval Peres, Joel Spencer

Publication date 3 December 2015

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.08534

zbMATH Keywords

random walktruncated Gaussianfrozen massmoment evolution

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: Consider "Frozen Random Walk" on $mathbbZ$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $lfloorfracn4floor$ particles are "frozen" and do not move. The rest of the particles in the "bulk" independently jump to the left and right uniformly. The goal of this note is to understand the limit of this process under scaling of mass and time. To this end we study the following deterministic mass splitting process: start with mass $1$ at the origin. At each step the extreme quarter mass on each side is "frozen". The remaining "free" mass in the center evolves according to the discrete heat equation. We establish diffusive behavior of this mass evolution and identify the scaling limit under the assumption of its existence. It is natural to expect the limit to be a truncated Gaussian. A naive guess for the truncation point might be the $1/4$ quantile points on either side of the origin. We show that this is not the case and it is in fact determined by the evolution of the second moment of the mass distribution.

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Cites work

• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• Internal DLA and the Stefan problem.
• On the transition densities for reflected diffusions

Cited in

(1)

• scientific article; zbMATH DE number 1532301 (Why is no real title available?)

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