Scaling Limits of Random Walks, Harmonic Profiles, and Stationary Non-Equilibrium States in Lipschitz Domains

DOI10.1214/23-AAP2007arXiv2112.14196MaRDI QIDQ6505306FDOQ6505306

Authors: Lorenzo Dello Schiavo, Lorenzo Portinale, Federico Sau 

Abstract: We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain $Omega$, with both fast and slow boundary. For the random walks on $Omega$ dual to SEP/SIP we establish: a functional-CLT-type convergence to the Brownian motion on $Omega$ with either Neumann (slow boundary), Dirichlet (fast boundary), or Robin (at criticality) boundary conditions; the discrete-to-continuum convergence of the corresponding harmonic profiles. As a consequence, we rigorously derive the hydrodynamic and hydrostatic limits for SEP/SIP on $Omega$, and analyze their stationary non-equilibrium fluctuations.

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Heat equation (35K05) Initial-boundary value problems for second-order parabolic equations (35K20)

This page was built for publication: Scaling Limits of Random Walks, Harmonic Profiles, and Stationary Non-Equilibrium States in Lipschitz Domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6505306)