Heat diffusion with frozen boundary

DOI10.1007/S10955-015-1342-6zbMATH Open1332.82053arXiv1503.08534OpenAlexW3105386473MaRDI QIDQ895485FDOQ895485

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)

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.

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

Recommendations

• An annihilating-branching particle model for the heat equation with average temperature zero
• Random mass splitting and a quenched invariance principle
• Quenched scaling limits of trap models
• Free boundary problem from stochastic lattice gas model
• Hydrodynamic limits for one-dimensional particle systems with moving boundaries

zbMATH Keywords

random walktruncated Gaussianfrozen massmoment evolution

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On the transition densities for reflected diffusions
• Internal DLA and the Stefan problem.

Cited In (1)

• Title not available (Why is that?)

This page was built for publication: Heat diffusion with frozen boundary

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q895485)