Scaling limits of interacting particle systems
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Time-dependent percolation in statistical mechanics (82C43)
The subject of ``interacting particle systems started to emerge as a new field of probability theory roughly about 1970, and received its first comprehensive textbook treaty in the now classical Grundlehren volume ``Interacting particles by \textit{T. M. Liggett} (1985; Zbl 0559.60078). In the mean time, one other major book, \textit{H. Spohn's} ``Large scale dynamics of interacting particles has appeared (1991; Zbl 0742.76002). The present ``Scaling limits of interacting particle systems, another eight years later, reflects on the enormous progress in the field and in particular on the theme that has become the central focus of interest, the hydrodynamic behaviour of a particle system then observed at macroscopic scales of space and time. An interacting particle system is a stochastic model for the time evolution of a set of particles, in the context of the present book, placed on a lattice \(Z^d\), or the torus \(T^d_N=(Z/NZ)^d\), respectively. The dynamics consists on each particle making a step to some other (mostly neighboring) site at a random time, while taking into account the distribution of particles at that time: in the simple exclusion process, no steps to sites that are already occupied are allowed, while in the zero range process, the rate at which a particle tries to leave a site \(x\) depends on the number of particles occupying that same site. These two processes furnish the main examples treated in the text. The question one now wants to ask is how to describe the time evolution of the configuration on a macroscopic scale; that is, rescaling in such a way that the \(N^d\) sites of the torus \(T^d_N\) are embedded in the unit torus \(T^D=[0,1)^d\), one considers the distribution of the density of particles on that torus, and seeks to derive the equations governing its time evolution, after appropriate rescaling, in the limit as \(N\uparrow\infty\). What one finds are, surprising or not, partial differential equations known from hydrodynamics. The precise way of formalizing such a result is exposed in Chapter 1 in the simplest possible setting, that of independent random walks. Already here the important difference between symmetric and asymmetric processes can be observed, and in particular the dependence of the appropriate time rescaling on these features is explained. The formalism of local equilibrium and its conservation are given. This chapter is a self-contained elementary introduction that is very accessible and requires no hard tools whatsoever. The following two chapters provide general background on the two types of interacting particles mainly studied here, and the appropriate weak formulation of a local equilibrium with a given density profile. In Chapter 4 the first hydrodynamic limit is derived, namely the heat equation systems for the symmetric simple exclusion process. In Chapters 5 and 6 the entropy method and the relative entropy method are introduced and applied to the zero range process. Chapter 7 returns to the entropy method and extends it to so-called non-gradient systems, which for the first time require sharp estimates on the spectral gap of the generator of the process. Chapters 8 and 9 deal with attractive processes, and a main result is the proof of conservation of local equilibrium for attractive processes. Chapter 10 takes on large deviation principles for density fields, and Chapter 11 studies the equilibrium fluctuations of the density field. The bulk of the text is supplemented by two appendices that provide the main technical tools used in the book. Although the presentation of all the major achievements in the field of hydrodynamic limits centered around only two types of processes, a rich collection of comments and references at the end of each chapter gives a comprehensive overview of related results on other examples. Due to these notes, the book also can serve as a reference on the state of the art today. Overall the book is extremely well written and a pleasure to read. Great care is taken not only to present proofs, but to explain the underlying ideas and problems. It will be an indispensable reference for researchers in the field, and at the same time an introduction for the advanced student.
- scientific article; zbMATH DE number 2125072
- Hydrodynamic limit for attractive particle systems on \(\mathbb{Z}{}^ d\)
- Hydrodynamics for a non-conservative interacting particle system
- Simple Exclusion Process: From Randomness to Determinism
- The gradient flow approach to hydrodynamic limits for the simple exclusion process
- Existence of an infinite particle limit of stochastic ranking process
- Heat conduction and entropy production in anharmonic crystals with self-consistent stochastic reservoirs
- Lattice gas model in random medium and open boundaries: Hydrodynamic and relaxation to the steady state
- Coarse-grained langevin approximations and spatiotemporal acceleration for kinetic Monte Carlo simulations of diffusion of interacting particles
- Non-equilibrium thermodynamics of piecewise deterministic Markov processes
- Limit of fluctuations of solutions of Wigner equation
- Quasi-potentials of the entropy functionals for scalar conservation laws
- Limit theorems for additive functionals of a Markov chain
- Hydrodynamic limit for attractive particle systems on \(\mathbb{Z}{}^ d\)
- Mathematical methods for hydrodynamic limits
- First order correction for the hydrodynamic limit of symmetric simple exclusion processes with speed change in dimension \(d\geq 3\)
- Conservation of local equilibrium for attractive particle systems on Z^ d
- Macroscopic properties of a stationary non-equilibrium distribution for a non-gradient interacting particle system
- Stochastic approximations to curve-shortening flows via particle systems
- Scaling limit of stochastic dynamics in classical continuous systems
- The competition-diffusion limit of a stochastic growth model
- The principal eigenvalue for jump processes
- Hydrodynamic limits and related topics. Workshop, Toronto, Ontario, Canada, October 7--10, 1998
- Equilibrium fluctuations for a driven tracer particle dynamics
- Hydrodynamic limit for a nongradient system in infinite volume
- Hydrodynamic behavior of symmetric zero-range processes with random rates
- Analysis of random walks in dynamic random environments via \(L^2\)-perturbations
- On the Green-Kubo formula and the gradient condition on currents
- Interpolation process between standard diffusion and fractional diffusion
- From discrete to continuous evolution models: a unifying approach to drift-diffusion and replicator dynamics
- Hydrostatics and dynamical large deviations for a reaction-diffusion model
- Asymptotics of insensitive load balancing and blocking phases
- Homogenization of generalized second-order elliptic difference operators
- Dynamical stochastic higher spin vertex models
- Explicit LDP for a slowed RW driven by a symmetric exclusion process
- Scaling limit of two-component interacting Brownian motions
- Parabolic Anderson model in a dynamic random environment: random conductances
- Inertial manifold and large deviations approach to reduced PDE dynamics
- Gibbsian stationary non-equilibrium states
- Stochastic Burgers equation from long range exclusion interactions
- Deterministic particle approximation of scalar conservation laws
- A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes
- Hydrodynamic limit of condensing two-species zero range processes with sub-critical initial profiles
- Large deviations for the exclusion process with a slow bond
- Factorized duality, stationary product measures and generating functions
- Hydrodynamic limits for long-range asymmetric interacting particle systems
- On the mean residence time in stochastic lattice-gas models
- Turing instability in a model with two interacting Ising lines: non-equilibrium fluctuations
- Fick and Fokker-Planck diffusion law in inhomogeneous media
- Attractor properties for irreversible and reversible interacting particle systems
- A $(2+1)$-dimensional anisotropic KPZ growth model with a smooth phase
- Self-duality and shock dynamics in the n-species priority ASEP
- TASEP hydrodynamics using microscopic characteristics
- Canonical structure and orthogonality of forces and currents in irreversible Markov chains
- Hydrodynamic limit for exclusion processes
- Spatial models: stochastic and deterministic
- A constructive approach to Euler hydrodynamics for attractive processes. Application to \(k\)-step exclusion.
- Poincaré and logarithmic Sobolev inequality for Ginzburg-Landau processes in random environ\-ment
- Second-order fluctuations and current across characteristic for a one-dimensional growth model of independent random walks
- Perturbation of singular equilibria of hyperbolic two-component systems: a universal hydrodynamic limit
- On the scaling limits of weakly asymmetric bridges
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- Relaxation to equilibrium of conservative dynamics. I: Zero-range processes
- Internal DLA and the Stefan problem.
- Monotonicity of conditional distributions and growth models on trees.
- Perturbation of the equilibrium for a totally asymmetric stick process in one dimension
- The behavior of the specific entropy in the hydrodynamic scaling limit
- Equilibrium fluctuations for \(\nabla\varphi\) interface model
- Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process
- An equivalence of \(H_{-1}\) norms for the simple exclusion process
- An extension of a result of Andjel
- Phase segregation dynamics for the Blume-Capel model with Kac interaction.
- Occupation time large deviations of two-dimensional symmetric simple exclusion process.
- Blockage hydrodynamics of one-dimensional driven conservative systems.
- Hydrodynamic limit of asymmetric exclusion processes under diffusive scaling in \(d\geq 3\)
- Fluctuations for interface model on a wall.
- Scaling limit for a mechanical system of interacting particles
- Large deviations of the empirical currents for a boundary-driven reaction diffusion model
- Thermodynamic transformations of nonequilibrium states
- A particle system with explosions: law of large numbers for the density of particles and the blow-up time
- Heat release by controlled continuous-time Markov jump processes
- Large deviation principles for nongradient weakly asymmetric stochastic lattice gases
- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- Hydrodynamical behavior of symmetric exclusion with slow bonds
- Simple random walk on long-range percolation clusters. II: Scaling limits
- Multiscale analysis for interacting particles: relaxation systems and scalar conservation laws.
- Moderate deviations of density-dependent Markov chains
- Asymptotic behavior of density in the boundary-driven exclusion process on the Sierpinski gasket
- Flux large deviations of independent and reacting particle systems, with implications for macroscopic fluctuation theory
- Hydrodynamic limit of boundary driven exclusion processes with nonreversible boundary dynamics
- Level 2.5 large deviations for continuous-time Markov chains with time periodic rates
- Hydrodynamic limit for the SSEP with a slow membrane
- Parallel solution of the modified porous medium equation
- Reaction-diffusion models: from particle systems to SDE's
- Condensation in stochastic particle systems with stationary product measures
- Equivalence of ensembles under inhomogeneous conditioning and its applications to random Young diagrams
- On the asymmetric zero-range in the rarefaction fan
- Scaling limits of weakly asymmetric interfaces
- Symmetric simple exclusion process in dynamic environment: hydrodynamics
- The Navier-Stokes-Vlasov-Fokker-Planck system as a scaling limit of particles in a fluid
- Solution to the quantum symmetric simple exclusion process: the continuous case
- Homogenization for nonlocal problems with smooth kernels
- Distribution of a tagged particle position in the one-dimensional symmetric simple exclusion process with two-sided Bernoulli initial condition
- Condensation of SIP particles and sticky Brownian motion
- A Hamilton-Jacobi PDE associated with hydrodynamic fluctuations from a nonlinear diffusion equation
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