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Adriana Neumann

Publications and source records attributed to Adriana Neumann.

At least 19 recordsLinked to original sources
arXiv2026

Fluctuations of the Boundary-Driven Symmetric Zero-Range Process from the NESS

We study the non-equilibrium stationary fluctuations of a symmetric zero-range process on the discrete interval $\{1, \ldots, N-1\}$ coupled to reservoirs at sites $1$ and $N-1$, which inject and remove particles at rates proportional to $N^{-\theta}$ for any value of $\theta\in\mathbb{R}$. We prove that, if the jump rate is bounded and under diffusive scaling, the fluctuations converge to the solution of a generalised Ornstein-Uhlenbeck equation with characteristic operators that depend on the stationary density profile. The limiting equation is supplemented with boundary conditions of Dirichlet, Robin, or Neumann type, depending on the strength of the reservoirs. We also introduce two notions of solutions to the corresponding martingale problems, which differ according to the choice of test functions.

math.PR↗
arXiv2025

Hydrodynamic Limit of the Symmetric Zero-Range Process with Slow Boundary

We study the hydrodynamic behaviour of the symmetric zero-range process on the finite interval $\{1, \ldots, N-1\}$ in contact with slow reservoirs at the boundary. Particles are injected and removed at sites $1$ and $N-1$ at rates that scale like $N^{-\theta}$ with $\theta\ge1$. Under mild assumptions on the jump rate and the sequence of initial measures, we show that the empirical density evolves on the diffusive scale according to a nonlinear heat equation, with boundary conditions reflecting the strength of the reservoirs.

math.PR↗
arXiv2021

Large Deviations for the SSEP with slow boundary: the non-critical case

We prove a large deviations principle for the empirical measure of the one dimensional symmetric simple exclusion process in contact with reservoirs. The dynamics of the reservoirs is slowed down with respect to the dynamics of the system, that is, the rate at which the system exchanges particles with the boundary reservoirs is of order $n^{-θ}$, where $n$ is number of sites in the system, $θ$ is a non negative parameter, and the system is taken in the diffusive time scaling. Two regimes are studied here, the subcritical $θ\in(0,1)$ whose hydrodynamic equation is the heat equation with Dirichlet boundary conditions and the supercritical $θ\in(1,+\infty)$ whose hydrodynamic equation is the heat equation with Neumann boundary conditions. In the subcritical case $θ\in(0,1)$, the rate function that we obtain matches the rate function corresponding to the case $θ=0$ which was derived on previous works (see \cite{blm,flm}), but the challenges we faced here are much trickier. In the supercritical case $θ\in(1,+\infty)$, the rate function is equal to infinity outside the set of trajectories which preserve the total mass, meaning that, despite the discrete system exchanges particles with the reservoirs, this phenomena has super-exponentially small probability in the diffusive scaling limit.

math.PR↗
arXiv2021

The boundary driven zero-range process

We study the asymptotic behaviour of the symmetric zero-range process in the finite lattice $\{1,\ldots, N-1\}$ with slow boundary, in which particles are created at site $1$ or annihilated at site $N\!-\!1$ with a rate proportional to $N^{-θ}$, for $θ\geq 1$. We present the invariant measure for this model and obtain the hydrostatic limit. In order to understand the asymptotic behaviour of the spatial-temporal evolution of this model under the diffusive scaling, we start to analyze the hydrodynamic limit, exploiting attractiveness as an essential ingredient. We obtain that the hydrodynamic equation has boundary conditions that depend on the value of $θ$.

math.PR↗
arXiv2021

Energy estimates and convergence of weak solutions of the porous medium equation

We study the convergence of the weak solution of the porous medium equation with a type of Robin boundary conditions, by tuning a parameter either to zero or to infinity. The convergence is in the strong sense, with respect to the $L^2$-norm, and the limiting function solves the same equation with Neumann (resp. Dirichlet) boundary conditions when the parameter is taken to zero (resp. infinity). Our approach is to consider an underlying microscopic dynamics whose space-time evolution of the density is ruled by the solution of those equations and from this, we derive sufficiently strong energy estimates which are the keystone to the proof of our convergence result.

math.AP↗
arXiv2020

Hydrodynamics of Porous Medium Model with slow reservoirs

We analyze the hydrodynamic behavior of the porous medium model in a discrete space $\{0,\ldots, n\}$, where the sites $0$ and $n$ stand for reservoirs. Our strategy relies on the entropy method of Guo, Papanicolau and Varadhan. However, this method cannot be straightforwardly applied, since there are configurations that do not evolve according to the dynamics (blocked configurations). In order to avoid this problem, we slightly perturbed the dynamics in such a way that the macroscopic behavior of the system keeps following the porous medium equation, but with boundary conditions which depend on the reservoirs strength's.

math.PR↗
arXiv2018

Non-equilibrium and stationary fluctuations for the SSEP with slow boundary

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 $n^{-θ}$. Depending on the range of $θ$ we obtain processes with various boundary conditions. Moreover, as a consequence of the previous result we deduce the non-equilibrium stationary fluctuations by using the matrix ansatz method which gives us information on the stationary measure for the model. The main ingredient to prove these results is the derivation of precise bounds on the two-point space-time correlation function, which are a consequence of precise bounds on the transition probability of some underlying random walks.

math.PR↗
arXiv2018

Non-equilibrium fluctuations for the SSEP with a slow bond

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. Gonçalves (2013), which dealt with the equilibrium fluctuations. The foundation stone of our proof is a precise estimate on the correlations of the system, and that is by itself one of the main novelties of this paper. To obtain these estimates, we first deduce a spatially discrete PDE for the covariance function and we relate it to the local times of a random walk in a non-homogeneous environment via Duhamel's principle. Projection techniques and coupling arguments reduce the analysis to the problem of studying the local times of the classical random walk. We think that the method developed here can be applied to a variety of models, and we provide a discussion on this matter.

math.PR↗
arXiv2017

Non-equilibrium and stationary fluctuations of a slowed boundary symmetric exclusion

We consider a one-dimensional symmetric simple exclusion process in contact with slowed reservoirs: at the left (resp. right) boundary, particles are either created or removed at rates given by $α/n$ or $(1-α)/n$ (resp. $β/n$ or $(1-β)/n$) where $α, β>0$ and $n$ is a scaling parameter. We obtain the non-equilibrium fluctuations and consequently the non-equilibrium stationary fluctuations.

math.PR↗
arXiv2017

Exclusion process with slow boundary

We study the hydrodynamic and the hydrostatic behavior of the Simple Symmetric Exclusion Process with \emph{slow boundary}. The term \emph{slow boundary} means that particles can be born or die at the boundary sites, at a rate proportional to $N^{-θ}$, where $θ> 0$ and $N$ is the scaling parameter. In the bulk, the particles exchange rate is equal to $1$. In the hydrostatic scenario, we obtain three different linear profiles, depending on the value of the parameter $θ$; in the hydrodynamic scenario, we obtain that the time evolution of the spatial density of particles, in the diffusive scaling, is given by the weak solution of the heat equation, with boundary conditions that depend on $ θ$. If $θ\in(0,1)$, we get Dirichlet boundary conditions, (which is the same behavior if $θ=0$, see \cite{f}); if $θ=1$, we get Robin boundary conditions; and, if $θ\in(1,\infty)$, we get Neumann boundary conditions.

math.PR↗
arXiv2017

Large deviations for the exclusion process with a slow bond

We consider the one-dimensional symmetric simple exclusion process with a slow bond. In this model, whilst all the transition rates are equal to one, a particular bond, the \emph{slow bond}, has associated transition rate of value $N^{-1}$, where $N$ is the scaling parameter. This model has been considered in previous works on the subject of hydrodynamic limit and fluctuations. In this paper, assuming uniqueness for weak solutions of hydrodynamic equation associated to the perturbed process, we obtain dynamical large deviations estimates in the diffusive scaling. The main challenge here is the fact that the presence of the slow bond gives rise to Robin's boundary conditions in the \emph{continuum}, substantially complicating the large deviations scenario.

math.PR↗
arXiv2016

Equilibrium fluctuations for the slow boundary exclusion process

We prove that the equilibrium fluctuations of the symmetric simple exclusion process in contact with slow boundaries is given by an Ornstein-Uhlenbeck process with Dirichlet, Robin or Neumann boundary conditions depending on the range of the parameter that rules the slowness of the boundaries.

math.PR↗
arXiv2016

Corrigendum to: Phase transition in equilibrium fluctuations of symmetric slowed exclusion

We present the correct space of test functions for the Ornstein-Uhlenbeck processes defined in \cite{fgn2}. Under these new spaces, an invariance with respect to a second order operator is shown, granting the existence and uniqueness of those processes. Moreover, we detail how to prove some properties of the semi-groups, which are required in the proof of uniqueness.

math.PR↗
arXiv2014

Large Deviations for stationary probabilities of a family of continuous time Markov chains via Aubry-Mather theory

We consider a family of continuous time symmetric random walks indexed by $k\in \mathbb{N}$, $\{X_k(t),\,t\geq 0\}$. For each $k\in \mathbb{N}$ the matching random walk take values in the finite set of states $Γ_k=\frac{1}{k}(\mathbb{Z}/k\mathbb{Z})$ which is a subset of the unitary circle. The stationary probability for such process converges to the uniform distribution on the circle, when $k\to \infty$. We disturb the system considering a fixed $C^2$ potential $V: \mathbb{S}^1 \to \mathbb{R}$ and we will denote by $V_k$ the restriction of $V$ to $Γ_k$. Then, we define a non-stochastic semigroup generated by the matrix $k\,\, L_k + k\,\, V_k$, where $k\,\, L_k $ is the infinifesimal generator of $\{X_k(t),\,t\geq 0\}$. From the continuous time Perron's Theorem one can normalized such semigroup, and, then we get another stochastic semigroup which generates a continuous time Markov Chain taking values on $Γ_k$. The stationary probability vector for such Markov Chain is denoted by $π_{k,V}$. We assume that the maximum of $V$ is attained in a unique point $x_0$ of $\mathbb{S}^1$, and from this will follow that $π_{k,V}\to δ_{x_0}$. Our main goal is to analyze the large deviation principle for the family $π_{k,V}$, when $k \to\infty$. The deviation function $I^V$, which is defined on $ \mathbb{S}^1$, will be obtained from a procedure based on fixed points of the Lax-Oleinik operator and Aubry-Mather theory.

math.DS↗
arXiv2013

Phase transition in equilibrium fluctuations of symmetric slowed exclusion

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 bond where it is $αn^-β$, where $α,β\geq{0}$ and $n$ is the scaling parameter. Depending on the regime of $β$, we find three different behaviors for the limiting fluctuations whose covariances are explicitly computed. In particular, for the critical value $β=1$, starting a tagged particle near the slow bond, we obtain a family of gaussian processes indexed in $α$, interpolating a fractional brownian motion of Hurst exponent 1/4 and the degenerate process equal to zero.

math.PR↗
arXiv2013

Occupation times of exclusion processes with conductances

We obtain the fluctuations for the occupation time of one-dimensional symmetric exclusion processes with speed change, where the transition rates (conductances) are driven by a general function W. The approach does not require sharp bounds on the spectral gap of the system nor the jump rates to be bounded from above or below. We present some examples and for one of them, we observe that the fluctuations of the current are trivial, but the fluctuations of the occupation time are given by a fractional Brownian Motion. This shows that, in general, the fluctuations of the current and of the occupation time are not of same order.

math.PR↗
arXiv2013

Slowed exclusion process: hydrodynamics, fluctuations and phase transitions

This is a short survey on recent results obtained by the authors on dynamical phase transitions of interacting particle systems. We consider particle systems with exclusion dynamics, but it is conjectured that our results should hold for a general class of particle systems. The parameter giving rise to the phase transition is the "slowness" of a single bond in the discrete lattice. The phase transition is verified not only in the hydrodynamics, but also in the fluctuations of the density, the current and the tagged particle. Moreover, we found a phase transition in the continuum, that is, at the level of the hydrodynamic equations, in agreement with the dynamical phase transition for the particle systems.

math.PR↗