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Anna De Masi

Publications and source records attributed to Anna De Masi.

At least 19 recordsLinked to original sources

Hidden temperature in the KMP model

In the Kipnis Marchioro Presutti (KMP) model a positive energy $ζ_i$ is associated with each vertex $i$ of a finite graph with a boundary. When a Poisson clock rings at an edge $ij$ with energies $ζ_i,ζ_j$, those values are substituted by $U(ζ_i+ζ_j)$ and $(1-U)(ζ_i+ζ_j)$, respectively, where $U$ is a uniform random variable in $(0,1)$. A value $T_j\ge 0$ is fixed at each boundary vertex $j$. The dynamics is defined in such way that the resulting Markov process $ζ(t)$, satisfies that $ζ_j(t)$ is exponential with mean $T_j$, for each boundary vertex $j$, for all $t$. We show that the invariant measure is the distribution of a vector $ζ$ with coordinates $ζ_i=T_i X_i$, where $X_i$ are iid exponential$(1)$ random variables, the law of $T$ is the invariant measure for an opinion random averaging/gossip model with the same boundary conditions of $ζ$, and the vectors $X$ and $T$ are independent. The result confirms a conjecture based on the large deviations of the model. When the graph is one-dimensional, we bound the correlations of the invariant measure and perform the hydrostatic limit. We show that the empirical measure of a configuration chosen with the invariant measure converges to the linear interpolation of the boundary values.

math.PR

Quasi-static limit for the asymmetric simple exclusion

We study the one-dimensional asymmetric simple exclusion process on the lattice $\{1, \dots,N\}$ with creation/annihilation at the boundaries. The boundary rates are time dependent and change on a slow time scale $N^{-a}$ with $a>0$. We prove that at the time scale $N^{1+a}$ the system evolves quasi-statically with a macroscopic density profile given by the entropy solution of the stationary Burgers equation with boundary densities changing in time, determined by the corresponding microscopic boundary rates. We consider two different types of boundary rates: the "Liggett boundaries" that correspond to the projection of the infinite dynamics, and the reversible boundaries, that correspond to the contact with particle reservoirs in equilibrium. The proof is based on the control of the Lax boundary entropy--entropy flux pairs and a coupling argument.

math.PR

Scaling limit of a generalized contact process

We derive macroscopic equations for a generalized contact process that is inspired by a neuronal integrate and fire model on the lattice $\mathbb{Z}^d$. The states at each lattice site can take values in $0,\ldots,k$. These can be interpreted as neuronal membrane potential, with the state $k$ corresponding to a firing threshold. In the terminology of the contact processes, which we shall use in this paper, the state $k$ corresponds to the individual being infectious (all other states are noninfectious). In order to reach the firing threshold, or to become infectious, the site must progress sequentially from $0$ to $k$. The rate at which it climbs is determined by other neurons at state $k$, coupled to it through a Kac-type potential, of range $γ^{-1}$. The hydrodynamic equations are obtained in the limit $γ\rightarrow 0$. Extensions of the microscopic model to include excitatory and inhibitory neuron types, as well as other biophysical mechanisms, are also considered.

math.PR

Reservoirs, Fick law and the Darken effect

We study the stationary measures of Ginzburg-Landau (GL) stochastic processes which describe the magnetization flux induced by the interaction with reservoirs. To privilege simplicity to generality we restrict to quadratic Hamiltonians where almost explicit formulas can be derived. We discuss the case where reservoirs are represented by boundary generators (mathematical reservoirs) and compare with more physical reservoirs made by large-infinite systems. We prove the validity of the Fick law away from the boundaries. %and the existence of boundary layers for the mathematical reservoirs. We also obtain in the context of the GL models a mathematical proof of the Darken effect which shows uphill diffusion of carbon in specimen partly doped with the addition of Si.

math-ph

Quasi-Static Large Deviations

We consider the symmetric simple exclusion with open boundaries that are in contact with particle reservoirs at different densities. The reservoir densities changes at a slower time scale with respect to the natural time scale the system reaches the stationary state.This gives rise to the quasi static hydrodynamic limit proven in [10]. We study here the large deviations with respect to this limit for the particle density field and the total current. We identify explicitely the large deviation functional and prove that it satisfies a fluctuation relation.

math.PR

A note on Fick's law with phase transitions

We characterize the non equilibrium stationary states in two classes of systems where phase transitions are present. We prove that the interface in the limit is a plane which separates the two phases.

cond-mat.stat-mech

Fast-reaction limit for Glauber-Kawasaki dynamics with two components

We consider the Kawasaki dynamics of two types of particles under a killing effect on a $d$-dimensional square lattice. Particles move with possibly different jump rates depending on their types. The killing effect acts when particles of different types meet at the same site. We show the existence of a limit under the diffusive space-time scaling and suitably growing killing rate: segregation of distinct types of particles does occur, and the evolution of the interface between the two distinct species is governed by the two-phase Stefan problem. We apply the relative entropy method and combine it with some PDE techniques.

math.PR

Hydrodynamics of the $N$-BBM process

The Branching Brownian Motions (BBM) are particles performing independent Brownian motions in $\mathbb R$ and each particle at rate 1 creates a new particle at her current position; the newborn particle increments and branchings are independent of the other particles. The $N$-BBM starts with $N$ particles and at each branching time, the leftmost particle is removed so that the total number of particles is $N$ for all times. The $N$-BBM was proposed by Maillard and belongs to a family of processes introduced by Brunet and Derrida. We fix a density $ρ$ with a left boundary $L=\sup\{r\in\mathbb R: \int_r^\infty ρ(x)dx=1\}>-\infty$ and let the initial particle positions be iid continuous random variables with density $ρ$. We show that the empirical measure associated to the particle positions at a fixed time $t$ converges to an absolutely continuous measure with density $ψ(\cdot,t)$, as $N\to\infty$. The limit $ψ$ is solution of a free boundary problem (FBP) when this solution exists. The existence of solutions for finite time-intervals has been recently proved by Lee.

math.PR

Microscopic models for uphill diffusion

We study a system of particles which jump on the sites of the interval $[1,L]$ of $\mathbb Z$. The density at the boundaries is kept fixed to simulate the action of mass reservoirs. The evolution depends on two parameters $λ'\ge 0$ and $λ"\ge 0$ which are the strength of an external potential and respectively of an attractive potential among the particles. When $λ'=λ"= 0$ the system behaves diffusively and the density profile of the final stationary state is linear, Fick's law is satisfied. When $λ'> 0$ and $λ"= 0$ the system models the diffusion of carbon in the presence of silicon as in the Darken experiment: the final state of the system is in qualitative agreement with the experimental one and uphill diffusion is present at the weld. Finally if $λ'=0$ and $λ">0$ is suitably large, the system simulates a vapor-liquid phase transition and we have a surprising phenomenon. Namely when the densities in the reservoirs correspond respectively to metastable vapor and metastable liquid we find a final stationary current which goes uphill from the reservoir with smaller density (vapor) to that with larger density (liquid). Our results are mainly numerical, we have convincing theoretical explanations yet we miss a complete mathematical proof.

cond-mat.stat-mech

Particle models with self sustained current

We present some computer simulations run on a stochastic CA (cellular automaton). The CA simulates a gas of particles which are in a channel, the interval $[1,L]$ in $\mathbb Z$, but also in "reservoirs" $\mathcal R_1$ and $\mathcal R_2$. The evolution in the channel simulates a lattice gas with Kawasaki dynamics with attractive Kac interactions, the temperature is chosen smaller than the mean field critical one. There are also exchanges of particles between the channel and the reservoirs and among reservoirs. When the rate of exchanges among reservoirs is in a suitable interval the CA reaches an apparently stationary state with a non zero current, for different choices of the initial condition the current changes sign. We have a quite satisfactory theory of the phenomenon but we miss a full mathematical proof.

cond-mat.stat-mech

Free boundary problems in PDEs and particle systems

In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the external forces. Here a class of systems where the interaction with the exterior takes place in correspondence of a free boundary is considered. Both continuous and discrete models sharing the same structure are analyzed. In Part I a free boundary problem related to the Stefan Problem is worked out in all details. For this model a new notion of relaxed solution is proposed for which global existence and uniqueness is proven. It is also shown that this is the hydrodynamic limit of the empirical mass density of the associated particle system. In Part II several other models are discussed. The expectation is that the results proved for the basic model extend to these other cases. All the models discussed in this volume have an interest in problems arising in several research fields such as heat conduction, queuing theory, propagation of fire, interface dynamics, population dynamics, evolution of biological systems with selection mechanisms.In general researchers interested in the relations between PDEs and stochastic processes can find in this volume an extension of this correspondence to modern mathematical physics.

math.PR

Latent heat and the Fourier law

We present computer simulations run with a stochastic cellular automaton which describes $d=1$ particle systems connected to reservoirs which keep two different densities at the endpoints. We fix the parameters so that there is a phase transition (of the van der Waals type) and observe that if the densities at the boundaries are metastable then, after a transient, the system reaches an apparently stationary regime where the current flows from the reservoir with smaller density to the one with larger density.

cond-mat.stat-mech

Quasi-static hydrodynamic limits

We consider hydrodynamic limits of interacting particles systems with open boundaries, where the exterior parameters change in a time scale slower than the typical relaxation time scale. The limit deterministic profiles evolve quasi-statically. These limits define rigorously the thermodynamic quasi static transformations also for transition between non-equilibrium stationary states. We study first the case of the symmetric simple exclusion, where duality can be used, and then we use relative entropy methods to extend to other models like zero range systems. Finally we consider a chain of anharmonic oscillators in contact with a thermal Langevin bath with a temperature gradient and a slowly varying tension applied to one end.

math.PR

Extinction time for a random walk in a random environment

We consider a random walk with death in $[-N,N]$ moving in a time dependent environment. The environment is a system of particles which describes a current flux from $N$ to $-N$. Its evolution is influenced by the presence of the random walk and in turn it affects the jump rates of the random walk in a neighborhood of the endpoints, determining also the rate for the random walk to die. We prove an upper bound (uniform in $N$) for the survival probability up to time $t$ which goes as $c\exp\{-bN^{-2}t\}$, with $c$ and $b$ positive constants.

math.PR

Exponential rate of convergence in current reservoirs

In this paper, we consider a family of interacting particle systems on $[-N,N]$ that arises as a natural model for current reservoirs and Fick's law. We study the exponential rate of convergence to the stationary measure, which we prove to be of the order $N^{-2}$.

math.PR

Hydrodynamic limit for interacting neurons

This paper studies the hydrodynamic limit of a stochastic process describing the time evolution of a system with N neurons with mean-field interactions produced both by chemical and by electrical synapses. This system can be informally described as follows. Each neuron spikes randomly following a point process with rate depending on its membrane potential. At its spiking time, the membrane potential of the spiking neuron is reset to the value 0 and, simultaneously, the membrane potentials of the other neurons are increased by an amount of potential 1/N . This mimics the effect of chemical synapses. Additionally, the effect of electrical synapses is represented by a deterministic drift of all the membrane potentials towards the average value of the system. We show that, as the system size N diverges, the distribution of membrane potentials becomes deterministic and is described by a limit density which obeys a non linear PDE which is a conservation law of hyperbolic type.

math.PR

Global solutions of a free boundary problem via mass transport inequalities

We study a free boundary problem which arises as the continuum version of a stochastic particles system in the context of Fourier law. Local existence and uniqueness of the classical solution are well known in the literature of free boundary problems. We introduce the notion of generalized solutions (which extends that of classical solutions when the latter exist) and prove global existence and uniqueness of generalized solutions for a large class of initial data. The proof is obtained by characterizing a generalized solution as the unique element which separates suitably defined lower and upper barriers in the sense of mass transport inequalities.

math.PR