arXiv subjects

Frank Redig

Publications and source records attributed to Frank Redig.

At least 37 records · Page 2Linked to original sources

arXiv2021

Hydrodynamics for the partial exclusion process in random environment

In this paper, we introduce a random environment for the exclusion process in $\mathbb{Z}^d$ obtained by assigning a maximal occupancy to each site. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion occurs. Under the assumption of ergodicity under translation and uniform ellipticity of the environment, we derive a quenched hydrodynamic limit in path space by strengthening the mild solution approach initiated in [39] and [21]. To this purpose, we prove, employing the technology developed for the random conductance model, a homogenization result in the form of an arbitrary starting point quenched invariance principle for a single particle in the same environment, which is a result of independent interest. The self-duality property of the partial exclusion process allows us to transfer this homogenization result to the particle system and, then, apply the tightness criterion in [40].

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arXiv2021

Switching interacting particle systems: scaling limits, uphill diffusion and boundary layer

In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type of particle) between $1$ (fast particles) and $ε\in[0,1]$ (slow particles). The switch between the two jump rates happens at rate $γ\in(0,\infty)$. In the exclusion process, the interaction is such that each site can be occupied by at most one particle of each type. In the inclusion process, the interaction takes places between particles of the same type at different sites and between particles of different type at the same site. We derive the macroscopic limit equations for the three systems, obtained after scaling space by $N^{-1}$, time by $N^2$, the switching rate by $N^{-2}$, and letting $N\to\infty$. The limit equations for the macroscopic densities associated to the fast and slow particles is the well-studied double diffusivity model. This system of reaction-diffusion equations was introduced to model polycrystal diffusion and dislocation pipe diffusion, with the goal to overcome the limitations imposed by Fick's law. In order to investigate the microscopic out-of-equilibrium properties, we analyse the system on $[N]=\{1,\ldots,N\}$, adding boundary reservoirs at sites $1$ and $N$ of fast and slow particles, respectively. Inside $[N]$ particles move as before, but now particles are injected and absorbed at sites $1$ and $N$ with prescribed rates that depend on the particle type. We compute the steady-state density profile and the steady-state current. It turns out that uphill diffusion is possible, i.e., the total flow can be in the direction of increasing total density. This phenomenon, which cannot occur in a single-type particle system, is a violation of Fick's law made possible by the switching between types.

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arXiv2021

Run-and-tumble motion: the role of reversibility

We study a model of active particles that perform a simple random walk and on top of that have a preferred direction determined by an internal state which is modelled by a stationary Markov process. First we calculate the limiting diffusion coefficient. Then we show that the `active part' of the diffusion coefficient is in some sense maximal for reversible state processes. Further, we obtain a large deviations principle for the active particle in terms of the large deviations rate function of the empirical process corresponding to the state process. Again we show that the rate function and free energy function are (pointwise) optimal for reversible state processes. Finally, we show that in the case with two states, the Fourier-Laplace transform of the distribution, the moment generating function and the free energy function can be computed explicitly. Along the way we provide several examples.

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arXiv2021

A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions

We study the loss, recovery, and preservation of differentiability of time-dependent large deviation rate functions. This study is motivated by mean-field Gibbs-non-Gibbs transitions. The gradient of the rate-function evolves according to a Hamiltonian flow. This Hamiltonian flow is used to analyze the regularity of the time-dependent rate function, both for Glauber dynamics for the Curie-Weiss model and Brownian dynamics in a potential. We extend the variational approach to this problem of time-dependent regularity in order to include Hamiltonian trajectories with a finite lifetime in closed domains with a boundary. This leads to new phenomena, such a recovery of smoothness. We hereby create a new and unifying approach for the study of mean-field Gibbs-non-Gibbs transitions, based on Hamiltonian dynamics and viscosity solutions of Hamilton-Jacobi equations.

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arXiv2020

Condensation of SIP particles and sticky Brownian motion

We study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing interacting particle systems on the infinite lattice. We obtain our result by proving convergence to sticky Brownian motion for the difference of positions of two SIP particles in the sense of Mosco convergence of Dirichlet forms. Our approach implies the convergence of the probabilities of two SIP particles to be together at time $t$. This, combined with self-duality, allows us to obtain the explicit scaling for the variance of the fluctuation field.

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arXiv2020

Symmetric simple exclusion process in dynamic environment: hydrodynamics

We consider the symmetric simple exclusion process in $\mathbb Z^d$ with quenched bounded dynamic random conductances and prove its hydrodynamic limit in path space. The main tool is the connection, due to the self-duality of the process, between the invariance principle for single particles starting from all points and the macroscopic behavior of the density field. While the hydrodynamic limit at fixed macroscopic times is obtained via a generalization to the time-inhomogeneous context of the strategy introduced in \cite{nagy_symmetric_2002}, in order to prove tightness for the sequence of empirical density fields we develop a new criterion based on the notion of uniform conditional stochastic continuity, following \cite{varadhan_stochasticprocesses_2007}. In conclusion, we show that uniform elliptic dynamic conductances provide an example of environments in which the so-called arbitrary starting point invariance principle may be derived from the invariance principle of a single particle starting from the origin. Therefore, our hydrodynamics result applies to the examples of quenched environments considered in, e.g.,\ \cite{andres2014}, \cite{andres_quenched_2018}, \cite{biskup_invariance_2019} in combination with the hypothesis of uniform ellipticity.

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arXiv2020

Higher order fluctuation fields and orthogonal duality polynomials

Inspired by the works in [1] and [8] we introduce what we call $k$-th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle systems with the property of orthogonal self-duality. This type of duality provides us with a setting in which we are able to interpret these fields as some type of discrete analogue of powers of the well-known density fluctuation field. We show that the weak limit of the $k$-th order field satisfies a recursive martingale problem that formally corresponds to the SPDE associated with the $k$th-power of a generalized Ornstein-Uhlenbeck process.

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arXiv2020

Equilibrium fluctuations for the Symmetric Exclusion Process on a compact Riemannian manifold

We consider the Symmetric Exclusion Process on a compact Riemannian manifold, as introduced in van Ginkel and Redig (2020). There it was shown that the hydrodynamic limit satisfies the heat equation. In this paper we study the equilibrium fluctuations around this hydrodynamic limit. We define the fluctuation fields as functionals acting on smooth functions on the manifold and we show that they converge in distribution in the path space to a generalized Ornstein-Uhlenbeck process. This is done by proving tightness and by showing that the limiting fluctuations satisfy the corresponding martingale problem.

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arXiv2019

Consistent particle systems and duality

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first evolving $n$ particles and then removing a particle at random is the same as the one given by a random removal of a particle at the initial time followed by evolution of the remaining $n-1$ particles. In this paper we discuss two main results. Firstly, we show that, for reversible systems, the property of consistency is equivalent to self-duality, thus obtaining a novel probabilistic interpretation of the self-duality property. Secondly, we show that consistent particle systems satisfy a set of recursive equations. This recursions implies that factorial moments of a system with $n$ particles are linked to those of a system with $n-1$ particles, thus providing substantial information to study the dynamics. In particular, for a consistent system with absorption, the particle absorption probabilities satisfy universal recurrence relations. Since particle systems with absorption are often dual to boundary-driven non-equilibrium systems, the consistency property implies recurrence relations for expectations of correlations in non-equilibrium steady states. We illustrate these relations with several examples.

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arXiv2019

Non-criticality criteria for Abelian sandpile models with sources and sinks

We prove that the Abelian sandpile model on a random binary and binomial tree, as introduced in \cite{rrs}, is not critical for all branching probabilities $p<1$; by estimating the tail of the annealed survival time of a random walk on the binary tree with randomly placed traps, we obtain some more information about the exponential tail of the avalanche radius. Next we study the sandpile model on $\mathbb{Z}^d$ with some additional dissipative sites: we provide examples and sufficient conditions for non-criticality; we also make a connection with the parabolic Anderson model. Finally we initiate the study of the sandpile model with both sources and sinks and give a sufficient condition for non-criticality in the presence of a finite number of sources, using a connection with the homogeneous pinning model.

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arXiv2019

Central limit theorem and large deviations for run and tumble particles on a lattice

We study run and tumble particles on the one-dimensional lattice $\mathbb{Z}$. We explicitly compute the Fourier-Laplace transform of the position of the particle and as a consequence obtain explicit expressions for the diffusion constant and the large deviation free energy function. We also do the same computations in a corresponding continuum model. In the latter, when adding an external field, we can explicitly compute the large deviation free energy, and the deviation from the Einstein relation due to activity. Finally, we generalize the model to the $d$-dimensional lattice $\mathbb{Z}^d$, with an arbitrary finite set of velocities, and show that the large deviation free energy for the position of the particle can be computed via the largest eigenvalue of a matrix of Schrödinger operator form, for which we can derive an explicit variational formula via occupation time large deviations of the velocity flip process.

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arXiv2019

Hydrodynamic limit of the Symmetric Exclusion Process on a compact Riemannian manifold

We consider the symmetric exclusion process on suitable random grids that approximate a compact Riemannian manifold. We prove that a class of random walks on these random grids converge to Brownian motion on the manifold. We then consider the empirical density field of the symmetric exclusion process and prove that it converges to the solution of the heat equation on the manifold.

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arXiv2019

Orthogonal Dualities of Markov Processes and Unitary Symmetries

We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary symmetries of the Markov generator. For these symmetries we provide two equivalent expressions that are related by the Baker-Campbell-Hausdorff formula. The first expression is the exponential of an anti Hermitian operator and thus is unitary by inspection; the second expression is factorized into three terms and is proved to be unitary by using generating functions. The factorized form is also obtained by using an independent approach based on scalar products, which is a new method of independent interest that we introduce to derive (bi)orthogonal duality functions from non-orthogonal duality functions.

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arXiv2019

Stochastic duality and eigenfunctions

We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this observation and provide a full characterization of duality relations in terms of spectral decompositions of the generators for finite state space Markov processes. Moreover, we study and revisit some well-known instances of duality, such as Siegmund duality, and extract spectral information from it. Next, we use the same formalism to construct all duality functions for some solvable examples, i.e., processes for which the eigenfunctions of the generator are explicitly known.

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arXiv2018

Classical large deviations theorems on complete Riemannian manifolds

We generalize classical large deviations theorems to the setting of complete Riemannian manifolds. We prove the analogue of Mogulskii's theorem for geodesic random walks via a general approach using visocity solutions for Hamilton-Jacobi equations. As a corollary, we also obtain the analogue of Cramér's theorem. The approach also provides a new proof of Schilder's theorem. Additionally, we provide a proof of Schilder's theorem by using an embedding into Euclidean space, together with Freidlin-Wentzell theory.

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arXiv2018

Factorized duality, stationary product measures and generating functions

We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion processes, as well as duality and self-duality functions for their continuous counterparts. The approach is based on, firstly, a general relation between factorized duality functions and stationary product measures and, secondly, an intertwining relation provided by generating functions. For the interacting particle systems, these self-duality and duality functions turn out to be generalizations of those previously obtained in [9] and, more recently, in [8]. Thus, we discover that only these two families of dualities cover all possible cases. Moreover, the same method discloses all self-duality functions for interacting diffusion systems such as the Brownian energy process, where both the process and its dual are in continuous variables.

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arXiv2017

Quantitative Boltzmann Gibbs principles via orthogonal polynomial duality

We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can be quantified. This implies a quantitative generalization of the Boltzmann Gibbs principle. In the context of independent random walkers, we complete this program, including also fluctuation fields in non-stationary context (local equilibrium). For other interacting particle systems with duality such as the symmetric exclusion process, similar results can be obtained, under precise conditions on the $n$ particle dynamics

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arXiv2017

Exact formulas for two interacting particles and applications in particle systems with duality

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or in the inclusion process. We provide an exact formula for the Laplace-Fourier transform of the transition probabilities of the two-particle dynamics. From this we derive a general scaling limit result, which shows that the possible scaling limits are coalescing Brownian motions, reflected Brownian motions, and sticky Brownian motions. In particle systems with duality, the solution of the dynamics of two dual particles provides relevant information. We apply the exact formula to the the symmetric inclusion process, that is self-dual, in the condensation regime. We thus obtain two results. First, by computing the time-dependent covariance of the particle occupation number at two lattice sites we characterize the time-dependent coarsening in infinite volume when the process is started from a homogeneous product measure. Second, we identify the limiting variance of the density field in the diffusive scaling limit, relating it to the local time of sticky Brownian motion.

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