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M. Jara

Publications and source records attributed to M. Jara.

13 recordsLinked to original sources

Non-equilibrium fluctuations for SEP($\alpha$) with open boundary

We analyze the non-equilibrium fluctuations of the partial symmetric simple exclusion process, SEP($\alpha$), which allows at most $\alpha \in \mathbb{N}$ particles per site, and we put it in contact with stochastic reservoirs whose strength is regulated by a parameter $\theta \in \mathbb{R}$. Setting $\alpha = 1$, we find the results of [22, 16, 17] and extend the known results to cover all range of $\theta$.

math.PR

CLT for NESS of a reaction-diffusion model

We study the scaling properties of the non-equilibrium stationary states (NESS) of a reaction-diffusion model. Under a suitable smallness condition, we show that the density of particles satisfies a law of large numbers with respect to the NESS, with an explicit rate of convergence, and we also show that at mesoscopic scales the NESS is well approximated by a local equilibrium (product) measure, in the total variation distance. In addition, in dimensions $d \leq3$ we show a central limit theorem (CLT) for the density of particles under the NESS. The corresponding Gaussian limit can be represented as an independent sum of a white noise and a massive Gaussian free field, and in particular it presents macroscopic correlations.

math.PR

Scaling limits for Rudvalis card shuffles

We consider the Rudvalis card shuffle and some of its variations that were introduced by Diaconis and Saloff-Coste in \cite{symmetrized}, and we project them to some stochastic interacting particle system. For the latter, we derive the hydrodynamic limits and we study the equilibrium fluctuations. Our results show that, for these shuffles, when we consider an asymmetric variation of the Rudvalis shuffle, the hydrodynamic limit in Eulerian scale is given in terms of a transport equation with a constant that depends on the exchange rates of the system; while for symmetric and weakly asymmetric variations of this shuffle, in diffusive time scale, the evolution is given by the solution of a martingale problem.

math.PR

Equilibrium Fluctuations for a Discrete Atlas Model

We consider a discrete version of the Atlas model, which corresponds to a sequence of zero-range processes on a semi-infinite line, with a source at the origin and a diverging density of particles. We show that the equilibrium fluctuations of this model are governed by a stochastic heat equation with Neumann boundary conditions. As a consequence, we show that the current of particles at the origin converges to a fractional Brownian motion of Hurst exponent H=1/4.

math.PR

A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes

We prove uniqueness of a martingale problem with boundary conditions on a simplex associated to a differential operator with an unbounded drift. We show that the solution of the martingale problem remains absorbed at the boundary once it attains it, and that, after hitting the boundary, it performs a diffusion on a lower dimensional simplex, similar to the original one. We also prove that in the diffusive time scale condensing zero-range processes evolve as this absorbed diffusion.

math.PR

Regularization by noise and stochastic Burgers equations

We study a generalized 1d periodic SPDE of Burgers type: $$ \partial_t u =- A^θu + \partial_x u^2 + A^{θ/2} ξ$$ where $θ> 1/2$, $-A$ is the 1d Laplacian, $ξ$ is a space-time white noise and the initial condition $u_0$ is taken to be (space) white noise. We introduce a notion of weak solution for this equation in the stationary setting. For these solutions we point out how the noise provide a regularizing effect allowing to prove existence and suitable estimates when $θ>1/2$. When $θ>5/4$ we obtain pathwise uniqueness. We discuss the use of the same method to study different approximations of the same equation and for a model of stationary 2d stochastic Navier-Stokes evolution.

math.PR

Universality of trap models in the ergodic time scale

Consider a sequence of possibly random graphs $G_N=(V_N, E_N)$, $N\ge 1$, whose vertices's have i.i.d. weights $\{W^N_x : x\in V_N\}$ with a distribution belonging to the basin of attraction of an $α$-stable law, $0<α<1$. Let $X^N_t$, $t \ge 0$, be a continuous time simple random walk on $G_N$ which waits a \emph{mean} $W^N_x$ exponential time at each vertex $x$. Under considerably general hypotheses, we prove that in the ergodic time scale this trap model converges in an appropriate topology to a $K$-process. We apply this result to a class of graphs which includes the hypercube, the $d$-dimensional torus, $d\ge 2$, random $d$-regular graphs and the largest component of super-critical Erdös-Rényi random graphs.

math.PR

Hydrodynamic limit of particle systems with long jumps

We consider some interacting particle processes with long-range dynamics: the zero-range and exclusion processes with long jumps. We prove that the hydrodynamic limit of these processes corresponds to a (possibly non-linear) fractional heat equation. The scaling in this case is superdiffusive. In addition, we discuss a central limit theorem for a tagged particle on the zero-range process and existence and uniqueness of solutions of the Cauchy problem for the fractional heat equation.

math.PR

Quenched scaling limits of trap models

Fix a strictly positive measure $W$ on the $d$-dimensional torus $\bb T^d$. For an integer $N\ge 1$, denote by $W^N_x$, $x=(x_1, ..., x_d)$, $0\le x_i 1$, if $W$ is a finite discrete measure, $W=\sum_{i\ge 1} w_i δ_{x_i}$, we prove that the random walk which jumps from $x/N$ uniformly to one of its neighbors at rate $(W^N_x)^{-1}$ has a metastable behavior, as defined in \cite{bl1}, described by the $K$-process introduced in \cite{fm1}.

math.PR

Hydrodynamic behavior of one dimensional subdiffusive exclusion processes with random conductances

Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random variables belonging to the domain of attraction of an $\a$--stable law, $0<\a<1$. This exclusion process models conduction in strongly disordered one-dimensional media. We prove that, when varying over the disorder and for a suitable slowly varying function $L$, under the super-diffusive time scaling $N^{1 + 1/α}L(N)$, the density profile evolves as the solution of the random equation $\partial_t ρ= \mf L_W ρ$, where $\mf L_W$ is the generalized second-order differential operator $\frac d{du} \frac d{dW}$ in which $W$ is a double sided $\a$--stable subordinator. This result follows from a quenched hydrodynamic limit in the case that the i.i.d. jump rates are replaced by a suitable array $\{ξ_{N,x} : x\in\bb Z\}$ having same distribution and fulfilling an a.s. invariance principle. We also prove a law of large numbers for a tagged particle.

math.PR