We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain Ω, with both fast and slow boundary. For the random walks on Ω dual to SEP/SIP we establish: a functional-CLT-type convergence to the Brownian motion on Ω with either Neumann (slow boundary), Dirichlet (fast boundary), or Robin (at criticality) boundary conditions; the discrete-to-continuum convergence of the corresponding harmonic profiles. As a consequence, we rigorously derive the hydrodynamic and hydrostatic limits for SEP/SIP on Ω, and analyze their stationary nonequilibrium fluctuations. All scaling limit results for SEP/SIP concern finite-dimensional distribution convergence only, as our duality techniques do not require to establish tightness for the fields associated to the particle systems.

Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains / L. Dello Schiavo, L. Portinale, F. Sau. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - 34:2(2024 Apr), pp. 1789-1845. [10.1214/23-aap2007]

Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains

L. Portinale
Penultimo
;
F. Sau
Ultimo
2024

Abstract

We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain Ω, with both fast and slow boundary. For the random walks on Ω dual to SEP/SIP we establish: a functional-CLT-type convergence to the Brownian motion on Ω with either Neumann (slow boundary), Dirichlet (fast boundary), or Robin (at criticality) boundary conditions; the discrete-to-continuum convergence of the corresponding harmonic profiles. As a consequence, we rigorously derive the hydrodynamic and hydrostatic limits for SEP/SIP on Ω, and analyze their stationary nonequilibrium fluctuations. All scaling limit results for SEP/SIP concern finite-dimensional distribution convergence only, as our duality techniques do not require to establish tightness for the fields associated to the particle systems.
Hydrodynamic limit; hydrostatic limit; Lipschitz domain; stationary nonequilibrium fluctuations; stationary nonequilibrium states; Symmetric exclusion process; symmetric inclusion process;
Settore MATH-03/B - Probabilità e statistica matematica
   ISTplus - Postdoctoral Fellowships
   ISTplus
   European Commission
   Horizon 2020 Framework Programme
   754411

   Optimal Transport and Stochastic Dynamics
   OPTRASTOCH
   European Commission
   Horizon 2020 Framework Programme
   716117
apr-2024
https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Scaling-limits-of-random-walks-harmonic-profiles-and-stationary-nonequilibrium/10.1214/23-AAP2007.full
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/1156701
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