We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain Omega, with both fast and slow boundary. For the random walks on Omega dual to SEP/SIP we establish: a functional-CLT-type convergence to the Brownian motion on Omega 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 Omega, 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.
Dello Schiavo, L., Portinale, L., Sau, F. (2024). Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains. THE ANNALS OF APPLIED PROBABILITY, 34(2), 1789-1845 [10.1214/23-AAP2007].
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains
Dello Schiavo L.;
2024-01-01
Abstract
We consider the open symmetric exclusion (SEP) and inclusion (SIP) processes on a bounded Lipschitz domain Omega, with both fast and slow boundary. For the random walks on Omega dual to SEP/SIP we establish: a functional-CLT-type convergence to the Brownian motion on Omega 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 Omega, 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.| File | Dimensione | Formato | |
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