Abstract

This paper considers three classes of interacting particle systems on {{mathbb {Z}}}: independent random walks, the exclusion process, and the inclusion process. Particles are allowed to switch their jump rate (the rate identifies the type of particle) between 1 (fast particles) and epsilon in [0,1] (slow particles). The switch between the two jump rates happens at rate gamma 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 Nrightarrow 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. We rescale the microscopic steady-state density profile and steady-state current and obtain the steady-state solution of a boundary-value problem for the double diffusivity model.

Highlights

  • Turning to more complex models of non-equilibrium, various exclusion processes with multi-type particles have been studied [24,25,41], as well as reaction-diffusion processes [7,8,18,19,20], where non-linear reaction-diffusion equations are obtained in the hydrodynamic limit, and large deviations around such equations have been analysed

  • We focus on a reaction-diffusion model that on the one hand is simple enough so that via duality a complete microscopic analysis of the non-equilibrium profiles can be carried out, but on the other hand exhibits interesting phenomena, such as uphill diffusion and boundary-layer effects

  • We show that the hydrodynamic limit of all three dynamics is a linear reaction-diffusion system known under the name of double diffusivity model, namely

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Summary

Background and Motivation

Interacting particle systems are used to model and analyse properties of non-equilibrium systems, such as macroscopic profiles, long-range correlations and macroscopic large deviations. We focus on a reaction-diffusion model that on the one hand is simple enough so that via duality a complete microscopic analysis of the non-equilibrium profiles can be carried out, but on the other hand exhibits interesting phenomena, such as uphill diffusion and boundary-layer effects. We have a family of interacting particle systems whose macroscopic limit is relevant in several distinct contexts Another context our three dynamics fit into are models of interacting active random walks with an internal state that changes randomly (e.g. activity, internal energy) and that determines their diffusion rate and or drift [3,16,28,32,38,39,44,46]. The second phenomenon is boundarylayer behaviour: in the limit as ↓ 0, in the macroscopic stationary profile the densities in the top and bottom layer are equal, which for unequal boundary conditions in the top and

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Three Models
Duality and Stationary Measures
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Outline
The Hydrodynamic Limit
From Microscopic to Macroscopic
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The System with Boundary Reservoirs
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Duality
Non-equilibrium Stationary Profile
Stationary Microscopic Profile and Absorption Probability
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Stationary Macroscopic Profile and Boundary-Value Problem
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The Stationary Current
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Discussion
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The Width of the Boundary Layer
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A Inverse of the Boundary-Layer Matrix
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Full Text
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