Hydrodynamic Limit Research Articles

Duality relations in single-file diffusion

Single-file transport, which corresponds to the diffusion of particles that cannot overtake each other in narrow channels, is an important topic in out-of-equilibrium statistical physics. Various microscopic models of single-file systems have been considered, such as the simple exclusion process, which has reached the status of a paradigmatic model. Several different models of single-file diffusion have been shown to be related by a duality relation, which holds either microscopically or only in the hydrodynamic limit of large time and large distances. Here, we show that, within the framework of fluctuating hydrodynamics, these relations are not specific to these models and that, in the hydrodynamic limit, every single-file system can be mapped onto a dual single-file system, which we characterise. This general duality relation allows us to obtain new results for different models, by exploiting the solutions that are available for their dual model.

Hydrodynamic limit of a stochastic model of proliferating cells with chemotaxis

<p style='text-indent:20px;'>A hybrid stochastic individual-based model of proliferating cells with chemotaxis is presented. The model is expressed by a branching diffusion process coupled to a partial differential equation describing concentration of chemotactic factor. It is shown that in the hydrodynamic limit when number of cells goes to infinity the model converges to the solution of a nonconservative Patlak-Keller-Segel-type system. A nonlinear mean-field stochastic model is defined and it is proven that the movement of descendants of a single cell in the individual model converges to this mean-field process.</p>

Hydrodynamic and hydrostatic limit for a generalized contact process with mixed boundary conditions

Hydrodynamic and hydrostatic limit for a generalized contact process with mixed boundary conditions

A Justification on Hydrodynamic Limit for Self-Propelled Kinetic Models with Density-Dependent Parameters

A Justification on Hydrodynamic Limit for Self-Propelled Kinetic Models with Density-Dependent Parameters

Rigorous derivation of the Euler-alignment model with singular communication weights from a kinetic Fokker–Planck-alignment model

In this paper, we present a rigorous derivation of the isothermal Euler-alignment model with singular communication weights. We consider a hydrodynamic limit of a kinetic Fokker–Planck-alignment model, which is the nonlinear Fokker–Planck equation with the Cucker–Smale alignment force. Our analysis is based on the estimate of relative entropy between macroscopic quantities, together with careful analysis on the singular communication weights.

Concentration inequalities for the hydrodynamic limit of a two-species stochastic particle system

We study a stochastic particle system which is motivated from grain boundary coarsening in two-dimensional networks. Each particles lives on the positive real line and is labeled as belonging to either Species 1 or Species 2. Species 1 particles drift at unit speed toward the origin, while Species 2 particles do not move. When a particle in Species 1 hits the origin, it is removed, and a randomly selected particle mutates from Species 2 to Species 1. The process described is an example of a high-dimensional piecewise deterministic Markov process (PDMP), in which deterministic flow is punctuated with stochastic jumps. Our main result is a proof of exponential concentration inequalities of the Kolmogorov-Smirnoff distance between empirical measures of the particle system and solutions of limiting nonlinear kinetic equations. Our method of proof involves a time and space discretization of the kinetic equations, which we compare with the particle system to derive recurrence inequalities for comparing total numbers in small intervals. To show these recurrences occur with high probability, we appeal to a state dependent Hoeffding type inequality at each time increment.

Computation of the self-diffusion coefficient with low-rank tensor methods: application to the simulation of a cross-diffusion system

Cross-diffusion systems arise as hydrodynamic limits of lattice multi-species interacting particle models. The objective of this work is to provide a numerical scheme for the simulation of the cross-diffusion system identified in [J. Quastel, Comm. Pure Appl. Math., 45 (1992), pp. 623–679]. To simulate this system, it is necessary to provide an approximation of the so-called self-diffusion coefficient matrix of the tagged particle process. Classical algorithms for the computation of this matrix are based on the estimation of the long-time limit of the average mean square displacement of the particle. In this work, as an alternative, we propose a novel approach for computing the self-diffusion coefficient using deterministic low-rank approximation techniques, as the minimum of a high-dimensional optimization problem. The computed self-diffusion coefficient is then used for the simulation of the cross-diffusion system using an implicit finite volume scheme.

Macroscopic limits of non-local kinetic descriptions of vehicular traffic

We study the derivation of macroscopic traffic models out of optimal speed and follow-the-leader particle dynamics as hydrodynamic limits of non-local Povzner-type kinetic equations. As a first step, we show that optimal speed vehicle dynamics produce a first order macroscopic model with non-local flux. Next, we show that non-local follow-the-leader vehicle dynamics have a universal macroscopic counterpart in the second order Aw-Rascle-Zhang traffic model, at least when the non-locality of the interactions is sufficiently small. Finally, we show that the same qualitative result holds also for a general class of follow-the-leader dynamics based on the headway of the vehicles rather than on their speed. We also investigate the correspondence between the solutions to particle models and their macroscopic limits by means of numerical simulations.

Hydrodynamic limits of Manton's Schrödinger system

Hydrodynamic limits of Manton's Schrödinger system

Fluctuations for Some Nonstationary Interacting Particle Systems via Boltzmann–Gibbs Principle

Abstract Conjecture II.3.6 of Spohn in [47] and Lecture 7 of Jensen–Yau in [35] ask for a general derivation of universal fluctuations of hydrodynamic limits in large-scale stochastic interacting particle systems. However, the past few decades have witnessed only minimal progress according to [26]. In this paper, we develop a general method for deriving the so-called Boltzmann–Gibbs principle for a general family of nonintegrable and nonstationary interacting particle systems, thereby responding to Spohn and Jensen–Yau. Most importantly, our method depends mostly on local and dynamical, and thus more general/universal, features of the model. This contrasts with previous work [6, 8, 24, 34], all of which rely on global and nonuniversal assumptions on invariant measures or initial measures of the model. As a concrete application of the method, we derive the KPZ equation as a large-scale limit of the height functions for a family of nonstationary and nonintegrable exclusion processes with an environment-dependent asymmetry. This establishes a first result to Big Picture Question 1.6 in [54] for nonstationary and nonintegrable ‘speed-change’ models that have also been of interest beyond KPZ [18, 22, 23, 38].

Hydrodynamic limits of interacting particle systems on crystal lattices in periodic realizations

Hydrodynamic limits of interacting particle systems on crystal lattices in periodic realizations

Towards a consistent lattice Boltzmann model for two-phase fluids

We revisit the construction of discrete kinetic models for single-component isothermal two-phase flows. Starting from a kinetic model for a non-ideal fluid, we show that, under conventional scaling, the Navier–Stokes equations with a non-ideal equation of state are recovered in the hydrodynamic limit. A scaling based on the smallness of velocity increments is then introduced, which recovers the full Navier–Stokes–Korteweg equations. The proposed model is realized on a standard lattice and validated on a variety of benchmarks. Through a detailed study of thermodynamic properties including co-existence densities, surface tension, Tolman length and sound speed, we show thermodynamic consistency, well-posedness and convergence of the proposed model. Furthermore, hydrodynamic consistency is demonstrated by verification of Galilean invariance of the dissipation rate of shear and normal modes and the study of visco-capillary coupling effects. Finally, the model is validated on dynamic test cases in three dimensions with complex geometries and large density ratios such as drop impact on textured surfaces and mercury drops coalescence.

A consistence-stability approach to hydrodynamic limit of interacting particle systems on lattices

A consistence-stability approach to hydrodynamic limit of interacting particle systems on lattices

The Local Equilibrium State of a Crystal Surface Jump Process in the Rough Scaling Regime

We investigate the local equilibrium (LE) distribution of a crystal surface jump process as it approaches its hydrodynamic (continuum) limit in a nonstandard scaling regime introduced by Marzuola and Weare. The atypical scaling leads to a local equilibrium state whose structure is novel to the best of our knowledge. The distinguishing characteristic of the new, rough LE state is that the ensemble average of single lattice site observables do not vary smoothly across lattice sites. We investigate numerically and analytically how the rough LE state affects the convergence mechanism via three key limits, and we show that by comparison more standard, “smooth” LE states satisfy stronger versions of these limits.

Collective modes in interacting two-dimensional tomographic Fermi liquids

We develop an analytically solvable model for interacting two-dimensional Fermi liquids with separate collisional relaxation rates for parity-odd and parity-even Fermi surface deformations. Such a disparity of collisional lifetimes exists whenever scattering is restricted to inversion-symmetric Fermi surfaces, and should thus be a generic feature of two-dimensional Fermi liquids. It implies an additional unanticipated "tomographic" transport regime (in between the standard collisionless and hydrodynamic regimes) in which even-parity modes are overdamped while odd-parity modes are collisionless. We derive expressions for both the longitudinal and the transverse conductivity and discuss the collective mode spectrum along the collisionless-tomographic-hydrodynamic crossover. Longitudinal modes cross over from zero sound in the collisionless regime to hydrodynamic first sound in the tomographic and hydrodynamic regime, where odd-parity damping appears as a subleading correction to the lifetime. In charged Fermi liquids with long-range Coulomb coupling, these modes reduce to plasmons with a strongly suppressed odd-parity correction to the damping. The transverse response, by contrast, has a specific tomographic transport regime with two imaginary odd-parity modes, one of which requires a finite repulsive interaction, distinct from both the shear sound in the collisionless regime and an overdamped diffusive current mode in the hydrodynamic limit. Our work demonstrates that there are deep many-body aspects of interacting Fermi liquids, which are often thought to be well understood theoretically, remaining unexplored.

Hydrodynamics of a class of [formula omitted]-urn linear systems

In this paper we are concerned with hydrodynamics of a class of N-urn linear systems, which include voter models, pair-symmetric exclusion processes and binary contact path processes on N urns as special cases. We show that the hydrodynamic limit of our process is driven by a C[0,1)′-valued linear ordinary differential equation and the fluctuation of our process, i.e, central limit theorem from the hydrodynamic limit, is driven by a C[0,1)′-valued Ornstein–Uhlenbeck process. To derive above main results, we need several replacement lemmas. An extension in linear systems of Chapman–Kolmogorov equation plays key role in proofs of these replacement lemmas.

Dissipative effects in finite density holographic superfluids

We derive the leading dissipative corrections of holographic superfluids at finite temperature and chemical potential by employing our recently developed techniques to study dissipative effects in the hydrodynamic limit of holographic theories. As part of our results, we express the incoherent conductivity, the shear and the three bulk viscosities in terms of thermodynamics and the black hole horizon data of the dual bulk geometries. We use our results to show that all three bulk viscosities exhibit singular behaviour close to the critical point.

Fluctuating kinetic theory and fluctuating hydrodynamics of aligning active particles: the dilute limit

Kinetic and hydrodynamic theories are widely employed for describing the collective behavior of active matter systems. At the fluctuating level, these have been obtained from explicit coarse-graining procedures in the limit where each particle interacts weakly with many others, so that the total forces and torques exerted on each of them is of order unity at all times. Such limit is however not relevant for dilute systems that mostly interact via alignment; there, collisions are rare and make the self-propulsion direction to change abruptly. We derive a fluctuating kinetic theory, and the corresponding fluctuating hydrodynamics, for aligning self-propelled particles in the limit of dilute systems. We discover that fluctuations at kinetic level are not Gaussian and depend on the interactions among particles, but that only their Gaussian part survives in the hydrodynamic limit. At variance with fluctuating hydrodynamics for weakly interacting particles, we find that the noise variance at hydrodynamic level depends on the interaction rules among particles and is proportional to the square of the density, reflecting the binary nature of the aligning process. The results of this paper, which are derived for polar self-propelled particles with polar alignment, could be straightforwardly extended to polar particles with nematic alignment or to fully nematic systems.

Brownian bees in the infinite swarm limit

The Brownian bees model is a branching particle system with spatial selection. It is a system of N particles which move as independent Brownian motions in Rd and independently branch at rate 1, and, crucially, at each branching event, the particle which is the furthest away from the origin is removed to keep the population size constant. In the present work we prove that, as N→∞, the behaviour of the particle system is well approximated by the solution of a free boundary problem (which is the subject of a companion paper (Trans. Amer. Math. Soc. 374 (2021) 6269–6329)), the hydrodynamic limit of the system. We then show that for this model the so-called selection principle holds; that is, that as N→∞, the equilibrium density of the particle system converges to the steady-state solution of the free boundary problem.

Incompressible Polar Active Fluids with Quenched Random Field Disorder in Dimensions d>2.

We present a hydrodynamic theory of incompressible polar active fluids with quenched random field disorder. This theory shows that such fluids can overcome the disruption caused by the quenched disorder and move coherently, in the sense of having a nonzero mean velocity in the hydrodynamic limit. However, the scaling behavior of this class of active systems cannot be described by linearized hydrodynamics in spatial dimensions between 2 and 5. Nonetheless, we obtain the exact dimension-dependent scaling exponents in these dimensions.