Hydrodynamic Scaling Limit Research Articles

Non-local linear response in anomalous transport

The anomalous heat transport observed in low-dimensional classical systems is associated with super-diffusive spreading of the space–time correlation of the conserved fields in the system. This leads to a non-local linear response relation between the heat current and the local temperature gradient in the non-equilibrium steady state. This relation provides a generalization of Fourier’s law of heat transfer and is characterized by a non-local kernel operator related to the fractional operators describing super-diffusion. The kernel is essentially proportional, in an appropriate hydrodynamic scaling limit, to the time integral of the space–time correlations of local currents in equilibrium. In finite-size systems, the time integral of correlation of microscopic currents at different locations over an infinite duration is independent of the locations. On the other hand, the kernel operator is space-dependent. We demonstrate that the resolution of this apparent puzzle becomes evident when we consider an appropriate combination of the limits of a large system size and a long integration time. Our study shows the importance of properly handling these limits, even when dealing with (open) systems connected to reservoirs. In particular, we reveal how to extract the kernel operator from simulated microscopic current–current correlation data. For two model systems exhibiting anomalous transport, we provide a direct and detailed numerical verifications of the kernel operators.

Motion by Mean Curvature from Glauber-Kawasaki Dynamics with Speed Change

We derive a continuum mean-curvature flow as a certain hydrodynamic scaling limit of Glauber-Kawasaki dynamics with speed change. The Kawasaki part describes the movement of particles through particle interactions. It is speeded up in a diffusive space-time scaling. The Glauber part governs the creation and annihilation of particles. The Glauber part is set to favor two levels of particle density. It is also speeded up in time, but at a lesser rate than the Kawasaki part. Under this scaling, a mean-curvature interface flow emerges, with a homogenized `surface tension-mobility' parameter reflecting microscopic rates. The interface separates the two levels of particle density. Similar hydrodynamic limits have been derived in two recent papers; one where the Kawasaki part describes simple nearest neighbor interactions, and one where the Kawasaki part is replaced by a zero-range process. We extend the main results of these two papers beyond nearest-neighbor interactions. The main novelty of our proof is the derivation of a `Boltzmann-Gibbs' principle which covers a class of local particle interactions.

Mean Curvature Interface Limit from Glauber+Zero-Range Interacting Particles

We derive a continuum mean-curvature flow as a certain hydrodynamic scaling limit of a class of Glauber+Zero-range particle systems. The Zero-range part moves particles while preserving particle numbers, and the Glauber part governs the creation and annihilation of particles and is set to favor two levels of particle density. When the two parts are simultaneously seen in certain different time-scales, the Zero-range part being diffusively scaled while the Glauber part is speeded up at a lesser rate, a mean-curvature interface flow emerges, with a homogenized ‘surface tension-mobility’ parameter reflecting microscopic rates, between the two levels of particle density. We use relative entropy methods, along with a suitable ‘Boltzmann–Gibbs’ principle, to show that the random microscopic system may be approximated by a ‘discretized’ Allen–Cahn PDE with nonlinear diffusion. In turn, we show the behavior, especially generation and propagation of interface properties, of this ‘discretized’ PDE.

Dynamical Phase Transitions for Flows on Finite Graphs

We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate functional of the average flow is given by a variational formulation involving paths of the density and flow. We give sufficient conditions under which the large deviations of a given time averaged flow is determined by paths that are constant in time. We then consider a class of models on a discrete ring for which it is possible to show that a better strategy is obtained producing a time-dependent path. This phenomenon, called a dynamical phase transition, is known to occur for some particle systems in the hydrodynamic scaling limit, which is thus extended to the setting of a finite graph.

On hydrodynamic limits of Young diagrams

We consider a family of stochastic models of evolving two-dimensional Young diagrams, given in terms of certain energies, with Gibbs invariant measures. ‘Static’ scaling limits of the shape functions, under these Gibbs measures, have been shown in the literature. The purpose of this article is to study corresponding, but less understood, ‘dynamical’ limits. We show that the hydrodynamic scaling limits of the diagram shape functions may be described by different types of parabolic PDEs, depending on the energy structure.

Motion by Mean Curvature from Glauber–Kawasaki Dynamics

We study the hydrodynamic scaling limit for the Glauber-Kawasaki dynamics. It is known that, if the Kawasaki part is speeded up in a diffusive space-time scaling, one can derive the Allen-Cahn equation which is a kind of the reaction-diffusion equation in the limit. This paper concerns the scaling that the Glauber part, which governs the creation and annihilation of particles, is also speeded up but slower than the Kawasaki part. Under such scaling, we derive directly from the particle system the motion by mean curvature for the interfaces separating sparse and dense regions of particles as a combination of the hydrodynamic and sharp interface limits.

A variational structure for interacting particle systems and their hydrodynamic scaling limits

We consider hydrodynamic scaling limits for a class of reversible interacting particle systems, which includes the symmetric simple exclusion process and certain zero-range processes. We study a (non-quadratic) microscopic action functional for these systems. We analyse the behaviour of this functional in the hydrodynamic limit and we establish conditions under which it converges to the (quadratic) action functional of Macroscopic Fluctuation Theory. We discuss the implications of these results for rigorous analysis of hydrodynamic limits.

Hydrodynamical phase transition for domain-wall melting in the XY chain

We study the melting of a domain wall, prepared as a certain low-energy excitation above the ferromagnetic ground state of the XY chain. In a well defined parameter regime the time-evolved magnetization profile develops sharp kink-like structures in the bulk, showing features of a phase transition in the hydrodynamic scaling limit. The transition is of purely dynamical nature and can be attributed to the appearance of a negative effective mass term in the dispersion. The signatures are also clearly visible in the entanglement profile measured along the front region, which can be obtained by covariance-matrix methods despite the state being non-Gaussian.

Acceleration of Convergence to Equilibrium in Markov Chains by Breaking Detailed Balance

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review existing results showing that irreversible processes converge faster to their steady state than reversible ones. We show how this behaviour appears in the hydrodynamic limit of such processes, as described by macroscopic fluctuation theory, and we provide a quantitative expression for the acceleration of convergence in this setting. We give a geometrical interpretation of this acceleration, in terms of currents that are antisymmetric under time-reversal and orthogonal to the free energy gradient, which act to drive the system away from states where (reversible) gradient-descent dynamics result in slow convergence to equilibrium.

A minimal model of dynamical phase transition

We calculate the large deviation functions characterizing the long-time fluctuations of the occupation of drifted Brownian motion and show that these functions have non-analytic points. This provides the first example of dynamical phase transition that appears in a simple, homogeneous Markov process without an additional low-noise, large-volume or hydrodynamic scaling limit.

Entropy of Open Lattice Systems

We investigate the behavior of the Gibbs-Shannon entropy of the stationary nonequilibrium measure describing a one-dimensional lattice gas, of L sites, with symmetric exclusion dynamics and in contact with particle reservoirs at different densities. In the hydrodynamic scaling limit, L to infinity, the leading order (O(L)) behavior of this entropy has been shown by Bahadoran to be that of a product measure corresponding to strict local equilibrium; we compute the first correction, which is O(1). The computation uses a formal expansion of the entropy in terms of truncated correlation functions; for this system the k-th such correlation is shown to be O(L^{-k+1}). This entropy correction depends only on the scaled truncated pair correlation, which describes the covariance of the density field. It coincides, in the large L limit, with the corresponding correction obtained from a Gaussian measure with the same covariance.

Hydrodynamic scaling limit of continuum solid-on-solid model

A fourth-order nonlinear evolution equation is derived from a microscopic model for surface diffusion, namely, the continuum solid-on-solid model. We use the method developed by Varadhan for the computation of the hydrodynamic scaling limit of nongradient models. What distinguishes our model from other models discussed so far is the presence of two conservation laws for the dynamics in a nonperiodic box and the complex dynamics that is not nearest-neighbor interaction. Along the way, a few steps have to be adapted to our new context. As a byproduct of our main result, we also derive the hydrodynamic scaling limit of a perturbation of the continuum solid-on-solid model, a model that incorporates both surface diffusion and surface electromigration.

Large Deviations of the Empirical Current in Interacting Particle Systems

We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then estimate the asymptotic probability of a fluctuation of the average current over a large time interval and show that the corresponding rate function can be obtained by solving a variational problem for the functional I. For the symmetric simple exclusion process the minimizer is time independent so that this variational problem can be reduced to a time‐independent one. On the other hand, for other models the minimizer is time dependent. This phenomenon is naturally interpreted as a dynamical phase transition.

The Behavior of the Specific Entropy in the Hydrodynamic Scaling Limit

The paper studies the behavior of the specific entropy for one-dimensional simple exclusion processes under the hydrodynamic scaling of time and space. It is shown that if the initial configurations possess a macroscopic profile then for each positive macroscopic time the specific microscopic entropy converges to the macroscopic entropy .The latter is defined in terms of the solution of the corresponding hydrodynamic equation.

Hydrodynamic Profiles for the Totally Asymmetric Exclusion Process with a Slow Bond

We study a totally asymmetric simple exclusion process where jumps happen at rate one, except at the origin where the rate is lower. We prove a hydrodynamic scaling limit to a macroscopic profile described by a variational formula. The limit is valid for all values of the slow rate. The only assumption required is that a law of large numbers holds for the initial particle distribution. This allows also deterministic initial configurations. The hydrodynamic description contains as an unknown parameter the macroscopic rate at the origin, which is strictly larger than the microscopic slow rate. The limit is proved by the variational coupling method.

Free boundary problem from stochastic lattice gas model

We consider a system consisting of two types of particles called “water” and “ice” on d-dimensional periodic lattices. The water particles perform excluded interacting random walks (stochastic lattice gases), while the ice particles are immobile. When a water particle touches an ice particle, it immediately dies. On the other hand, the ice particle disappears after receiving the ℓth visit from water particles. This interaction models the melting of a solid with latent heat. We derive the nonlinear one-phase Stefan free boundary problem in a hydrodynamic scaling limit. Derivation of two-phase Stefan problem is also discussed.

A microscopic mechanism for the porous medium equation

The porous medium equation on a d-dimensional torus is obtained as a hydrodynamic scaling limit, with the usual diffusion scaling, of the empirical measures of a sequence of reversible Markov jump processes on approximating periodic lattices. Each process can be viewed as a randomly interacting configuration of sticks (or energies, etc.). The configuration evolves through exchanges of stick portions that occur between nearest neighbours through a zero-range pressure mechanism, with conservation of total sticklength.

A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences

We introduce an interacting random process related to Ulam's problem, or finding the limit of the normalized longest increasing subsequence of a random permutation. The process describes the evolution of a configuration of sticks on the sites of the one-dimensional integer lattice. Our main result is a hydrodynamic scaling limit: The empirical stick profile converges to a weak solution of the inviscid Burgers equation under a scaling of lattice space and time. The stick process is also an alternative view of Hammersley's particle system that Aldous and Diaconis used to give a new solution to Ulam's problem. Along the way to the scaling limit we produce another independent solution to this question. The heart of the proof is that individual paths of the stochastic process evolve under a semigroup action which under the scaling turns into the corresponding action for the Burgers equation, known as the Lax formula. In a separate appendix we use the Lax formula to give an existence and uniqueness proof for scalar conservation laws with initial data given by a Radon measure.

Hydrodynamic Scaling Limits with Deterministic Initial Configurations

We discuss the hydrodynamic scaling limits starting with deterministic configurations for different models. Certain estimates on the entropy of the system are derived.

Large Deviations from a Hydrodynamic Scaling Limit for a Nongradient System

The hydrodynamic limit appears as a law of large numbers for rescaled density profiles of a large stochastic system. We study the large deviations from this scaling limit for a particular nongradient system, the nongradient version of the Ginzburg-Landau model.