Calculus of Variations and Geometric Measure Theory

L. Dello Schiavo - L. Portinale - F. Sau

Scaling Limits of Random Walks, Harmonic Profiles, and Stationary Non-Equilibrium States in Lipschitz Domains

created by portinale on 01 Jan 2022
modified on 25 Jan 2022

[BibTeX]

preprint

Inserted: 1 jan 2022
Last Updated: 25 jan 2022

Year: 2021

ArXiv: 2112.14196v2 PDF

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 non-equilibrium fluctuations.