Exact Large Deviation Functional of a Stationary Open Driven Diffusive System: The Asymmetric Exclusion Process

We consider the asymmetric exclusion process (ASEP) in one dimension on sites i=1,...,N, in contact at sites i=1 and i=N with infinite particle reservoirs at densities _a and _b . As _a and _b are varied, the typical macroscopic steady state density profile ¯(x), x[a,b], obtained in the limit N=L(b–a), exhibits shocks and phase transitions. Here we derive an exact asymptotic expression for the probability of observing an arbitrary macroscopic profile , so that is the large deviation functional, a quantity similar to the free energy of equilibrium systems. We find, as in the symmetric, purely diffusive case q=1 (treated in an earlier work), that is in general a non-local functional of (x). Unlike the symmetric case, however, the asymmetric case exhibits ranges of the parameters for which is not convex and others for which has discontinuities in its second derivatives at (x)=¯(x). In the latter ranges the fluctuations of order in the density profile near ¯(x) are then non-Gaussian and cannot be calculated from the large deviation function.     

Construction of BGK Models with a Family of Kinetic Entropies for a Given System of Conservation Laws

We introduce a general framework for kinetic BGK models. We assume to be given a system of hyperbolic conservation laws with a family of Lax entropies, and we characterize the BGK models that lead to this system in the hydrodynamic limit, and that are compatible with the whole family of entropies. This is obtained by a new characterization of Maxwellians as entropy minimizers that can take into account the simultaneous minimization problems corresponding to the family of entropies. We deduce a general procedure to construct such BGK models, and we show how classical examples enter the framework. We apply our theory to isentropic gas dynamics and full gas dynamics, and in both cases we obtain new BGK models satisfying all entropy inequalities.     

Finite-dimensional representations of a shock algebra

Abstruct The algebra describing a shock measure in the asymmetric simple exclusion model, seen from a second class particle, has finite-dimensional representations if and only if the asymmetry parameterp of the model and the left and right asymptotic densitiesp _± of the shock satisfy [(1−p)/p] ^r =p ₋(1−p ₊)/p ₊(1−p ₋) for some integerr≥1; the minimal dimension of the representation is then 2r. These representations can be used to calculate correlation functions in the model.     

Interface motion in a planar spin-flip model derived from exclusion on the line

We consider a two-dimensional spin-flip model, which can be interpreted as the limit of the Ising model at low temperature and a small nonzero external field. In the hydrodynamic limit and for a special class of initial conditions, the motion of the interface is governed by a nonlinear partial differential equation with a lattice-distorted curvature term. In our proofs we use results about the hydrodynamic behavior of the weakly asymmetric exclusion process on the integers and also on the nonnegative integers with a trap at the boundary.     

Stochastic Dynamics of Discrete Curves and Multi-Type Exclusion Processes

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a reaction-diffusion nature. In the non-reversible case, the invariant measure has in general a non Gibbs form. The corresponding steady-state regime is analyzed in detail, by using a tagged particle together with a state-graph cycle expansion of the probability currents. As a consequence, the constants appearing in Lotka–Volterra equations—which describe the fluid limits of stationary states—can be traced back directly at the discrete level to tagged particle cycles coefficients. Current fluctuations are also studied and the Lagrangian is obtained via an iterative scheme. The related Hamilton–Jacobi equation, which leads to the large deviation functional, is investigated and solved in the reversible case, just for the sake of checking.     

Shock profiles for the asymmetric simple exclusion process in one dimension

The asymmetric simple exclusion process (ASEP) on a one-dimensional lattice is a system of particles which jump at ratesp and 1-p (herep > 1/2) to adjacent empty sites on their right and left respectively. The system is described on suitable macroscopic spatial and temporal scales by the inviscid Burgers’ equation; the latter has shock solutions with a discontinuous jump from left density ρ- to right density ρ+, ρ-< ρ +, which travel with velocity (2p−1 )(1−ρ₊−p ₋). In the microscopic system we may track the shock position by introducing a second class particle, which is attracted to and travels with the shock. In this paper we obtain the time-invariant measure for this shock solution in the ASEP, as seen from such a particle. The mean density at lattice siten, measured from this particle, approachesp _± at an exponential rate asn→ ±∞, witha characteristic length which becomes independent ofp when . For a special value of the asymmetry, given byp/(1−p)=p ₊(1−p ₋)/p ₋(1−p ₊), the measure is Bernoulli, with densityρ ₋ on the left andp ₊ on the right. In the weakly asymmetric limit, 2p−1 → 0, the microscopic width of the shock diverges as (2p+1)^-1. The stationary measure is then essentially a superposition of Bernoulli measures, corresponding to a convolution of a density profile described by the viscous Burgers equation with a well-defined distribution for the location of the second class particle.     

Global Structure Stability of Riemann Solution of Quasilinear Hyperbolic System of Conservation Law in Presence of Boundary: Shocks and Contact Discontinuities

In this paper, we investigate a class of mixed initial-boundary value problems for a kind of n×n quasilinear hyperbolic systems of conservation laws on the quarter plan. We show that the structure of the piecewise C¹ solution u=u(t,x) of the problem, which can be regarded as a perturbation of the corresponding Riemann problem, is globally similar to that of the solution u=U(x/t) of the corresponding Riemann problem. The piecewise C¹ solution u=u(t,x) to this kind of problems is globally structure-stable if and only if it contains only non-degenerate shocks and contact discontinuities, but no rarefaction waves and other weak discontinuities.     

Hydrodynamics and Platoon Formation for a Totally Asymmetric Exclusion Model with Particlewise Disorder

We consider a one-dimensional totally asymmetric exclusion model with quenched random jump rates associated with the particles, and an equivalent interface growth process on the square lattice. We obtain rigorous limit theorems for the shape of the interface, the motion of a tagged particle, and the macroscopic density profile on the hydrodynamic scale. The theorems are valid under almost every realization of the disordered rates. Under suitable conditions on the distribution of jump rates the model displays a disorder-dominated low-density phase where spatial inhomogeneities develop below the hydrodynamic resolution. The macroscopic signature of the phase transition is a density discontinuity at the front of the rarefaction wave moving out of an initial step-function profile. Numerical simulations of the density fluctuations ahead of the front suggest slow convergence to the predictions of a deterministic particle model on the real line, which contains only random velocities but no temporal noise.     

Dynamics of a Tagged Particle in the Asymmetric Exclusion Process with the Step Initial Condition

The one-dimensional totally asymmetric simple exclusion process (TASEP) is considered. We study the time evolution property of a tagged particle in the TASEP with the step initial condition. Calculated is the multi-time joint distribution function of its position. Using the relation of the dynamics of the TASEP to the Schur process, we show that the function is represented as the Fredholm determinant. We also study the scaling limit. The universality of the largest eigenvalue in the random matrix theory is realized in the limit. When the hopping rates of all particles are the same, it is found that the joint distribution function converges to that of the Airy process after the time at which the particle begins to move. On the other hand, when there are several particles with small hopping rate in front of a tagged particle, the limiting process changes at a certain time from the Airy process to the process of the largest eigenvalue in the Hermitian multi-matrix model with external sources.     

Rigorous Results on Spontaneous Symmetry Breaking in a One-Dimensional Driven Particle System

We study spontaneous symmetry breaking in a one-dimensional driven two-species stochastic cellular automaton with parallel sublattice update and open boundaries. The dynamics are symmetric with respect to interchange of particles. Starting from an empty initial lattice, the system enters a symmetry broken state after some time T ₁ through an amplification loop of initial fluctuations. It remains in the symmetry broken state for a time T ₂ through a traffic jam effect. Applying a simple martingale argument, we obtain rigorous asymptotic estimates for the expected times 〈 T ₁〉 ∝ Lln L and ln 〈 T ₂〉 ∝ L, where L is the system size. The actual value of T ₁ depends strongly on the initial fluctuation in the amplification loop. Numerical simulations suggest that T ₂ is exponentially distributed with a mean that grows exponentially in system size. For the phase transition line we argue and confirm by simulations that the flipping time between sign changes of the difference of particle numbers approaches an algebraic distribution as the system size tends to infinity.     

Scaling Dynamics of a Massive Piston in a Cube Filled with Ideal Gas: Exact Results

We continue the study of the time evolution of a system consisting of a piston in a cubical container of large size L filled with an ideal gas. The piston has mass ML ² and undergoes elastic collisions with NL ³ gas particles of mass m. In a previous paper, Lebowitz et al. considered a scaling regime, with time and space scaled by L, in which they argued heuristically that the motion of the piston and the one particle distribution of the gas satisfy autonomous coupled differential equations. Here we state exact results and sketch proofs for this behavior.     

Hydrodynamic limit of a nongradient interacting particle process

A simple example of a nongradient stochastic interacting particle system is analyzed. In this model, symmetric simple exclusion in one dimension in a periodic environment, the dynamical term in the Green-Kubo formula contributes to the bulk diffusion constant. The law of large numbers for the density field and the central limit theorem for the density fluctuation field are proven, and the Green-Kubo expression for the diffusion constant is computed exactly. The hydrodynamic equation for the model turns out to be linear.     

The Asymmetric Exclusion Process Revisited: Fluctuations and Dynamics in the Domain Wall Picture

We investigate the total asymmetric exclusion process by analyzing the dynamics of the shock. Within this approach we are able to calculate the fluctuations of the number of particles and density profiles not only in the stationary state but also in the transient regime. We find that the analytical predictions and the simulation results are in excellent agreement.     

Deposition and evaporation ofk-mers: Dynamics of a many-state system

When the dynamics of a system partitions the phase space of configurations into very many disjoint sectors, we are faced with an assignment problem: Given a configuration, how can we tell which sector it belongs to? We study this problem in connection with the dynamics of deposition and evaporation ofk particles at a time, from a lattice substrate. Fork ≥ 3, the system shows complex behaviour: (a) The number of disjoint sectors in phase space grows exponentially with the size. (b) The asymptotic time dependence of the autocorrelation function shows slow decays, with power laws which depend on the sector. Both (a) and (b) are explained in terms of a nonlocal construct known as the irreducible string (IS), formed from a particle configuration by applying a deletion algorithm. The IS provides a label for sectors; the multiplicity of possible IS’s accounts for (a), and let us determine sector numbers and sizes. The elements of the IS are conserved; thus their motion is responsible for the slow modes of the system, and accounts for (b) as well.     

Zone inhomogeneity with the random asymmetric simple exclusion process in a one-lane system

In this paper we use theoretical analysis and extensive simulations to study zone inhomogeneity with the random asymmetric simple exclusion process (ASEP). In the inhomogeneous zone, the hopping probability is less than 1. Two typical lattice geometries are investigated here. In case A, the lattice includes two equal segments. The hopping probability in the left segment is equal to 1, and in the right segment it is equal to p, which is less than 1. In case B, there are three equal segments in the system; the hopping probabilities in the left and right segments are equal to 1, and in the middle segment it is equal to p, which is less than 1. Through theoretical analysis, we can discover the effect on these systems when p is changed.     

Onsager Relations and Eulerian Hydrodynamic Limit for Systems with Several Conservation Laws

We present the derivation of the hydrodynamic limit under Eulerian scaling for a general class of one-dimensional interacting particle systems with two or more conservation laws. Following Yau's relative entropy method it turns out that in case of more than one conservation laws, in order that the system exhibit hydrodynamic behaviour, some particular identities reminiscent of Onsager's reciprocity relations must hold. We check validity of these identities whenever a stationary measure with product structure exists. It also follows that, as a general rule, the equilibrium thermodynamic entropy (as function of the densities of the conserved variables) is a globally convex Lax entropy of the hyperbolic systems of conservation laws arising as hydrodynamic limit. As concrete examples we also present a number of models modeling deposition (or domain growth) phenomena. The Onsager relations arising in the context of hydrodynamic limits under hyperbolic scaling seem to be novel. The fact that equilibrium thermodynamic entropy is Lax entropy for the arising Euler equations was noticed earlier in the context of Hamiltonian systems with weak noise, see ref. 7.     

Hamiltonian System and Infinite Conservation Laws Associated with a New Discrete Spectral Problem

Starting from a new discrete spectral problem, the corresponding hierarchy of nonlinear lattice equations is proposed. It is shown that the lattice soliton hierarchy possesses the bi-Hamiltonian structures and infinitely many common commuting conserved functions. Further, infinite conservation laws of the hierarchy are presented.     

Front propagation in certain one-dimensional exclusion models

Recent results on two interacting particle systems on are summarized, the asymmetric simple exclusion process and the branching exclusion process.     

Nonplanar Shocks and Solitons in a Strongly Coupled Adiabatic Plasma: the Roles of Heavy Ion Dynamics and Nonextensitivity

An investigation has been made on heavy ion‐acoustic (HIA) nonplanar shocks and solitons in an unmagnetized, collisionless, strongly coupled plasma whose constituents are strongly correlated adiabatic inertial heavy ions, weakly correlated nonextensive distributed electrons and Maxwellian light ions. By using appropriate nonlinear equations for our strongly coupled plasma system and the well‐known reductive perturbation technique, a modified Burgers (mB) equation and a modified Korteweg‐de Vries (mK‐dV) equation have been derived. They are also numerically solved in order to investigate the basic features (viz. polarity, amplitude, width, etc.) of cylindrical and spherical shock/solitary waves in such a strongly coupled plasma system. The roles of heavy ion dynamics, nonextensivity of electrons, and other plasma parameters arised in this investigation have significantly modified the basic features of the cylindrical and spherical HIA solitary and shock waves. The findings of our results obtained from this theoretical investigation may be useful in understanding the nonlinear phenomena associated with the cylindrical and spherical HIA waves both in space and laboratory plasmas. (© 2015 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Exact Shock Measures and Steady-State Selection in a Driven Diffusive System with Two Conserved Densities

We study driven 1d lattice gas models with two types of particles and nearest neighbor hopping. We find the most general case when there is a shock solution with a product measure which has a density-profile of a step function for both densities. The position of the shock performs a biased random walk. We calculate the microscopic hopping rates of the shock. We also construct the hydrodynamic limit of the model and solve the resulting hyperbolic system of conservation laws. In case of open boundaries the selected steady state is given in terms of the boundary densities.