×

On a nonlinear SPDE derived from a hydrodynamic limit in a Sinai-type random environment. (English) Zbl 1538.60161

Summary: With the recent developments on nonlinear SPDEs, where smoothing of rough noises is needed, one is naturally led to study interacting particle systems whose macroscopic evolution is described by these equations and which possess an in-built smoothing. In this article, our main results are to derive regularized versions of the ill-posed one-dimensional SPDE \[ \partial_t \rho =\frac{1}{2}\Delta \Phi (\rho)-2\nabla (W^{\prime}\Phi (\rho)), \] where the spatial white noise \(W^{\prime}\) is replaced by a regularization \(W^{\prime}_{\varepsilon}\), as quenched and annealed hydrodynamic limits of zero-range interacting particle systems in \(\varepsilon\)-regularized Sinai-type random environments. Some computations are also made about annealed mean hydrodynamic limits in unregularized Sinai-type random environments with respect to independent particles.

MSC:

60K35 Interacting random processes; statistical mechanics type models; percolation theory
60K37 Processes in random environments
60L50 Rough partial differential equations
Full Text: DOI

References:

[1] Andjel, E. D. (1982). Invariant measures for the zero range processes. Ann. Probab. 10 525-547. · Zbl 0492.60096
[2] ANDRIOPOULOS, G. (2021). Invariance principles for random walks in random environment on trees. Electron. J. Probab. 26 Paper No. 115. · Zbl 1476.60065 · doi:10.1214/21-ejp687
[3] BAHADORAN, C., MOUNTFORD, T. S., RAVISHANKAR, K. and SAADA, E. (2021). Zero-range process in random environment. In From Particle Systems to Partial Differential Equations. Springer Proc. Math. Stat. 352 51-77. Springer, Cham. · doi:10.1007/978-3-030-69784-6_4
[4] BENOIS, O., KIPNIS, C. and LANDIM, C. (1995). Large deviations from the hydrodynamical limit of mean zero asymmetric zero range processes. Stochastic Process. Appl. 55 65-89. · Zbl 0822.60091 · doi:10.1016/0304-4149(95)91543-A
[5] Billingsley, P. (1968). Convergence of Probability Measures. Wiley, New York. · Zbl 0172.21201
[6] BROX, T. (1986). A one-dimensional diffusion process in a Wiener medium. Ann. Probab. 14 1206-1218. · Zbl 0608.60072
[7] ETHIER, S. and KURTZ, T. (2005). Markov Processes: Characterization and Convergence. Wiley-Interscience, Hoboken, NJ. · Zbl 1089.60005
[8] Evans, L. C. (2010). Partial Differential Equations, 2nd ed. Graduate Studies in Mathematics 19. Amer. Math. Soc., Providence, RI. · Zbl 1194.35001 · doi:10.1090/gsm/019
[9] EVANS, M. R. and HANNEY, T. (2005). Nonequilibrium statistical mechanics of the zero-range process and related models. J. Phys. A 38 R195-R240. · Zbl 1086.82012 · doi:10.1088/0305-4470/38/19/R01
[10] FAGGIONATO, A. (2007). Bulk diffusion of 1D exclusion process with bond disorder. Markov Process. Related Fields 13 519-542. · Zbl 1144.60058
[11] FAGGIONATO, A. (2008). Random walks and exclusion processes among random conductances on random infinite clusters: Homogenization and hydrodynamic limit. Electron. J. Probab. 13 2217-2247. · Zbl 1189.60172 · doi:10.1214/EJP.v13-591
[12] FAGGIONATO, A. (2010). Hydrodynamic limit of zero range processes among random conductances on the supercritical percolation cluster. Electron. J. Probab. 15 259-291. · Zbl 1201.60093 · doi:10.1214/EJP.v15-748
[13] FAGGIONATO, A., JARA, M. and LANDIM, C. (2009). Hydrodynamic behavior of 1D subdiffusive exclusion processes with random conductances. Probab. Theory Related Fields 144 633-667. · Zbl 1169.60326 · doi:10.1007/s00440-008-0157-7
[14] FATKULLIN, I., SETHURAMAN, S. and XUE, J. (2020). On hydrodynamic limits of Young diagrams. Electron. J. Probab. 25 Paper No. 58. · Zbl 1441.60078 · doi:10.1214/20-ejp455
[15] FUNAKI, T., HOSHINO, M., SETHURAMAN, S. and XIE, B. (2021). Asymptotics of PDE in random environment by paracontrolled calculus. Ann. Inst. Henri Poincaré Probab. Stat. 57 1702-1735. · Zbl 1484.60066 · doi:10.1214/20-aihp1129
[16] GOLOSOV, A. O. (1986). Limit distributions for a random walk in a critical one-dimensional random environment. Russian Math. Surveys 41 199-200. · Zbl 0609.60080
[17] GONÇALVES, P. and JARA, M. (2008). Scaling limits for gradient systems in random environment. J. Stat. Phys. 131 691-716. · Zbl 1144.82043 · doi:10.1007/s10955-008-9509-z
[18] HU, Y., LÊ, K. and MYTNIK, L. (2017). Stochastic differential equation for Brox diffusion. Stochastic Process. Appl. 127 2281-2315. · Zbl 1378.60081 · doi:10.1016/j.spa.2016.10.010
[19] JARA, M., LANDIM, C. and SETHURAMAN, S. (2013). Nonequilibrium fluctuations for a tagged particle in one-dimensional sublinear zero-range processes. Ann. Inst. Henri Poincaré Probab. Stat. 49 611-637. · Zbl 1291.60206 · doi:10.1214/12-AIHP478
[20] JARA, M., LANDIM, C. and TEIXEIRA, A. (2011). Quenched scaling limits of trap models. Ann. Probab. 39 176-223. · Zbl 1211.60040 · doi:10.1214/10-AOP554
[21] JARA, M. and PETERSON, J. (2017). Hydrodynamic limit for a system of independent, sub-ballistic random walks in a common random environment. Ann. Inst. Henri Poincaré Probab. Stat. 53 1747-1792. · Zbl 1382.60121 · doi:10.1214/16-AIHP770
[22] JARA, M. D. and LANDIM, C. (2006). Nonequilibrium central limit theorem for a tagged particle in symmetric simple exclusion. Ann. Inst. Henri Poincaré Probab. Stat. 42 567-577. · Zbl 1101.60080 · doi:10.1016/j.anihpb.2005.04.007
[23] JARA, M. D., LANDIM, C. and SETHURAMAN, S. (2009). Nonequilibrium fluctuations for a tagged particle in mean-zero one-dimensional zero-range processes. Probab. Theory Related Fields 145 565-590. · Zbl 1185.60113 · doi:10.1007/s00440-008-0178-2
[24] KESTEN, H. (1986). The limit distribution of Sinaĭ’s random walk in random environment. Phys. A 138 299-309. · Zbl 0666.60065 · doi:10.1016/0378-4371(86)90186-X
[25] Kipnis, C. and Landim, C. (1999). Scaling Limits of Interacting Particle Systems. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 320. Springer, Berlin. · Zbl 0927.60002 · doi:10.1007/978-3-662-03752-2
[26] Landim, C., Sethuraman, S. and Varadhan, S. (1996). Spectral gap for zero-range dynamics. Ann. Probab. 24 1871-1902. · Zbl 0870.60095 · doi:10.1214/aop/1041903209
[27] Liggett, T. M. (1985). Interacting Particle Systems. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 276. Springer, New York. · Zbl 0559.60078 · doi:10.1007/978-1-4613-8542-4
[28] MATZAVINOS, A., ROITERSHTEIN, A. and SEOL, Y. (2016). Random walks in a sparse random environment. Electron. J. Probab. 21 Paper No. 72. · Zbl 1354.60121 · doi:10.1214/16-EJP16
[29] Morris, B. (2006). Spectral gap for the zero range process with constant rate. Ann. Probab. 34 1645-1664. · Zbl 1111.60077 · doi:10.1214/009117906000000304
[30] NAGAHATA, Y. (2010). Spectral gap for zero-range processes with jump rate \[g(x)={x^{\gamma }}\]. Stochastic Process. Appl. 120 949-958. · Zbl 1195.60127 · doi:10.1016/j.spa.2010.01.019
[31] NAGY, K. (2002). Symmetric random walk in random environment in one dimension. Period. Math. Hungar. 45 101-120. · Zbl 1064.60202 · doi:10.1023/A:1022354131403
[32] PACHECO, C. G. (2018). From the Sinai’s walk to the Brox diffusion using bilinear forms. Available at arXiv:1605.02826v1.
[33] PETERSON, J. (2010). Systems of one-dimensional random walks in a common random environment. Electron. J. Probab. 15 1024-1040. · Zbl 1225.60159 · doi:10.1214/EJP.v15-784
[34] QUASTEL, J. (2006). Bulk diffusion in a system with site disorder. Ann. Probab. 34 1990-2036. · Zbl 1104.60066 · doi:10.1214/009117906000000322
[35] SEIGNOUREL, P. (2000). Discrete schemes for processes in random media. Probab. Theory Related Fields 118 293-322. · Zbl 0968.60100 · doi:10.1007/PL00008743
[36] SINAĬ, Y. G. (1982). The limit behavior of a one-dimensional random walk in a random environment. Teor. Veroyatn. Primen. 27 247-258 · Zbl 0497.60065
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.