×

Quantitative homogenization of interacting particle systems. (English) Zbl 1500.35021

Summary: For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson measures with constant density, and are of nongradient type. Our approach is inspired by recent progress in the quantitative homogenization of elliptic equations. Along the way, we develop suitable modifications of the Caccioppoli and multiscale Poincaré inequalities, which are of independent interest.

MSC:

35B27 Homogenization in context of PDEs; PDEs in media with periodic structure
60K35 Interacting random processes; statistical mechanics type models; percolation theory
82C22 Interacting particle systems in time-dependent statistical mechanics

References:

[1] ALBEVERIO, S., KONDRATIEV, Y. G. and RÖCKNER, M. (1996). Canonical Dirichlet operator and distorted Brownian motion on Poisson spaces. C. R. Acad. Sci. Paris Sér. I Math. 323 1179-1184. · Zbl 0868.58084
[2] Albeverio, S., Kondratiev, Y. G. and Röckner, M. (1996). Differential geometry of Poisson spaces. C. R. Acad. Sci. Paris Sér. I Math. 323 1129-1134. · Zbl 0866.58011
[3] ALBEVERIO, S., KONDRATIEV, Y. G. and RÖCKNER, M. (1998). Analysis and geometry on configuration spaces. J. Funct. Anal. 154 444-500. · Zbl 0914.58028 · doi:10.1006/jfan.1997.3183
[4] ALBEVERIO, S., KONDRATIEV, Y. G. and RÖCKNER, M. (1998). Analysis and geometry on configuration spaces: The Gibbsian case. J. Funct. Anal. 157 242-291. · Zbl 0931.58019 · doi:10.1006/jfan.1997.3215
[5] Armstrong, S., Bordas, A. and Mourrat, J.-C. (2018). Quantitative stochastic homogenization and regularity theory of parabolic equations. Anal. PDE 11 1945-2014. · Zbl 1388.60103 · doi:10.2140/apde.2018.11.1945
[6] Armstrong, S. and Dario, P. (2018). Elliptic regularity and quantitative homogenization on percolation clusters. Comm. Pure Appl. Math. 71 1717-1849. · Zbl 1419.82024 · doi:10.1002/cpa.21726
[7] ARMSTRONG, S., FERGUSON, S. J. and KUUSI, T. (2020). Higher-order linearization and regularity in nonlinear homogenization. Arch. Ration. Mech. Anal. 237 631-741. · Zbl 1442.35131 · doi:10.1007/s00205-020-01519-1
[8] ARMSTRONG, S., FERGUSON, S. J. and KUUSI, T. (2021). Homogenization, linearization, and large-scale regularity for nonlinear elliptic equations. Comm. Pure Appl. Math. 74 286-365. · Zbl 1467.35032 · doi:10.1002/cpa.21902
[9] Armstrong, S., Kuusi, T. and Mourrat, J.-C. (2016). Mesoscopic higher regularity and subadditivity in elliptic homogenization. Comm. Math. Phys. 347 315-361. · Zbl 1357.35025 · doi:10.1007/s00220-016-2663-2
[10] Armstrong, S., Kuusi, T. and Mourrat, J.-C. (2017). The additive structure of elliptic homogenization. Invent. Math. 208 999-1154. · Zbl 1377.35014 · doi:10.1007/s00222-016-0702-4
[11] Armstrong, S., Kuusi, T. and Mourrat, J.-C. (2019). Quantitative Stochastic Homogenization and Large-Scale Regularity. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 352. Springer, Cham. · Zbl 1482.60001 · doi:10.1007/978-3-030-15545-2
[12] ARMSTRONG, S. and WU, W. (2022). \[{C^2}\] regularity of the surface tension for the \[\nabla \phi\] interface model. Comm. Pure Appl. Math. 75 349-421. · Zbl 1494.82015
[13] Armstrong, S. N. and Mourrat, J.-C. (2016). Lipschitz regularity for elliptic equations with random coefficients. Arch. Ration. Mech. Anal. 219 255-348. · Zbl 1344.35048 · doi:10.1007/s00205-015-0908-4
[14] Armstrong, S. N. and Smart, C. K. (2016). Quantitative stochastic homogenization of convex integral functionals. Ann. Sci. Éc. Norm. Supér. (4) 49 423-481. · Zbl 1344.49014 · doi:10.24033/asens.2287
[15] BERNARDIN, C. (2002). Regularity of the diffusion coefficient for lattice gas reversible under Bernoulli measures. Stochastic Process. Appl. 101 43-68. · Zbl 1075.60580 · doi:10.1016/S0304-4149(02)00101-1
[16] BERTINI, L. and ZEGARLINSKI, B. (1999). Coercive inequalities for Kawasaki dynamics. The product case. Markov Process. Related Fields 5 125-162. · Zbl 0934.60096
[17] BODINEAU, T., GALLAGHER, I., SAINT-RAYMOND, L. and SIMONELLA, S. (2020). Statistical dynamics of a hard sphere gas: Fluctuating Boltzmann equation and large deviations. Preprint. Available at arXiv:2008.10403. · Zbl 1446.35089
[18] BROX, T. and ROST, H. (1984). Equilibrium fluctuations of stochastic particle systems: The role of conserved quantities. Ann. Probab. 12 742-759. · Zbl 0546.60098
[19] CANCRINI, N., CESI, F. and ROBERTO, C. (2005). Diffusive long-time behavior of Kawasaki dynamics. Electron. J. Probab. 10 216-249. · Zbl 1083.60077 · doi:10.1214/EJP.v10-239
[20] CHANG, C.-C. (1996). Equilibrium fluctuations of nongradient reversible particle systems. In Nonlinear Stochastic PDEs (Minneapolis, MN, 1994). IMA Vol. Math. Appl. 77 41-51. Springer, New York. · Zbl 0840.60092 · doi:10.1007/978-1-4613-8468-7_2
[21] CHANG, C. C. (1994). Equilibrium fluctuations of gradient reversible particle systems. Probab. Theory Related Fields 100 269-283. · Zbl 0810.60093 · doi:10.1007/BF01193701
[22] CHANG, C. C. and YAU, H.-T. (1992). Fluctuations of one-dimensional Ginzburg-Landau models in nonequilibrium. Comm. Math. Phys. 145 209-234. · Zbl 0754.76006
[23] DARIO, P. (2019). Quantitative homogenization of the disordered \[{\nabla_{\phi }}\] model. Electron. J. Probab. 24 Paper No. 90, 99 pp. · Zbl 1466.60202 · doi:10.1214/19-ejp347
[24] DARIO, P. (2021). Optimal corrector estimates on percolation cluster. Ann. Appl. Probab. 31 377-431. · Zbl 1479.60193 · doi:10.1214/20-aap1593
[25] DARIO, P. (2021). Quantitative homogenization of differential forms. Ann. Inst. Henri Poincaré Probab. Stat. 57 1157-1202. · Zbl 1469.35021 · doi:10.1214/20-aihp1111
[26] DARIO, P. and GU, C. (2021). Quantitative homogenization of the parabolic and elliptic Green’s functions on percolation clusters. Ann. Probab. 49 556-636. · Zbl 1467.35033 · doi:10.1214/20-aop1456
[27] DARIO, P. and WU, W. (2020). Massless phases for the Villain model in \[d\ge 3\]. Preprint. Available at arXiv:2002.02946.
[28] DE MASI, A., FERRARI, P. A. and LEBOWITZ, J. L. (1986). Reaction-diffusion equations for interacting particle systems. J. Stat. Phys. 44 589-644. · Zbl 0629.60107 · doi:10.1007/BF01011311
[29] DE MASI, A., PRESUTTI, E., SPOHN, H. and WICK, W. D. (1986). Asymptotic equivalence of fluctuation fields for reversible exclusion processes with speed change. Ann. Probab. 14 409-423. · Zbl 0609.60097
[30] DEUSCHEL, J.-D. (1994). Algebraic \[{L^2}\] decay of attractive critical processes on the lattice. Ann. Probab. 22 264-283. · Zbl 0811.60089
[31] DUERINCKX, M. and GLORIA, A. (2016). Analyticity of homogenized coefficients under Bernoulli perturbations and the Clausius-Mossotti formulas. Arch. Ration. Mech. Anal. 220 297-361. · Zbl 1339.35023 · doi:10.1007/s00205-015-0933-3
[32] FERRARI, P. A., PRESUTTI, E. and VARES, M. E. (1988). Nonequilibrium fluctuations for a zero range process. Ann. Inst. Henri Poincaré Probab. Stat. 24 237-268. · Zbl 0653.60099
[33] FUNAKI, T. (1996). Equilibrium fluctuations for lattice gas. In Itô’s Stochastic Calculus and Probability Theory 63-72. Springer, Tokyo. · Zbl 0876.60091
[34] FUNAKI, T., UCHIYAMA, K. and YAU, H. T. (1996). Hydrodynamic limit for lattice gas reversible under Bernoulli measures. In Nonlinear Stochastic PDEs (Minneapolis, MN, 1994). IMA Vol. Math. Appl. 77 1-40. Springer, New York. · Zbl 0840.60091 · doi:10.1007/978-1-4613-8468-7_1
[35] GIUNTI, A., GU, Y. and MOURRAT, J.-C. (2019). Heat kernel upper bounds for interacting particle systems. Ann. Probab. 47 1056-1095. · Zbl 1416.82029 · doi:10.1214/18-AOP1279
[36] Gloria, A., Neukamm, S. and Otto, F. (2015). Quantification of ergodicity in stochastic homogenization: Optimal bounds via spectral gap on Glauber dynamics. Invent. Math. 199 455-515. · Zbl 1314.39020 · doi:10.1007/s00222-014-0518-z
[37] Gloria, A., Neukamm, S. and Otto, F. (2020). A regularity theory for random elliptic operators. Milan J. Math. 88 99-170. · Zbl 1440.35064 · doi:10.1007/s00032-020-00309-4
[38] Gloria, A. and Otto, F. (2011). An optimal variance estimate in stochastic homogenization of discrete elliptic equations. Ann. Probab. 39 779-856. · Zbl 1215.35025 · doi:10.1214/10-AOP571
[39] Gloria, A. and Otto, F. (2012). An optimal error estimate in stochastic homogenization of discrete elliptic equations. Ann. Appl. Probab. 22 1-28. · Zbl 1387.35031 · doi:10.1214/10-AAP745
[40] Gloria, A. and Otto, F. (2017). Quantitative results on the corrector equation in stochastic homogenization. J. Eur. Math. Soc. (JEMS) 19 3489-3548. · Zbl 1387.35032 · doi:10.4171/JEMS/745
[41] GU, C. (2020). Decay of semigroup for an infinite interacting particle system on continuum configuration spaces. Preprint. Available at arXiv:2007.04058.
[42] GUO, M. Z., PAPANICOLAOU, G. C. and VARADHAN, S. R. S. (1988). Nonlinear diffusion limit for a system with nearest neighbor interactions. Comm. Math. Phys. 118 31-59. · Zbl 0652.60107
[43] Janvresse, E., Landim, C., Quastel, J. and Yau, H. T. (1999). Relaxation to equilibrium of conservative dynamics. I. Zero-range processes. Ann. Probab. 27 325-360. · Zbl 0951.60095 · doi:10.1214/aop/1022677265
[44] JARA, M. (2006). Finite-dimensional approximation for the diffusion coefficient in the simple exclusion process. Ann. Probab. 34 2365-2381. · Zbl 1114.60080 · doi:10.1214/009117906000000449
[45] JARA, M. and MENEZES, O. (2018). Non-equilibrium fluctuations of interacting particle systems. Preprint. Available at arXiv:1810.09526.
[46] 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
[47] Komorowski, T., Landim, C. and Olla, S. (2012). Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 345. Springer, Heidelberg. · Zbl 1396.60002 · doi:10.1007/978-3-642-29880-6
[48] LANDIM, C., OLLA, S. and VARADHAN, S. R. S. (2001). Symmetric simple exclusion process: Regularity of the self-diffusion coefficient. Comm. Math. Phys. 224 307-321. · Zbl 0994.60093 · doi:10.1007/s002200100513
[49] LANDIM, C., OLLA, S. and VARADHAN, S. R. S. (2002). Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process. Ann. Probab. 30 483-508. · Zbl 1018.60097 · doi:10.1214/aop/1023481000
[50] LANDIM, C., OLLA, S. and VARADHAN, S. R. S. (2004). On viscosity and fluctuation-dissipation in exclusion processes. J. Stat. Phys. 115 323-363. · Zbl 1157.82355 · doi:10.1023/B:JOSS.0000019814.73545.28
[51] LANDIM, C. and YAU, H. T. (2003). Convergence to equilibrium of conservative particle systems on \[{\mathbb{Z}^d} \]. Ann. Probab. 31 115-147. · Zbl 1015.60098 · doi:10.1214/aop/1046294306
[52] Last, G. and Penrose, M. (2018). Lectures on the Poisson Process. Institute of Mathematical Statistics Textbooks 7. Cambridge Univ. Press, Cambridge. · Zbl 1392.60004
[53] LEONI, G. (2017). A First Course in Sobolev Spaces, 2nd ed. Graduate Studies in Mathematics 181. Amer. Math. Soc., Providence, RI. · Zbl 1382.46001 · doi:10.1090/gsm/181
[54] LIGGETT, T. M. (1991). \[{L_2}\] rates of convergence for attractive reversible nearest particle systems: The critical case. Ann. Probab. 19 935-959. · Zbl 0737.60092
[55] LU, S. L. (1994). Equilibrium fluctuations of a one-dimensional nongradient Ginzburg-Landau model. Ann. Probab. 22 1252-1272. · Zbl 0818.60095
[56] Mourrat, J.-C. (2011). Variance decay for functionals of the environment viewed by the particle. Ann. Inst. Henri Poincaré Probab. Stat. 47 294-327. · Zbl 1213.60163 · doi:10.1214/10-AIHP375
[57] MOURRAT, J.-C. (2015). First-order expansion of homogenized coefficients under Bernoulli perturbations. J. Math. Pures Appl. (9) 103 68-101. · Zbl 1304.35066 · doi:10.1016/j.matpur.2014.03.008
[58] MOURRAT, J.-C. (2019). An informal introduction to quantitative stochastic homogenization. J. Math. Phys. 60 031506, 11 pp. · Zbl 1447.58034 · doi:10.1063/1.5089210
[59] Naddaf, A. and Spencer, T. (1998). Estimates on the variance of some homogenization problems. Unpublished preprint. · Zbl 0871.35010
[60] NAGAHATA, Y. (2005). Regularity of the diffusion coefficient matrix for the lattice gas with energy. Ann. Inst. Henri Poincaré Probab. Stat. 41 45-67. · Zbl 1129.60096 · doi:10.1016/j.anihpb.2004.03.006
[61] NAGAHATA, Y. (2006). Regularity of the diffusion coefficient matrix for generalized exclusion process. Stochastic Process. Appl. 116 957-982. · Zbl 1104.60328 · doi:10.1016/j.spa.2006.01.009
[62] NAGAHATA, Y. (2007). Regularity of the diffusion coefficient matrix for lattice gas reversible under Gibbs measures with mixing condition. Comm. Math. Phys. 273 637-650. · Zbl 1146.60077 · doi:10.1007/s00220-007-0247-x
[63] PRESUTTI, E. and SPOHN, H. (1983). Hydrodynamics of the voter model. Ann. Probab. 11 867-875. · Zbl 0527.60094
[64] QUASTEL, J. (1992). Diffusion of color in the simple exclusion process. Comm. Pure Appl. Math. 45 623-679. · Zbl 0769.60097 · doi:10.1002/cpa.3160450602
[65] RÖCKNER, M. (1998). Stochastic analysis on configuration spaces: Basic ideas and recent results. In New Directions in Dirichlet Forms. AMS/IP Stud. Adv. Math. 8 157-231. Amer. Math. Soc., Providence, RI. · Zbl 1037.58026
[66] SPOHN, H. (1986). Equilibrium fluctuations for interacting Brownian particles. Comm. Math. Phys. 103 1-33. · Zbl 0605.60092
[67] SPOHN, H. (1991). Large Scale Dynamics of Interacting Particles. Texts and Monographs in Physics. Springer, Berlin. · Zbl 0742.76002
[68] SUED, M. (2005). Regularity properties of the diffusion coefficient for a mean zero exclusion process. Ann. Inst. Henri Poincaré Probab. Stat. 41 1-33. · Zbl 1073.60098 · doi:10.1016/j.anihpb.2003.05.001
[69] VARADHAN, S. R. S. (1993). Nonlinear diffusion limit for a system with nearest neighbor interactions. II. In Asymptotic Problems in Probability Theory: Stochastic Models and Diffusions on Fractals (Sanda/Kyoto, 1990). Pitman Res. Notes Math. Ser. 283 75-128. Longman Sci. Tech., Harlow. · Zbl 0793.60105
[70] VARADHAN, S. R. S. (1994). Regularity of self-diffusion coefficient. In The Dynkin Festschrift. Progress in Probability 34 387-397. Birkhäuser, Boston, MA. · Zbl 0822.60089
[71] YAU, H.-T. (1991). Relative entropy and hydrodynamics of Ginzburg-Landau models. Lett. Math. Phys. 22 63-80 · Zbl 0725.60120 · doi:10.1007/BF00400379
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.