Skip to main content
Log in

Fick Law and Sticky Brownian Motions

  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

We consider an interacting particle system in the interval [1, N] with reservoirs at the boundaries. While the dynamics in the channel is the simple symmetric exclusion process, the reservoirs are also particle systems which interact with the given system by exchanging particles. In this paper we study the case where the size of each reservoir is the same as the size of the channel. We will prove that the hydrodynamic limit equation is the heat equation with boundary conditions which relate first and second spatial derivatives at the boundaries for which we will prove the existence and uniqueness of weak solutions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Fig. 1

Similar content being viewed by others

References

  1. Amir, M.: Sticky Brownian motion as the strong limit of a sequence of random walks. Stoch. Process. Their Appl. 39(2), 221–237 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  2. Cannon, J.R.: The One-Dimensional Heat Equation. Addison-Wesley Publishing Company, Menlo Park (1984)

    Book  MATH  Google Scholar 

  3. De Masi, A., Olla, S.: Quasi-static hydrodynamic limits. J. Stat. Phys. 161(5), 10371058 (2015)

    MathSciNet  MATH  Google Scholar 

  4. De Masi, A., Presutti, E., Tsagkarogiannis, D., Vares, M.E.: Current reservoirs in the simple exclusion process. J. Stat. Phys. 144(6), 1151–1170 (2011)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  5. De Masi, A., Presutti, E., Tsagkarogiannis, D., Vares, M.E.: Truncated correlations in the stirring process with births and deaths. Electron. J. Probab. 17, 1–35 (2012)

    MathSciNet  MATH  Google Scholar 

  6. De Masi, A., Presutti, E., Tsagkarogiannis, D., Vares, M.E.: Extinction time for a random walk in a random environment. Bernoulli 21(3), 1824–1843 (2015). https://doi.org/10.3150/14-BEJ627

    Article  MathSciNet  MATH  Google Scholar 

  7. De Masi, A., Presutti, E., Tsagkarogiannis, D., Vares, M.E.: Exponential rate of convergence in current reservoirs. Bernoulli 21(3), 1844–1854 (2015). https://doi.org/10.3150/14-BEJ628

  8. Galves, A., Kipnis, C., Marchioro, C., Presutti, E.: Non equilibrium measures which exhibit a temperature gradient: study of a model. Commun. Math. Phys. 81, 124–147 (1981)

    Article  ADS  MATH  Google Scholar 

  9. Knight, F.B.: On the random walk and Brownian motion. Trans. Am. Math. Sot. 103, 725–731 (1961)

    Google Scholar 

  10. Liggett, T.M.: Interacting Particle Systems. Springer, New York (1985)

    Book  MATH  Google Scholar 

  11. Lawler, G., Limic, V.: Random Walk: A Modern Introduction. Cambridge Studies in Advanced Mathematics, vol. 123. Cambridge University Press, Cambridge (2010)

    Book  MATH  Google Scholar 

  12. Miller, R.K., Feldstein, A.: Smoothness of solutions of Volterra integral equations with weakly singular kernels. SIAM J. Math. Anal. 2, 242–258 (1971)

    Article  MathSciNet  MATH  Google Scholar 

  13. Peskir, G.: A probabilistic solution to the Stroock-Williams equation. Ann. Probab. 42(5), 2197–2206 (2014). https://doi.org/10.1214/13-AOP865

  14. Stroock, D.W., Williams, D.: A simple PDE and Wiener–Hopf Riccati equations. Commun. Pure Appl. Math. 58, 11161148 (2005)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

I greatly appreciate Prof. Errico Presutti for suggesting the problem and offering me a large number of useful ideas. I also would like to express my gratitude to Lorenzo Bertini, Paolo Butta, Anna De Masi, Pablo Ferrari and Frank Redig and Maria Eulalia Vares for their valuable comments and suggestions. In addition, I would like to thank the reviewers for their careful reading of my paper and for their insightful comments.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Thu Dang Thien Nguyen.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Nguyen, T.D.T. Fick Law and Sticky Brownian Motions. J Stat Phys 174, 494–518 (2019). https://doi.org/10.1007/s10955-018-2190-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10955-018-2190-y

Keywords

Navigation