A. De Masi

An invariance principle for reversible Markov processes. Applications to random motions in random environments

We present an invariance principle for antisymmetric functions of a reversible Markov process which immediately implies convergence to Brownian motion for a wide class of random motions in random environments. We apply it to establish convergence to Brownian motion (i) for a walker moving in the infinite cluster of the two-dimensional bond percolation model, (ii) for ad-dimensional walker moving in a symmetric random environment under very mild assumptions on the distribution of the environment, (iii) for a tagged particle in ad-dimensional symmetric lattice gas which allows interchanges, (iv) for a tagged particle in ad-dimensional system of interacting Brownian particles. Our formulation also leads naturally to bounds on the diffusion constant.

Reaction-diffusion equations for interacting particle systems

We study interacting spin (particle) systems on a lattice under the combined influence of spin flip (Glauber) and simple exchange (Kawasaki) dynamics. We prove that when the particle-conserving exchanges (stirrings) occur on a fast time scale of order ɛ−2 the macroscopic density, defined on spatial scale ɛ−1, evolves according to an autonomous nonlinear diffusion-reaction equation. Microscopic fluctuations about the deterministic macroscopic evolution are found explicitly. They grow, with time, to become infinite when the deterministic solution is unstable.

Stability of the interface in a model of phase separation.

The paper is concerned with the asymptotic behaviour of the solutions to a nonlocal evolution equation which arises in models of phase separation. As in the Allen–Cahn equations, stationary spatially nonhomogeneous solutions exist, which represent the interface profile between stable phases. Local stability of these interface profiles is proved.

Glauber evolution with Kac potentials. I. Mesoscopic and macroscopic limits, interface dynamics

This is the first of three papers on the Glauber evolution of Ising spin systems with Kac potentials. We begin with the analysis of the mesoscopic limit, where space scales like the diverging range, gamma -1, of the interaction while time is kept finite: we prove that in this limit the magnetization density converges to the solution of a deterministic, nonlinear, nonlocal evolution equation. We also show that the long time behaviour of this equation describes correctly the evolution of the spin system till times which diverge as gamma to 0 but are small in units log gamma -1. In this time regime we can give a very precise description of the evolution and a sharp characterization of the spin trajectories. As an application of the general theory, we then prove that for ferromagnetic interactions, in the absence of external magnetic fields and below the critical temperature, on a suitable macroscopic limit, an interface between two stable phases moves by mean curvature. All the proofs are consequence of sharp estimates on special correlation functions, the v-functions, whose analysis is reminiscent of the cluster expansion in equilibrium statistical mechanics.

Travelling fronts in non-local evolution equations

The existence of travelling fronts and their uniqueness modulo translations are proved in the context of a one-dimensional, non-local, evolution equation derived in [5] from Ising systems with Glauber dynamics and Kac potentials. The front describes the moving interface between the stable and the metastable phases and it is shown to attract all the profiles which at ± ∞ are in the domain of attraction of the stable and, respectively, the metastable states. The results are compared with those of Fife & McLeod [13] for the Allen-Cahn equation.

Microscopic structure at the shock in the asymmetric simple exclusion

We study for a semi-infinite one dimensional initial distribution the asymptotic behaviour in the hydrodynamical limit at the shock. In this case the location of the shock is naturally identified by the position of the leftmost particle of the system for which we prove a central limit theorem. From this we deduce that at the shock local equilibrium does not hold

Self-diffusion in one-dimensional lattice gases in the presence of an external field

We study the motion of a tagged particle in a one-dimensional lattice gas with nearest-neighbor asymmetric jumps, withp (respectively,q),p > q, the probability to jump to the right (left). It was shown in Ref. 6 that the fluctuations in the position of the tagged particle behave normally; 〈(ΔX)2〉∼Dt. Here we compute explicitly the diffusion coefficient. We findD=(1-ρ)(p-q). whereρ is the gas density. The result confirms some recent conjectures based on theoretical arguments and computer experiments.

Motion by curvature by scaling nonlocal evolution equations

We prove convergence to a motion by mean curvature by scaling diffusively a nonlinear, nonlocal evolution equation. This equation was introduced earlier to describe the macroscopic behavior of a ferromagnetic spin system with Kac interaction which evolves with Glauber dynamics. The convergence is proven in any time interval in which the limiting motion is regular.

Hydrodynamic Limit for Interacting Neurons

This paper studies the hydrodynamic limit of a stochastic process describing the time evolution of a system with N neurons with mean-field interactions produced both by chemical and by electrical synapses. This system can be informally described as follows. Each neuron spikes randomly following a point process with rate depending on its membrane potential. At its spiking time, the membrane potential of the spiking neuron is reset to the value 0 and, simultaneously, the membrane potentials of the other neurons are increased by an amount of potential