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Stationary fluctuations of run-and-tumble particles

Frank Redig, Hidde van Wiechen

Abstract

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an interacting case, where the particles are subjected to exclusion. We then study the fluctuations of the total density, which is a non-Markovian Gaussian process, and obtain its covariance in closed form. By considering small noise limits of this non-Markovian Gaussian process, we obtain in a concrete example a large deviation rate function containing memory terms.

Stationary fluctuations of run-and-tumble particles

Abstract

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an interacting case, where the particles are subjected to exclusion. We then study the fluctuations of the total density, which is a non-Markovian Gaussian process, and obtain its covariance in closed form. By considering small noise limits of this non-Markovian Gaussian process, we obtain in a concrete example a large deviation rate function containing memory terms.
Paper Structure (24 sections, 15 theorems, 153 equations)

This paper contains 24 sections, 15 theorems, 153 equations.

Key Result

Theorem 2.1

For every $t\geq0$, $\varepsilon>0$ and $\phi \in C_{c,S}^\infty$, we have that where $\rho_t(x,\sigma)$ solves the PDE $\dot{\rho}_t = A^*\rho_t$ with initial condition $\rho_0(x,\sigma) = \rho(x,\sigma)$.

Theorems & Definitions (32)

  • Definition 2.1
  • Theorem 2.1
  • Theorem 2.2
  • Definition 2.2
  • Remark 2.1
  • Theorem 3.1
  • Proposition 3.2
  • proof
  • Remark 3.1
  • Proposition 5.1
  • ...and 22 more