Exact formulas for two interacting particles and applications in particle systems with duality

TL;DR

This paper derives exact formulas for two interacting particles on a lattice, analyzes their scaling limits, and applies these results to understand coarsening and density fluctuations in particle systems with duality.

Contribution

It provides explicit formulas for two-particle transition probabilities and applies them to analyze coalescing, reflected, and sticky Brownian motion limits in dual particle systems.

Findings

Scaling limits include coalescing, reflected, and sticky Brownian motions.

Characterization of time-dependent coarsening in the symmetric inclusion process.

Limiting variance of density field related to sticky Brownian motion local time.

Abstract

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or in the inclusion process. We provide an exact formula for the Laplace-Fourier transform of the transition probabilities of the two-particle dynamics. From this we derive a general scaling limit result, which shows that the possible scaling limits are coalescing Brownian motions, reflected Brownian motions, and sticky Brownian motions. In particle systems with duality, the solution of the dynamics of two dual particles provides relevant information. We apply the exact formula to the the symmetric inclusion process, that is self-dual, in the condensation regime. We thus obtain two results. First, by computing the time-dependent covariance of the particle occupation number at two lattice sites we characterize the time-dependent coarsening in infinite volume when the process is started from a homogeneous product measure. Second, we identify the limiting variance of the density field in the diffusive scaling limit, relating it to the local time of sticky Brownian motion.