Interacting particle systems (IPS) is a subfield of probability theory that provided a fruitful framework in which several questions of physical interests have been answered with mathematical rigor. An interacting particle system is a stochastic system consisting of a very large number of particles interacting with each other. The class of IPS considered in this manuscript is the one of systems satisfying stochastic duality. Stochastic duality is a useful tool in probability theory which allows to study a Markov process (the one that interests you) via another Markov process, called dual process, which is hopefully easier to be studied. The connection between the two processes is established via a function, the so-called duality function, which takes as input configurations of both processes. In the context of IPS, one of the typical simplifications provided by stochastic duality is that a system with an infinite number of particles can be studied via a finite number of particles (the simplification from many to few). In this thesis, we extend the theory and the applications of stochastic duality in the following two contexts: i) evolution of particles in space inhomogeneous settings and more precisely, processes in random environment and processes in a multi-layer system; ii) evolutions of particles in the continuum.

This paper considers three classes of interacting particle systems on Z: independent random walks, the exclusion process, and the inclusion process. Particles are allowed to switch their jump rate (the rate identifies the type of particle) between 1 (fast particles) and ϵ∈ [0 , 1] (slow particles). The switch between the two jump rates happens at rate γ∈ (0 , ∞). In the exclusion process, the interaction is such that each site can be occupied by at most one particle of each type. In the inclusion process, the interaction takes places between particles of the same type at different sites and between particles of different type at the same site. We derive the macroscopic limit equations for the three systems, obtained after scaling space by N^{- 1}, time by N², the switching rate by N^{- 2}, and letting N→ ∞. The limit equations for the macroscopic densities associated to the fast and slow particles is the well-studied double diffusivity model. This system of reaction-diffusion equations was introduced to model polycrystal diffusion and dislocation pipe diffusion, with the goal to overcome the limitations imposed by Fick’s law. In order to investigate the microscopic out-of-equilibrium properties, we analyse the system on [N] = { 1 , … , N} , adding boundary reservoirs at sites 1 and N of fast and slow particles, respectively. Inside [N] particles move as before, but now particles are injected and absorbed at sites 1 and N with prescribed rates that depend on the particle type. We compute the steady-state density profile and the steady-state current. It turns out that uphill diffusion is possible, i.e., the total flow can be in the direction of increasing total density. This phenomenon, which cannot occur in a single-type particle system, is a violation of Fick’s law made possible by the switching between types. We rescale the microscopic steady-state density profile and steady-state current and obtain the steady-state solution of a boundary-value problem for the double diffusivity model.

We consider symmetric partial exclusion and inclusion processes in a general graph in contact with reservoirs, where we allow both for edge disorder and well-chosen site disorder. We extend the classical dualities to this context and then we derive new orthogonal polynomial dualities. From the classical dualities, we derive the uniqueness of the non-equilibrium steady state and obtain correlation inequalities. Starting from the orthogonal polynomial dualities, we show universal properties of n-point correlation functions in the non-equilibrium steady state for systems with at most two different reservoir parameters, such as a chain with reservoirs at left and right ends.

In this paper, we introduce a random environment for the exclusion process in Z^d obtained by assigning a maximal occupancy to each site. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion occurs. Under the assumption of ergodicity under translation and uniform ellipticity of the environment, we derive a quenched hydrodynamic limit in path space by strengthening the mild solution approach initiated in Nagy (2002) and Faggionato (2007). To this purpose, we prove, employing the technology developed for the random conductance model, a homogenization result in the form of an arbitrary starting point quenched invariance principle for a single particle in the same environment, which is a result of independent interest. The self-duality property of the partial exclusion process allows us to transfer this homogenization result to the particle system and, then, apply the tightness criterion in Redig et al. (2020).