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Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work…

Statistical Mechanics · Physics 2018-03-23 Yongxin Chen , Tryphon Georgiou , Allen Tannenbaum

We consider a one-dimensional XX spin chain in a nonequilibrium setting with a Lindblad-type boundary driving. By calculating large deviation rate function in the thermodynamic limit, being a generalization of free energy to a…

Statistical Mechanics · Physics 2014-01-31 Marko Znidaric

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…

Statistical Mechanics · Physics 2018-10-02 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

We study the dynamics of a granular gas heated by the stochastic thermostat. From a Boltzmann description, we derive the hydrodynamic equations for small perturbations around the stationary state that is reached in the long time limit.…

Statistical Mechanics · Physics 2014-01-08 M. I. Garcia de Soria , P. Maynar , E. Trizac

We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…

Statistical Mechanics · Physics 2023-08-23 Naftali R. Smith

Dynamical chaos has recently been shown to exist in the Gaussian approximation in quantum mechanics and in the self-consistent mean field approach to studying the dynamics of quantum fields. In this study, we first show that any variational…

Quantum Physics · Physics 2008-11-26 Fred Cooper , John Dawson , Salman Habib , Robert D. Ryne

In this paper, we are concerned with multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motion (with Hurst index $H>\frac12$ and standard Brownian motion, simultaneously. Our aim is to…

Probability · Mathematics 2023-06-12 Shen Gunagjun , Zhou Huan , Wu Jianglun

Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and…

Statistical Mechanics · Physics 2012-05-21 Udo Seifert

We consider the lattice dynamics in the harmonic approximation for We consider the lattice dynamics in the harmonic approximation for a simple hypercubic lattice with arbitrary unit cell. The initial data are random according to a…

Mathematical Physics · Physics 2007-05-23 T. V. Dudnikova , H. Spohn

In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…

Probability · Mathematics 2023-07-13 Ping Chen , Tusheng Zhang

This paper provides a systematic investigation of the mathematical structure of path measures and their profound connections to stochastic differential equations (SDEs) through the framework of second-order Hamilton--Jacobi (HJ) equations.…

Mathematical Physics · Physics 2026-05-13 Jianyu Hu , Qiao Huang , Yuanfei Huang , Jean-Claude Zambrini

Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

Mathematical Physics · Physics 2021-03-17 Yu-Chen Cheng , Hong Qian

When analysing statistical systems or stochastic processes, it is often interesting to ask how they behave given that some observable takes some prescribed value. This conditioning problem is well understood within the linear operator…

Statistical Mechanics · Physics 2022-03-09 Lydia Chabane , Alexandre Lazarescu , Gatien Verley

We relate the large time asymptotics of the energy statistics in open harmonic networks to the variance-gamma distribution and prove a full Large Deviation Principle. We consider both Hamiltonian and stochastic dynamics, the later case…

Mathematical Physics · Physics 2017-08-02 Tristan Benoist , Vojkan Jakšić , Claude-Alain Pillet

The Boltzmann kinetic equation is obtained from an integro-differential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy,…

Statistical Mechanics · Physics 2019-06-05 Mário J. de Oliveira

Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…

Statistical Mechanics · Physics 2009-11-13 T. Bodineau , B. Derrida

We study the current large deviations for a lattice model of interacting active particles displaying a motility-induced phase separation (MIPS). To do this, we first derive the exact fluctuating hydrodynamics of the model in the large…

Statistical Mechanics · Physics 2022-11-08 Tal Agranov , Sunghan Ro , Yariv Kafri , Vivien Lecomte

With this work we present two new methods for the generation of thermostated, manifestly Hamiltonian dynamics and provide corresponding illustrations. The basis for this new class of thermostats are the peculiar thermodynamics as exhibited…

Statistical Mechanics · Physics 2014-01-13 Michele Campisi , Peter Hanggi