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We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm,…

Statistical Mechanics · Physics 2007-12-03 Vivien Lecomte , Julien Tailleur

Rare trajectories of stochastic systems are important to understand -- because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their…

Statistical Mechanics · Physics 2017-07-03 Esteban Guevara Hidalgo , Takahiro Nemoto , Vivien Lecomte

We consider population dynamics as implemented by the cloning algorithm for analysis of large deviations of time-averaged quantities. Using the simple symmetric exclusion process as a prototypical example, we investigate the convergence of…

Statistical Mechanics · Physics 2018-05-11 Tobias Brewer , Stephen R. Clark , Russell Bradford , Robert L. Jack

The Giardin\`a-Kurchan-Peliti algorithm is a numerical procedure that uses population dynamics in order to calculate large deviation functions associated to the distribution of time-averaged observables. To study the numerical errors of…

Statistical Mechanics · Physics 2017-05-11 Takahiro Nemoto , Esteban Guevara Hidalgo , Vivien Lecomte

We discuss the Giardin\`a-Kurchan-Peliti population dynamics method for evaluating large deviations of time averaged quantities in Markov processes [Phys. Rev. Lett. \textbf{96}, 120603 (2006)]. This method exhibits systematic errors which…

Statistical Mechanics · Physics 2016-06-16 Takahiro Nemoto , Freddy Bouchet , Robert L. Jack , Vivien Lecomte

We analyse numerically the effects of small population size in the initial transient regime of a simple example population dynamics. These effects play an important role for the numerical determination of large deviation functions of…

Statistical Mechanics · Physics 2017-09-28 Esteban Guevara Hidalgo , Vivien Lecomte

These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…

Statistical Mechanics · Physics 2022-12-29 Hugo Touchette

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

Populations and Evolution · Quantitative Biology 2018-07-19 George W. A. Constable , Alan J. McKane

Population dynamics provides a numerical tool allowing for the study of rare events by means of simulating a large number of copies of the system, supplemented with a selection rule that favours the rare trajectories of interest. The…

Statistical Mechanics · Physics 2018-06-07 Esteban Guevara Hidalgo

We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of…

Statistical Mechanics · Physics 2015-11-09 Christian M. Rohwer , Florian Angeletti , Hugo Touchette

We combine incentive, adaptive, and time-scale dynamics to study multipopulation dynamics on the simplex equipped with a large class of Riemmanian metrics, simultaneously generalizing and extending many dynamics commonly studied in dynamic…

Dynamical Systems · Mathematics 2020-02-11 Marc Harper , Dashiell E. A. Fryer

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

The study of chaotic systems, where rare events play a pivotal role, is essential for understanding complex dynamics due to their sensitivity to initial conditions. Recently, tools from large deviation theory, typically applied in the…

Chaotic Dynamics · Physics 2026-05-06 Lucianno Defaveri , Naftali R. Smith

We here discuss the outcome of an hypothetic experiments of populations dynamics, where a set of independent realizations is made available. The importance of ensemble average is clarified with reference to the registered time evolution of…

Statistical Mechanics · Physics 2008-10-31 Timoteo Carletti , Duccio Fanelli

We describe a framework to significantly reduce the computational effort to evaluate large deviation functions of time integrated observables within nonequilibrium steady states. We do this by incorporating an auxiliary dynamics into…

Statistical Mechanics · Physics 2018-05-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

I give a brief overview of the resolution of the apparent problem of reconciling time symmetric microscopic dynamic with time asymmetric equations describing the evolution of macroscopic variables. I then show how the large deviation…

Mathematical Physics · Physics 2011-12-08 Joel L. Lebowitz

A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…

Statistical Mechanics · Physics 2012-04-26 Shin-ichi Sasa

The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…

Statistical Mechanics · Physics 2018-09-14 Hugo Touchette , Rosemary J. Harris

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

Statistical Mechanics · Physics 2023-03-30 Grégoire Ferré , Hugo Touchette

The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…

Data Analysis, Statistics and Probability · Physics 2023-11-02 William Davis
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