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This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…

chao-dyn · Physics 2008-02-03 Robert S. Maier

We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…

Statistical Mechanics · Physics 2009-08-29 T. Gilbert , J. R. Dorfman

We present a fluctuation theorem for Floquet quantum master equations. This is a detailed version of the famous Gallavotti-Cohen theorem. In contrast to the latter theorem, which involves the probability distribution of the total heat…

Statistical Mechanics · Physics 2020-08-26 Fei Liu

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function…

Chaotic Dynamics · Physics 2015-05-26 Christian Maes , Evgeny Verbitskiy

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

This review is focused on the application of specific fluctuation relations, such as the Gallavotti-Cohen relation, to ratchet models of a molecular motor. A special emphasis is placed on two-states models such as the flashing ratchet…

Statistical Mechanics · Physics 2011-03-02 D. Lacoste , K. Mallick

We analyse the statistics of the shear stress in a one dimensional \emph{model fluid}, that exhibits a rich phase behaviour akin to real complex fluids under shear. We show that the energy flux satisfies the Gallavotti-Cohen FT across all…

Statistical Mechanics · Physics 2016-09-06 Pritha Dolai , Aditi Simha

In systems of diffusing particles, we investigate large deviations of a time-averaged measure of clustering around one particle. We focus on biased ensembles of trajectories, which realise large-deviation events. The bias acts on a single…

Statistical Mechanics · Physics 2021-06-02 Jakub Dolezal , Robert L. Jack

We test the applicability of the Gallavotti-Cohen fluctuation formula on a nonequilibrium version of the periodic Ehrenfest wind-tree model. This is a one-particle system whose dynamics is rather complex (e.g. it appears to be diffusive at…

chao-dyn · Physics 2007-05-23 S. Lepri , L. Rondoni , G. Benettin

Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

Statistical Mechanics · Physics 2013-12-03 Artur Wachtel

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach to density fluctuations developed in previous articles. More precisely, we derive large deviation estimates for the space--time…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…

Probability · Mathematics 2010-07-01 Timo Seppäläinen

Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…

Statistical Mechanics · Physics 2010-12-09 David Andrieux

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

Statistical Mechanics · Physics 2014-04-25 Marko Znidaric

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

Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…

Statistical Mechanics · Physics 2010-09-08 Pablo I. Hurtado , Pedro L. Garrido

We calculate a current and its fluctuation in a two-state stochastic system under a periodic perturbation. The system could be interpreted as a channel on a cell surface or a single Michaelis-Menten catalyzing enzyme. It has been shown that…

Statistical Mechanics · Physics 2010-06-18 Jun Ohkubo

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…

Medical Physics · Physics 2009-11-07 Tom A. Kuusela , Tony Shepherd , Jarmo Hietarinta

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