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A recently introduced stochastic model for fluid flow can be made Galilean invariant by introducing a random shift of the computational grid before collisions. This grid shifting procedure accelerates momentum transfer between cells and…

Soft Condensed Matter · Physics 2009-11-10 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

Statistical Mechanics · Physics 2018-06-21 Andre C Barato , Raphael Chetrite

The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…

Statistical Mechanics · Physics 2024-01-30 Cecile Monthus

Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…

Probability · Mathematics 2013-05-28 Sunder Sethuraman , S. R. S. Varadhan

Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…

Probability · Mathematics 2016-09-08 D. A. Croydon , B. M. Hambly , T. Kumagai

Density fluctuations in traffic current are studied by computer simulations using the deterministic coupled map lattice model on a closed single-lane circuit. By calculating a power spectral density of temporal density fluctuations at a…

chao-dyn · Physics 2009-10-28 S. Yukawa , M. Kikuchi

These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

Proper modeling of complex systems requires innovative mathematical tools. In this sense, we sought to use deformed or fractal derivatives for studying the dynamics of systems, particularly those, such as granular gases, in which the…

Statistical Mechanics · Physics 2024-06-27 José Weberszpil , Cresus F. de L. Godinho , Ion Vasile Vancea

We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…

Statistical Mechanics · Physics 2026-01-15 Pelerine Tsobgni Nyawo , Hugo Touchette

Large deviation theory provides a framework to understand macroscopic fluctuations and collective phenomena in many-body nonequilibrium systems in terms of microscopic dynamics. In these lecture notes we discuss the large deviation…

Statistical Mechanics · Physics 2025-01-17 Pablo I. Hurtado

Two-dimensional turbulent flows, and to some extent, geophysical flows, are systems with a large number of degrees of freedom, which, albeit fluctuating, exhibit some degree of organization: coherent structures emerge spontaneously at large…

Statistical Mechanics · Physics 2017-03-21 Corentin Herbert

We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…

Statistical Mechanics · Physics 2013-08-02 Giacomo Gradenigo , Alessandro Sarracino , Andrea Puglisi , Hugo Touchette

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We contribute an extension of large-deviation results obtained in [N.J.B. Aza, J.-B. Bru, W. de Siqueira Pedra, A. Ratsimanetrimanana, J. Math. Pures Appl. 125 (2019) 209] on conductivity theory at atomic scale of free lattice fermions in…

Mathematical Physics · Physics 2021-03-03 J. -B. Bru , W. de Siqueira Pedra , A. Ratsimanetrimanana

We propose a variance reduction method for calculating transport coefficients in molecular dynamics using an importance sampling method via Girsanov's theorem applied to Green--Kubo's formula. We optimize the magnitude of the perturbation…

Numerical Analysis · Mathematics 2025-04-18 Raphaël Gastaldello , Gabriel Stoltz , Urbain Vaes

We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…

Statistical Mechanics · Physics 2015-06-24 Jean Farago

We study fluctuating dynamics of a freely movable piston that separates an infinite cylinder into two regions filled with ideal gas particles at the same pressure but different temperatures. To investigate statistical properties of the…

Statistical Mechanics · Physics 2021-02-15 Masato Itami , Yohei Nakayama , Naoko Nakagawa , Shin-ichi Sasa

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

Probability · Mathematics 2007-05-23 Alice Guionnet
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