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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

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

The Boltzmann equation is one of the most famous equations and has vast applications in modern science. In the current study, we take the randomness of binary collisions into consideration and generalize the classical Boltzmann equation…

Statistical Mechanics · Physics 2024-12-04 Liu Hong

We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…

chao-dyn · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

We have considered a one-dimensional coagulation-decoagulation system of classical particles on a finite lattice with reflecting boundaries. It is known that the system undergoes a phase transition from a high-density to a low-density…

Statistical Mechanics · Physics 2013-10-03 Pegah Torkaman , Farhad H. Jafarpour

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for…

Probability · Mathematics 2018-10-17 L. Bertini , R. Chetrite , A. Faggionato , D. Gabrielli

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 typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium…

Statistical Mechanics · Physics 2020-08-04 Daniel Nickelsen , Hugo Touchette

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…

Probability · Mathematics 2010-09-03 T. Bodineau , M. Lagouge

We conjecture an exact expression for the large deviation function of the stationary state current in the partially asymmetric exclusion process with periodic boundary conditions. This expression is checked for small systems using…

Statistical Mechanics · Physics 2009-07-31 Sylvain Prolhac

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

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

Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Statistical Mechanics · Physics 2017-03-29 Juan P. Garrahan

The stochastic Kuramoto model defined on a sequence of graphs is analyzed: the emphasis is posed on the relationship between the mean field limit, the connectivity of the underlying graph and the long time behavior. We give an explicit…

Probability · Mathematics 2019-12-24 Fabio Coppini

In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…

Probability · Mathematics 2017-01-05 Tanguy Cabana , Jonathan Touboul

Driven diffusive systems may undergo phase transitions to sustain atypical values of the current. This leads in some cases to symmetry-broken space-time trajectories which enhance the probability of such fluctuations. Here we shed light on…

Statistical Mechanics · Physics 2018-12-19 Carlos Pérez-Espigares , Federico Carollo , Juan P. Garrahan , Pablo I. Hurtado

We present a detailed derivation of Fourier's law in a class of stochastic energy exchange systems that naturally characterize two-dimensional mechanical systems of locally confined particles in interaction. The stochastic systems consist…

Statistical Mechanics · Physics 2009-08-29 Pierre Gaspard , Thomas Gilbert

A stochastic method is described for estimating Green's functions (GF's), appropriate to linear advection-diffusion-reaction transport problems, evolving in arbitrary geometries. By allowing straightforward construction of approximate,…

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