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The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

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

We study the friction coefficient of a macroscopic sphere in a viscous fluid at low Reynolds number. First, Kirkwood's formula for the friction coefficient is reviewed on the basis of the Hamiltonian description of particle systems.…

Statistical Mechanics · Physics 2015-10-13 Masato Itami , Shin-ichi Sasa

We measure the full distribution of current fluctuations in a single-electron transistor with a controllable bistability. The conductance switches randomly between two levels due to the tunneling of single electrons in a separate…

Mesoscale and Nanoscale Physics · Physics 2017-01-04 S. Singh , J. T. Peltonen , I. M. Khaymovich , J. V. Koski , C. Flindt , J. P. Pekola

We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…

Statistical Mechanics · Physics 2015-05-12 Gregory Bulnes Cuetara , Andreas Engel , Massimiliano Esposito

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 develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

We consider the dynamic large deviation behaviour of Kac's collisional process for a range of initial conditions including equilibrium. We prove an upper bound with a rate function of the type which has previously been found for kinetic…

Probability · Mathematics 2022-05-30 Daniel Heydecker

The cycle current is a crucial quantity in stochastic thermodynamics. The absolute and net cycle currents of a Markovian system can be defined in the loop-erased (LE) or spanning tree (ST) manner. Here we make a comparative study between…

Statistical Mechanics · Physics 2022-10-12 Yuhao Jiang , Bingjie Wu , Chen Jia

A time-dependent current-density-functional theory for many-particle systems in interaction with arbitrary external baths is developed. We prove that, given the initial quantum state $|\Psi_0>$ and the particle-bath interaction operator,…

Mesoscale and Nanoscale Physics · Physics 2007-06-13 Massimiliano Di Ventra , Roberto D'Agosta

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 study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…

Probability · Mathematics 2026-05-15 Léo Daures

We construct a stochastic model showing the relationship between noise, gradient flows and rate-independent systems. The model consists of a one-dimensional birth-death process on a lattice, with rates derived from Kramers' law as an…

Mathematical Physics · Physics 2015-09-30 Giovanni A. Bonaschi , Mark A. Peletier

Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic…

Statistical Mechanics · Physics 2015-06-03 Karel Proesmans , Christian Van den Broeck

We study large fluctuations of the current in a Dyson gas, a 1D system of particles interacting through a logarithmic potential and subjected to random noise. We adapt the macroscopic fluctuation theory to the Dyson gas and derive two…

Statistical Mechanics · Physics 2025-06-03 Rahul Dandekar , P. L. Krapivsky , Kirone Mallick

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

We consider a continuous time Markov chain on a countable state space. We prove a joint large deviation principle (LDP) of the empirical measure and current in the limit of large time interval. The proof is based on results on the joint…

Probability · Mathematics 2014-09-02 L. Bertini , A. Faggionato , D. Gabrielli

In nonequilibrium systems with uncoupled currents, the thermodynamic affinity determines the direction of currents, quantifies dissipation, and constrains current fluctuations. However, these properties of the thermodynamic affinity do not…

Statistical Mechanics · Physics 2025-04-11 Adarsh Raghu , Izaak Neri

This work establishes a large deviation principle for the spectral measure of the Lax matrix associated to the periodic Toda chain of $N$ particles, subject to a generalised Gibbs measure. This large deviation principle is governed by a…

Probability · Mathematics 2026-04-08 Tamara Grava , Alice Guionnet , Karol K. Kozlowski , Alex Little

The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk