Related papers: Large deviations of the current in stochastic coll…
This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…
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…
It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…
We discuss the stochastic thermodynamics of systems that are described by a time-dependent density field, for example simple liquids and colloidal suspensions. For a time-dependent change of external parameters, we show that the Jarzynski…
We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…
Green-Kubo and Einstein expressions for the transport coefficients of a fluid in a nonequilibrium steady state can be derived using the Fluctuation Theorem and by assuming the probability distribution of the time-averaged dissipative flux…
We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…
We study a discrete stochastic model of a molecular motor. This discrete model can be viewed as a \emph{minimal} ratchet model. We extend our previous work on this model, by further investigating the constraints imposed by the Fluctuation…
Surface sensitive electric current measurements are important experimental tools poorly corroborated by theoretical models. We show that the drift-diffusion equations offer a framework for a consistent description of such experiments. The…
We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
Using the information current, we develop a Lorentz-covariant framework for modeling equilibrium fluctuations in relativistic kinetic theory in the grand-canonical ensemble. The resulting stochastic theory is proven to be causal and…
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…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
Motivated by the occurrence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions $\mathscr L$ that induce a flow, given by $\mathscr L(\rho_t,\dot\rho_t)=0$. We derive necessary and…
In this work we elaborate on two recently discovered invariance principles, according to which transport coefficients are, to a large extent, independent of the microscopic definition of the densities and currents of the conserved…
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…
Vanishing of the equilibrium Green-Kubo fluctuation expression for the friction coefficient of a massive particle moving in a finite-volume liquid is usually interpreted as an unphysical consequence of the finite volume. Here I show that it…
Presently, the main methods for describing a non-equilibrium charge-transporting steady state are based on time-evolving it from the initial zero-current situation. An alternative class of theories would give the statistical non-equilibrium…
Biological machines like molecular motors and enzymes operate in dynamic cycles representable as stochastic flows on networks. Current stochastic dynamics describes such flows on fixed networks. Here, we develop a scalable approach to…