Related papers: Numerical Estimation of the Current Large Deviatio…
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…
Monte Carlo simulations are a crucial component when analysing the Standard Model and New physics processes at the Large Hadron Collider. This paper aims to explore the performance of generative models for complementing the statistics of…
We consider population dynamics as implemented by the cloning algorithm for analysis of large deviations of time-averaged quantities. Using the simple symmetric exclusion process as a prototypical example, we investigate the convergence of…
We study a totally asymmetric simple exclusion process equipped with Langmuir kinetics with boundaries connected to a common reservoir. The total number of particles in the system is conserved and controlled by filling factor $\mu$.…
We obtain the large deviation function for entropy production of the medium and its distribution function for two-site totally asymmetric simple exclusion process(TASEP) and three-state unicyclic network. Since such systems are described…
We describe an aberration of the resampling estimator for the Green's function customarily used in hybridization expansion continuous-time quantum Monte Carlo. It occurs due to Pauli principle constraints in calculations of Anderson…
The fluctuations of the current for the one-dimensional totally asymmetric exclusion process with $L$ sites are studied in the relaxation regime of times $T\sim L^{3/2}$. Using Bethe ansatz for the periodic system with an evolution…
Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…
In a recent study, (Jain et al 2007 Phys. Rev. Lett. 99 190601), a symmetric exclusion process with time-dependent hopping rates was introduced. Using simulations and a perturbation theory, it was shown that if the hopping rates at two…
The one-dimensional totally asymmetric simple exclusion process (TASEP) with $N$ particles on a periodic lattice of $L$ sites is an interacting particle system with hopping rates breaking detailed balance. The total time-integrated current…
We study coarsening phenomena in three different simple exclusion processes with quenched disordered jump rates. In the case of the totally asymmetric process, an earlier phenomenological description is improved, yielding for the time…
We use the macroscopic fluctuation theory (MFT) to evaluate the probability distribution P of extreme values of integrated current J at a specified time t=T in the symmetric simple exclusion process (SSEP) on an infinite line. As shown…
An introduction to numerical large-deviation sampling is provided. First, direct biasing with a known distribution is explained. As simple example, the Bernoulli experiment is used throughout the text. Next, Markov chain Monte Carlo (MCMC)…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
We consider the totally asymmetric simple exclusion processes on quenched random energy landscapes. We show that the current and the diffusion coefficient differ from those for homogeneous environments. Using the mean-field approximation,…
We propose a direct numerical method to calculate the statistics of the number of transitions in stochastic processes, without having to resort to Monte Carlo calculations. The method is based on a generating function method, and arbitrary…
We calculate exactly the first cumulants of the integrated current and of the activity (which is the total number of changes of configurations) of the symmetric simple exclusion process (SSEP) on a ring with periodic boundary conditions.…
In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…
In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…