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We present an approach to steady-state mesoscopic transport based on the maximum entropy principle formulation of nonequilibrium statistical mechanics. This approach is valid in the nonlinear regime of high current, and yields the…

Condensed Matter · Physics 2009-10-22 M. D. Johnson , O. Heinonen

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

We prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how the…

Probability · Mathematics 2021-06-08 Mark A. Peletier , Mikola C. Schlottke

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…

Probability · Mathematics 2025-12-12 Huijie Qiao

We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…

Statistical Mechanics · Physics 2010-09-29 A. Altland , A. De Martino , R. Egger , B. Narozhny

In recent years, machine learning methods have been widely used to study physical systems that are challenging to solve with governing equations. Physicists and engineers are framing the data-driven paradigm as an alternative approach to…

Computational Physics · Physics 2020-07-02 Jong-Hoon Ahn

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

We consider a class of either fermionic or bosonic noninteracting open quantum chains driven by dissipative interactions at the boundaries and study the interplay of coherent transport and dissipative processes, such as bulk dephasing and…

Statistical Mechanics · Physics 2017-11-17 Federico Carollo , Juan P. Garrahan , Igor Lesanovsky , Carlos Pérez-Espigares

We study simple models of intermittency, involving switching between two states, within the dynamical large-deviation formalism. Singularities appear in the formalism when switching is cooperative, or when its basic timescale diverges. In…

Statistical Mechanics · Physics 2018-06-13 Stephen Whitelam

It is understood that congestion in traffic can be interpreted in terms of the instability of the equation of dynamic motion. The evolution of a traffic system from an unstable or metastable state to a globally stable state bears a strong…

Physics and Society · Physics 2016-12-06 Wei-Liang Qian , Bin Wang , Kai Lin , Romuel F. Machado , Yogiro Hama

We present a trajectory-based semiclassical calculation of the full counting statistics of quantum transport through chaotic cavities, in the regime of many open channels. Our method to obtain the $m$th moment of the density of transmission…

Mesoscale and Nanoscale Physics · Physics 2008-10-03 G. Berkolaiko , J. M. Harrison , M. Novaes

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

The study explores perpendicular transport through macroscopically inhomogeneous three-dimensional disordered conductors using mesoscopic methods (real-space Green function technique in a two-probe measuring geometry). The nanoscale samples…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Branislav K. Nikolic

In stochastic systems, numerically sampling the relevant trajectories for the estimation of the large deviation statistics of time-extensive observables requires overcoming their exponential (in space and time) scarcity. The optimal way to…

Statistical Mechanics · Physics 2021-01-14 Tom H. E. Oakes , Adam Moss , Juan P. Garrahan

Accurate static traffic assignment models are important tools for the assessment of strategic transportation policies. In this article we present a novel approach to partition road networks through network modularity to produce data-driven…

Systems and Control · Electrical Eng. & Systems 2022-11-28 Alexander Roocroft , Giuliano Punzo , Muhamad Azfar Ramli

We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and…

Methodology · Statistics 2023-08-29 Paul-Baptiste Rubio , Youssef Marzouk , Matthew Parno

Directly computing mass transport coefficients in stochastic models requires integrating over time the equilibrium correlations between atomic displacements. Here, we show how to accelerate the computations via \green{correlation splitting…

Materials Science · Physics 2021-12-06 Manuel Athènes , Gilles Adjanor , Jérôme Creuze

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…

Statistical Mechanics · Physics 2024-01-22 Cecile Monthus

We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…

Statistical Mechanics · Physics 2014-03-12 Takahiro Nemoto , Shin-ichi Sasa