Related papers: Large deviations and gradient flows
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
How condensed-matter simulations depend on the number of molecules being simulated ($N$) is sometimes itself a valuable piece of information. Liquid crystals provide a case in point. Light scattering and $2d$-IR experiments on…
Following Le Jan and Watanabe we define a connection associated with a non-degenrrate diffusion operators. This connection is characterized here and shown to be the Levi-Civita connection for gradient systems. This both explains why such…
We consider the symmetric simple exclusion with open boundaries that are in contact with particle reservoirs at different densities. The reservoir densities changes at a slower time scale with respect to the natural time scale the system…
We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…
We consider an infinite lattice system of interacting spins living on a smooth compact manifold, with short- but not necessarily finite-range pairwise interactions. We construct the gradient flow of the infinite-volume free energy on the…
The transition from a microscopic model for the movement of many particles to a macroscopic continuum model for a density flow is studied. The microscopic model for the free flow is completely deterministic, described by an interaction…
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…
The concept of entropy has been pivotal in the formulation of thermodynamics. For systems driven away from thermal equilibrium, a comparable role is played by entropy production and dissipation. Here we provide a comprehensive picture how…
The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance.…
A variational principle is further developed for out of equilibrium dynamical systems by using the concept of maximum entropy. With this new formulation it is obtained a set of two first-order differential equations, revealing the same…
We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…
It has long been conjectured that, in three dimensional turbulence, velocity modes at scales larger than the forcing scale follow equilibrium dynamics. Recent numerical and experimental evidence show that such modes share the same mean…
The observation of fluid-like behavior in nucleus-nucleus, proton-nucleus and high-multiplicity proton-proton collisions motivates systematic studies of how different measurements approach their fluid-dynamic limit. We have developed…
Onsager's 1931 `reciprocity relations' result connects microscopic time-reversibility with a symmetry property of corresponding macroscopic evolution equations. Among the many consequences is a variational characterization of the…
Thermodynamics entails a set of mathematical conditions on quantum Markovian dynamics. In particular, strict energy conservation between the system and environment implies that the dissipative dynamical map commutes with the unitary system…
The motion of a fluid induced by thermal gradients in the absence of driving forces is known as thermo-osmosis. The physical explanation of this phenomenon stems from the emergence of gradients in the tangential pressure due to the presence…
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…