Related papers: Large deviations and gradient flows
Fundamental interactions are either fully or nearly symmetric under time reversal. But macroscopic phenomena have a definite arrow of time. Though there is no convergence on the origin of time's preferential direction, many researchers…
A unified treatment for the existence of free energy in several random energy models is presented. If the sequence of distributions associated with the particle systems obeys a large deviation principle, then the free energy exists almost…
We obtain hydrodynamic descriptions of a broad class of conserved-mass transport processes on a ring. These processes are governed by chipping, diffusion and coalescence of masses, where microscopic probability weights in their…
This paper reports on a macroscopic fluctuation theory developed over the last ten years in collaboration with L. Bertini, A. De Sole, D. Gabrielli and C. Landim. This theory has been inspired by and tested on stochastic models of…
We present a formalism for Newtonian multi-fluid hydrodynamics derived from an unconstrained variational principle. This approach provides a natural way of obtaining the general equations of motion for a wide range of hydrodynamic systems…
Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet,…
We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…
The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
Reductionism is a prevalent viewpoint in science according to which all physical phenomena can be understood from fundamental laws of physics. Anderson [Science, 177, 393 (1972)], Laughlin and Pines [PNAS, 97, 28 (2000)], and others have…
In this paper we address the problem of systems under an external feedback. This is performed using a large deviation approach and rate distortion from information theory. In particular we define a lower boundary for the maximum entropy…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
Thermodynamic relations are derived from first principles of mechanics for non-equilibrium processes. Since the key role herein is played by the law of increase of entropy, the latter is analyzed at first. It is shown that its derivation…
A new transient regime in the relaxation towards absolute equilibrium of the conservative and time-reversible 3-D Euler equation with high-wavenumber spectral truncation is characterized. Large-scale dissipative effects, caused by the…
The evolution of the interface separating a conduit of light, viscous fluid rising buoyantly through a heavy, more viscous, exterior fluid at small Reynolds numbers is governed by the interplay between nonlinearity and dispersion. Previous…
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…
In this work, we show that a family of non-linear mean-field equations on discrete spaces can be viewed as a gradient flow of a natural free energy functional with respect to a certain metric structure we make explicit. We also prove that…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
In this article, using a known method, a computation is performed of the derivatives of the microcanonical entropy, with respect to the energy up to the 4-th order, using a Laplace transform technique, and adapted it to the case where the…