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Many applications of contemporary science involve multiscale dynamics, which are typically characterized by the time and space scale separation of patterns of motion, with fewer slowly evolving variables and much larger set of faster…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

Finite-size scaling expressions for the current near the continuous phase transition, and for the local density near the first-order transition, are found in the steady state of the one-dimensional fully asymmetric simple-exclusion process…

Cellular Automata and Lattice Gases · Physics 2009-11-07 Jordan G. Brankov

Slow-fast dynamical systems, i.e., singularly or non-singularly perturbed dynamical systems possess slow invariant manifolds on which trajectories evolve slowly. Since the last century various methods have been developed for approximating…

Chaotic Dynamics · Physics 2021-06-30 Jean-Marc Ginoux

Wall-bounded turbulent shear flows are known to exhibit universal small-scale dynamics that are modulated by large-scale flow structures. Strong pressure gradients complicate this characterization, however; they can cause significant…

Fluid Dynamics · Physics 2023-09-18 Sean P. Carney , Robert D. Moser

We consider one-dimensional exclusion processes with long jumps given by a transition probability of the form $p_n(\cdot)=s(\cdot)+\gamma_na(\cdot)$, such that its symmetric part $s(\cdot)$ is irreducible with finite variance and its…

Probability · Mathematics 2016-06-22 Patricia Gonçalves , Milton Jara

We derive hydrodynamics of a prototypical one dimensional model, having variable-range hopping, which mimics passive diffusion and ballistic motion of active, or self-propelled, particles. The model has two main ingredients - the hardcore…

Statistical Mechanics · Physics 2020-05-27 Tanmoy Chakraborty , Subhadip Chakraborti , Arghya Das , Punyabrata Pradhan

We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…

Statistical Mechanics · Physics 2013-10-29 A. Prados , A. Lasanta , Pablo I. Hurtado

We consider the symmetric exclusion process with jumps given by a symmetric, translation invariant, transition probability $p(\cdot)$. The process is put in contact with stochastic reservoirs whose strength is tuned by a parameter…

Probability · Mathematics 2018-04-02 Patrícia Gonçalves

We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…

Statistical Mechanics · Physics 2013-10-29 Carlos P. Espigares , Pedro L. Garrido , Pablo I. Hurtado

We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…

Statistical Mechanics · Physics 2020-08-05 Johan du Buisson , Hugo Touchette

We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…

Statistical Mechanics · Physics 2018-10-02 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

Wall modelling in large-eddy simulation (LES) is necessary to overcome the prohibitive near-wall resolution requirements in high-Reynolds-number turbulent flows. Most existing wall models rely on assumptions about the state of the boundary…

Fluid Dynamics · Physics 2021-10-26 H. Jane Bae , Adrián Lozano-Durán , Sanjeeb T. Bose , Parviz Moin

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…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…

Computational Physics · Physics 2007-05-23 C. W. Gear , T. J. Kaper , I. G. Kevrekidis , A. Zagaris

We introduce and study a class of particle hopping models consisting of a single box coupled to a pair of reservoirs. Despite being zero-dimensional, in the limit of large particle number and long observation time, the current and activity…

Statistical Mechanics · Physics 2022-08-31 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…

Statistics Theory · Mathematics 2008-06-20 A. Papavasiliou , G. A. Pavliotis , A. M. Stuart

We study the diffusive scaling limit for a chain of $N$ coupled oscillators. In order to provide the system with good ergodic properties, we perturb the Hamiltonian dynamics with random flips of velocities, so that the energy is locally…

Probability · Mathematics 2013-02-21 Marielle Simon

This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable…

Probability · Mathematics 2013-07-29 Hongbo Fu , Xianming Liu , Jinqiao Duan
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