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For the symmetric simple exclusion process on an infinite line, we calculate exactly the fluctuations of the integrated current $Q_t$ during time $t$ through the origin when, in the initial condition, the sites are occupied with density…

Statistical Mechanics · Physics 2015-05-13 Bernard Derrida , Antoine Gerschenfeld

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

The sampling of the configuration space in diffusion Monte Carlo (DMC) is done using walkers moving randomly. In a previous work on the Hubbard model [\href{https://doi.org/10.1103/PhysRevB.60.2299}{Assaraf et al.~Phys.~Rev.~B \textbf{60},…

Strongly Correlated Electrons · Physics 2023-01-19 Roland Assaraf , Emmanuel Giner , Vijay Gopal Chilkuri , Pierre-François Loos , Anthony Scemama , Michel Caffarel

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…

Statistical Mechanics · Physics 2017-01-25 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

Continuously measured quantum systems are characterized by an output current, in the form of a stochastic and correlated time series which conveys crucial information about the underlying quantum system. The many tools used to describe…

Quantum Physics · Physics 2025-12-19 Gabriel T. Landi , Michael J. Kewming , Mark T. Mitchison , Patrick P. Potts

We describe a framework to significantly reduce the computational effort to evaluate large deviation functions of time integrated observables within nonequilibrium steady states. We do this by incorporating an auxiliary dynamics into…

Statistical Mechanics · Physics 2018-05-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

We describe a method for computing transport coefficients from the direct evaluation of large deviation function. This method is general, relying on only equilibrium fluctuations, and is statistically efficient, employing trajectory based…

Statistical Mechanics · Physics 2017-11-22 Chloe Ya Gao , David T. Limmer

We prove fluctuation bounds for the particle current in totally asymmetric zero range processes in one dimension with nondecreasing, concave jump rates whose slope decays exponentially. Fluctuations in the characteristic directions have…

Probability · Mathematics 2012-01-25 M. Balázs , J. Komjáthy , T. Seppäläinen

If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé

We consider lattice gas diffusive dynamics with creation-annihilation in the bulk and maintained out of equilibrium by two reservoirs at the boundaries. This stochastic particle system can be viewed as a toy model for granular gases where…

Statistical Mechanics · Physics 2015-05-14 T. Bodineau , M. Lagouge

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

Statistical Mechanics · Physics 2016-11-23 Tridib Sadhu , Bernard Derrida

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…

Disordered Systems and Neural Networks · Physics 2015-06-05 R. Juhász , G. Ódor

One of the main features of statistical systems out of equilibrium is the currents they exhibit in their stationary state: microscopic currents of probability between configurations, which translate into macroscopic currents of mass,…

Statistical Mechanics · Physics 2016-01-05 Alexandre Lazarescu

The recently introduced correspondence between one-dimensional two-species driven models and the Zero-Range Process is extended to study the case where the densities of the two species need not be equal. The correspondence is formulated…

Statistical Mechanics · Physics 2009-11-10 M. R. Evans , E. Levine , P. K. Mohanty , D. Mukamel

We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…

Statistical Mechanics · Physics 2015-06-04 Sara Jabbari-Farouji , Emmanuel Trizac

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

We consider the one dimensional asymmetric exclusion process with particle injection and extraction at two boundaries. The model is known to exhibit four distinct phases in its stationary state. We analyze the current statistics at the…

Statistical Mechanics · Physics 2013-05-29 Jan de Gier , Fabian H. L. Essler

Results obtained in the past for free boson systems at zero and nonzero temperature are revisited to clarify the physical meaning of current algebra reducible functionals which are associated to systems with density fluctuations, leading to…

Quantum Physics · Physics 2017-11-09 R. Vilela Mendes

We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim