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A Boussinesq model for the Benard convection under random influences is considered as a system of stochastic partial differential equations. This is a coupled system of stochastic Navier-Stokes equations and the transport equation for…

Probability · Mathematics 2009-05-12 Jinqiao Duan , Annie Millet

We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive…

Statistical Mechanics · Physics 2017-02-09 Rosemary J. Harris , Hugo Touchette

Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from metastable fixed…

Probability · Mathematics 2018-01-04 Robert Azencott , Brett Geiger , William Ott

We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…

Probability · Mathematics 2011-07-19 Konstantinos Spiliopoulos

Due to the intrinsic complexity and nonlinearity of chemical reactions, direct applications of traditional machine learning algorithms may face with many difficulties. In this study, through two concrete examples with biological background,…

Molecular Networks · Quantitative Biology 2020-06-02 Wuyue Yang , Liangrong Peng , Yi Zhu , Liu Hong

We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…

Statistical Mechanics · Physics 2015-06-25 Joel. L. Lebowitz , Herbert Spohn

In this paper, we expand and generalize the findings presented in our previous work on the law of large numbers and the large deviation principle for Poisson processes with uniform catastrophes. We study three distinct scalings: sublinear…

Probability · Mathematics 2025-05-29 A. Logachov , O. Logachova , A. Yambartsev

We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…

Mathematical Physics · Physics 2009-11-10 K. Netocny , F. Redig

We explore a new framework for describing the kinetics of a heterogeneous chemical reaction where two particles of the same chemical species form a reaction product of another chemical species on the surface of a seed particle. Traditional…

Other Condensed Matter · Physics 2007-10-31 Christiane M. Losert-Valiente Kroon , Ian J. Ford

Deviations from scale invariance resulting from small perturbations of a general two dimensional conformal field theory are studied. They are expressed in terms of beta functions for renormalization of general couplings under local change…

High Energy Physics - Theory · Physics 2009-10-22 A. Babichenko , S. Elitzur

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

Statistical Mechanics · Physics 2023-03-30 Grégoire Ferré , Hugo Touchette

Kinetic equations play a major rule in modeling large systems of interacting particles. Uncertainties may be due to various reasons, like lack of knowledge on the microscopic interaction details or incomplete informations at the boundaries.…

Numerical Analysis · Mathematics 2019-05-01 Giacomo Dimarco , Lorenzo Pareschi

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…

Statistical Mechanics · Physics 2022-01-19 Ouassim Feliachi , Freddy Bouchet

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

Mathematical Physics · Physics 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn

We introduce a new machinery to study the large time behavior for general classes of Hamilton--Jacobi type equations, which include degenerate parabolic equations and weakly coupled systems. We establish the convergence results by using the…

Analysis of PDEs · Mathematics 2013-10-30 Filippo Cagnetti , Diogo Gomes , Hiroyoshi Mitake , Hung Tran

A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and…

Probability · Mathematics 2020-03-10 Xiaobin Sun , Ran Wang , Lihu Xu , Xue Yang

We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced…

Probability · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

The problem of large order behaviour of perturbation theory for quantum mechanical systems is considered. A new approach to it is developed. An explicit mechanism showing the connection between large order recursive relations and classical…

Quantum Physics · Physics 2009-09-25 O. Yu. Shvedov