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Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

Probability · Mathematics 2010-09-15 Rohini Kumar

A totally asymmetric exclusion process consisting of classical particles with next-nearest-neighbor interactions has been considered on a 1D discrete lattice with a ring geometry. Using large deviation techniques, we have investigated…

Statistical Mechanics · Physics 2020-01-29 Sara Kaviani , Farhad H. Jafarpour

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach for density fluctuations developed in previous articles. More precisely, we establish a large deviation principle for a space-time…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We propose a method for determining the most likely cause, in terms of conventional generator outages and renewable fluctuations, of power system frequency reaching a predetermined level that is deemed unacceptable to the system operator.…

Systems and Control · Electrical Eng. & Systems 2020-05-26 Brendan Patch , Bert Zwart

Cumulants of a fluctuating current can be obtained from a free energy-like generating function which for Markov processes equals the largest eigenvalue of a generalized generator. We determine this eigenvalue with the DMRG for stochastic…

Statistical Mechanics · Physics 2009-11-13 Mieke Gorissen , Jef Hooyberghs , Carlo Vanderzande

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

Statistical Mechanics · Physics 2012-12-03 A. C. Barato , R. Chetrite

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…

Statistical Mechanics · Physics 2016-03-21 Rodrigo Villavicencio-Sanchez , Rosemary J. Harris

For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large…

Statistical Mechanics · Physics 2019-10-02 Bernard Derrida , Tridib Sadhu

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…

Probability · Mathematics 2023-02-27 Gang Huang , Michel Mandjes , Peter Spreij

We present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…

Statistical Mechanics · Physics 2023-01-09 Cai Dieball , Aljaž Godec

Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…

Statistical Mechanics · Physics 2018-10-29 Andre C Barato , Raphael Chetrite , Alessandra Faggionato , Davide Gabrielli

We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…

Statistical Mechanics · Physics 2016-01-20 Pegah Torkaman , Farhad H. Jafarpour

Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…

Statistical Mechanics · Physics 2010-09-08 Pablo I. Hurtado , Pedro L. Garrido

Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

These notes are a written version of lectures given in the 2024 Les Houches Summer School on {\it Large deviations and applications}. They are are based on a series of works published over the last 25 years on steady properties of…

Mathematical Physics · Physics 2025-10-29 Bernard Derrida

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

Complex physical dynamics can often be modeled as a Markov jump process between mesoscopic configurations. When jumps between mesoscopic states are mediated by thermodynamic reservoirs, the time-irreversibility of the jump process is a…

Statistical Mechanics · Physics 2017-04-12 Todd R. Gingrich , Grant M. Rotskoff , Jordan M. Horowitz

The parametrically pumped Kerr model describes a driven-dissipative nonlinear cavity, whose nonequilibrium phase diagram features both continuous and discontinuous quantum phase transitions. We consider the consequences of these critical…

Quantum Physics · Physics 2022-10-26 Michael J. Kewming , Mark T. Mitchison , Gabriel T. Landi

We measure the full distribution of current fluctuations in a single-electron transistor with a controllable bistability. The conductance switches randomly between two levels due to the tunneling of single electrons in a separate…

Mesoscale and Nanoscale Physics · Physics 2017-01-04 S. Singh , J. T. Peltonen , I. M. Khaymovich , J. V. Koski , C. Flindt , J. P. Pekola