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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 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

Driven diffusive systems may undergo phase transitions to sustain atypical values of the current. This leads in some cases to symmetry-broken space-time trajectories which enhance the probability of such fluctuations. Here we shed light on…

Statistical Mechanics · Physics 2018-12-19 Carlos Pérez-Espigares , Federico Carollo , Juan P. Garrahan , Pablo I. Hurtado

We analyze the noise in a multi-terminal multi-channel conductor under arbitrary time-dependent driving and subject to -- possibly large -- static potential and temperature biases. We show that the full out-of-equilibrium zero-frequency…

Mesoscale and Nanoscale Physics · Physics 2025-09-10 Ludovico Tesser , José Balduque , Janine Splettstoesser

For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…

Probability · Mathematics 2020-12-29 Lea Popovic

How condensed-matter simulations depend on the number of molecules being simulated ($N$) is sometimes itself a valuable piece of information. Liquid crystals provide a case in point. Light scattering and $2d$-IR experiments on…

Soft Condensed Matter · Physics 2024-12-20 Eleftherios Mainas , Richard M. Stratt

The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…

Data Analysis, Statistics and Probability · Physics 2023-11-02 William Davis

We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical…

Statistical Mechanics · Physics 2020-04-22 Lydia Chabane , Raphaël Chétrite , Gatien Verley

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

We derive a universal bound on the large-deviation functions of particle currents in coherent conductors. This bound depends only on the mean value of the relevant current and the total rate of entropy production required to maintain a…

Statistical Mechanics · Physics 2025-10-24 Kay Brandner , Keiji Saito

For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…

Statistical Mechanics · Physics 2024-01-22 Cecile Monthus

We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to…

Statistical Mechanics · Physics 2015-05-13 B. Derrida , A. Gerschenfeld

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

Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

Statistical Mechanics · Physics 2013-12-03 Artur Wachtel

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 obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…

Statistical Mechanics · Physics 2021-02-03 Bernard Derrida , Ori Hirschberg , Tridib Sadhu

We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…

Probability · Mathematics 2010-09-03 T. Bodineau , M. Lagouge

We consider the weakly asymmetric simple exclusion process on a ring, driven out of equilibrium by tilting the dynamics so as to enforce a macroscopic current of particles on a large time interval. In this current-biased dynamics, the tilt…

Probability · Mathematics 2023-10-26 Benoit Dagallier

Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…

Mathematical Physics · Physics 2026-05-14 Paolo Cifani , Franco Flandoli , Andrea Zanoni

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner
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