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We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…

Statistical Mechanics · Physics 2018-03-28 Stephen Whitelam

We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…

Probability · Mathematics 2016-12-13 Anatolii A. Puhalskii

Using the Markovian method, we study the stochastic nature of electrical discharge current fluctuations in the Helium plasma. Sinusoidal trends are extracted from the data set by the Fourier-Detrended Fluctuation analysis and consequently…

Statistical Mechanics · Physics 2011-04-21 S. Kimiagar , M. Sadegh Movahed , S. Khorram , M. Reza Rahimi Tabar

The distributions of work for strongly non-equilibrium processes are studied using a very general form of a large-deviation approach, which allows one to study distributions of almost arbitrary quantities of interest for equilibrium,…

Statistical Mechanics · Physics 2013-05-07 Alexander K. Hartmann

Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…

Soft Condensed Matter · Physics 2015-09-16 Roberto Cerbino , Yifei Sun , Aleksandar Donev , Alberto Vailati

We calculate the large deviation functions characterizing the long-time fluctuations of the occupation of drifted Brownian motion and show that these functions have non-analytic points. This provides the first example of dynamical phase…

Statistical Mechanics · Physics 2017-02-03 Pelerine Tsobgni Nyawo , Hugo Touchette

We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…

Statistical Mechanics · Physics 2021-09-15 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

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

We apply tensor networks to counting statistics for the stochastic particle transport in an out-of-equilibrium diffusive system. This system is composed of a one-dimensional channel in contact with two particle reservoirs at the ends. Two…

Statistical Mechanics · Physics 2022-12-14 Jiayin Gu , Fan Zhang

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Dynamical Systems · Mathematics 2017-09-15 Getachew K. Befekadu

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

We consider electron transport in ferromagnets or antiferromagnets sandwiched between metals. When spins in the magnetic materials precess, they emit currents into the surrounding conductors. Generally, adiabatic pumping in mesoscopic…

Mesoscale and Nanoscale Physics · Physics 2020-08-17 Arne Brataas

While thermodynamics is a useful tool to describe the driving of large systems close to equilibrium, fluctuations dominate the distribution of heat and work in small systems and far from equilibrium. We study the heat generated by driving a…

The recently developed effective field theory of fluctuations around thermal equilibrium is used to compute late-time correlation functions of conserved densities. Specializing to systems with a single conservation law, we find that the…

High Energy Physics - Theory · Physics 2019-12-24 Xinyi Chen-Lin , Luca V. Delacrétaz , Sean A. Hartnoll

Information thermodynamics provides a framework for studying the effect of feedback loops on entropy production. It has enabled the understanding of novel thermodynamic systems such as the information engine which can be seen as a modern…

Statistical Mechanics · Physics 2015-12-02 Michael Maitland , Stefan Grosskinsky , Rosemary J. Harris

Understanding the physics of nonequilibrium systems remains as one of the major challenges of theoretical physics. This problem can be cracked in part by investigating the macroscopic fluctuations of the currents characterizing…

Statistical Mechanics · Physics 2014-03-18 Pablo I. Hurtado , Carlos P. Espigares , Jesus J. del Pozo , Pedro L. Garrido

The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…

Statistical Mechanics · Physics 2018-09-14 Hugo Touchette , Rosemary J. Harris

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

Interacting particles diffusing in single-file is a fundamental model of transport in narrow channels where particles cannot bypass each other. An important result has been obtained by Kollmann [Phys. Rev. Lett. 90, 180602 (2003)] for the…

Statistical Mechanics · Physics 2025-07-24 Théotim Berlioz , Olivier Bénichou , Aurélien Grabsch