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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

The denaturation transition of circular DNA is studied within a Poland-Scheraga type approach, generalized to account for the fact that the total linking number (LK), which measures the number of windings of one strand around the other, is…

Statistical Mechanics · Physics 2015-06-05 Amir Bar , Alkan Kabakçıoğlu , David Mukamel

We study numerically a disordered version of the model for DNA denaturation transition (DSAW-DNA) consisting of two interacting SAWs in 3d, which undergoes a first order transition in the homogeneous case. The two possible values eAT and…

Soft Condensed Matter · Physics 2009-11-11 Barbara Coluzzi

The formation of local denaturation zones (bubbles) in double-stranded DNA is an important example for conformational changes of biological macromolecules. We study the dynamics of bubble formation in terms of a Fokker-Planck equation for…

Soft Condensed Matter · Physics 2009-11-10 Andreas Hanke , Ralf Metzler

This paper is concerned with classes of models of stochastic reaction dynamics with time-scales separation. We demonstrate that the existence of the time-scale separation naturally leads to the application of the averaging principle and…

Computational Physics · Physics 2007-05-23 Sergey Plyasunov

We examine the regenerative cutting process by using a single degree of freedom non-smooth model with a friction component and a time delay term. Instead of the standard Lyapunov exponent calculations, we propose a statistical 0-1 test…

Chaotic Dynamics · Physics 2012-01-25 Grzegorz Litak , Sven Schubert , Guenter Radons

At low temperatures and strong friction the time evolution of the density distribution in position follows a quantum Smoluchowski equation. Recently, also higher-order contributions of quantum fluctuations to drift and diffusion…

Statistical Mechanics · Physics 2015-03-17 Stefan A. Maier , Joachim Ankerhold

Piecewise-deterministic Markov processes (PDMPs) are often used to model abrupt changes in the global environment or capabilities of a controlled system. This is typically done by considering a set of "operating modes" (each with its own…

Optimization and Control · Mathematics 2025-02-13 Marissa Gee , Alexander Vladimirsky

A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…

Statistical Mechanics · Physics 2023-09-01 Indrani Bose

The initial time-dependence of a state in circumstances where it makes transitions to, or decay to, a second state has been investigated. In classical stochastic processes, the observed time dependence of transition or decay proportional to…

High Energy Physics - Phenomenology · Physics 2023-03-15 Maciej Rybczyński , Zbigniew Włodarczyk

We introduce and study a class of particle hopping models consisting of a single box coupled to a pair of reservoirs. Despite being zero-dimensional, in the limit of large particle number and long observation time, the current and activity…

Statistical Mechanics · Physics 2022-08-31 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

We analyse dynamical large deviations of quantum trajectories in Markovian open quantum systems in their full generality. We derive a {\em quantum level-2.5 large deviation principle} for these systems, which describes the joint…

Statistical Mechanics · Physics 2019-04-10 Federico Carollo , Robert L. Jack , Juan P. Garrahan

In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…

Statistical Mechanics · Physics 2017-09-19 A. Faggionato

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

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

Statistical Mechanics · Physics 2022-01-13 Cecile Monthus

We investigate the dynamics following sudden quenches across quantum critical points belonging to different universality classes. Specifically, we use matrix product state methods to study the quantum Ising chain in the presence of two…

Strongly Correlated Electrons · Physics 2013-05-07 C. Karrasch , D. Schuricht

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

Probability · Mathematics 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

To study the fluctuations and dynamics in chemical reaction processes, stochastic differential equations based on the rate equation involving chemical concentrations are often adopted. When the number of molecules is very small, however,…

Chemical Physics · Physics 2007-05-23 Yuichi Togashi , Kunihiko Kaneko

We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous…

Statistical Mechanics · Physics 2019-06-26 Bernard Derrida , Tridib Sadhu

Recently the so-called Prabhakar generalization of the fractional Poisson counting process attracted much interest for his flexibility to adapt real world situations. In this renewal process the waiting times between events are IID…

Probability · Mathematics 2020-12-10 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos