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We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…

Probability · Mathematics 2012-09-26 Amarjit Budhiraja , Paul Dupuis , Markus Fischer

For $s\geqslant d$, we obtain the leading term as $N\to \infty$ of the maximal weighted $N$-point Riesz $s$-polarization (or Chebyshev constant) for a certain class of $d$-rectifiable compact subsets of $\mathbb{R}^p$. This class includes…

Classical Analysis and ODEs · Mathematics 2017-03-02 S. V. Borodachov , D. P. Hardin , A. Reznikov , E. B. Saff

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles. For $N \in \mathbb N$, we consider random $N \times N$ symmetric matrices $H^N$ which are such that…

Probability · Mathematics 2024-03-25 Raphaël Ducatez , Alice Guionnet , Jonathan Husson

We consider the $N$-component Ginzburg-Landau model in the large $N$ limit, the system being embedded in an external constant magnetic field and confined between two parallel planes a distance $L$ apart from one another. On physical…

Superconductivity · Physics 2009-11-10 L. M. Abreu , A. P. C. Malbouisson , J. M. C. Malbouisson , A. E. Santana

We analyze the continuous time evolution of a $d$-dimensional system of $N$ self propelled particles with a kinematic constraint on the velocities inspired by the original Vicsek's one \cite{VCB-JCS}. Interactions among particles are…

Mathematical Physics · Physics 2014-07-29 Michele Gianfelice , Enza Orlandi

We investigate a two-dimensional classical $-vector model with a generic nearest-neighbor interaction $W(\bsigma_i\cdot \bsigma_j)$ in the large-N limit, focusing on the finite-temperature transition point at which energy-energy…

Statistical Mechanics · Physics 2011-07-19 Sergio Caracciolo , Bortolo Matteo Mognetti , Andrea Pelissetto

We establish a large deviation principle for a reflected Poisson driven SDE. Our motivation is to study in a forthcoming paper the problem of exit of such a process from the basin of attraction of a locally stable equilibrium associated…

Probability · Mathematics 2020-03-09 Etienne Pardoux , Brice Samegni-Kepgnou

We consider an infinite system of particles on a line performing identical Brownian motions and interacting through the $|x-y|^{-s}$ Riesz potential, causing the over-damped motion of particles. We investigate fluctuations of the integrated…

Statistical Mechanics · Physics 2026-01-23 Rahul Dandekar , P. L. Krapivsky , Kirone Mallick

We study the derivation of the Gibbs measure for the nonlinear Schr\"{o}dinger equation (NLS) from many-body quantum thermal states in the high-temperature limit. In this paper, we consider the nonlocal NLS with defocusing and unbounded…

Analysis of PDEs · Mathematics 2019-06-12 Vedran Sohinger

In a recent work [Reible et al., Phys. Rev. Res. 5, 023156, 2023], it has been shown that the mean particle-particle interaction across an ideal surface that divides a system into two parts, can be employed to estimate the size dependence…

Statistical Mechanics · Physics 2024-01-25 Luigi Delle Site , Carsten Hartmann

We prove large deviation principles for $\int_0^t \gamma(X_s)ds$, where $X$ is a $d$-dimensional self-similar Gaussian process and $\gamma(x)$ takes the form of the Dirac delta function $\delta(x)$, $|x|^{-\beta}$ with $\beta\in (0,d)$, or…

Probability · Mathematics 2020-01-22 Xiaoming Song

We introduce and prove a maximum principle for a natural quantity related to the $k$-point correlation function of the classical one-component Coulomb gas. As an application, we show that the gas is confined to the droplet by a well-known…

Probability · Mathematics 2025-01-07 Eric Thoma

We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

Biological and engineered systems operate by coupling function to the transfer of heat and/or particles down a thermal or chemical gradient. In idealized \textit{deterministically} driven systems, thermodynamic control can be exerted…

Statistical Mechanics · Physics 2016-01-06 Benjamin B. Machta

Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…

Probability · Mathematics 2021-01-01 Amarjit Budhiraja , Michael Conroy

Given a Lipschitz function $f:\{1,...,d\}^\mathbb{N} \to \mathbb{R}$, for each $\beta>0$ we denote by $\mu_\beta$ the equilibrium measure of $\beta f$ and by $h_\beta$ the main eigenfunction of the Ruelle Operator $L_{\beta f}$. Assuming…

Dynamical Systems · Mathematics 2017-03-16 Jairo K. Mengue

We consider the minimal energy problem on the unit sphere $\mathbb{S}^d$ in the Euclidean space $\mathbb{R}^{d+1}$ in the presence of an external field $Q$, where the energy arises from the Riesz potential $1/r^s$ (where $r$ is the…

Mathematical Physics · Physics 2015-12-24 Johann S. Brauchart , Peter D. Dragnev , Edward B. Saff

Recently Biskup et al. [Europhys. Lett. 60 (2002) 21] studied the behaviour of d-dimensional finite-volume liquid-vapour systems at a fixed excess $\delta N$ of particles above the ambient gas density. They identify a dimensionless…

High Energy Physics - Lattice · Physics 2007-05-23 Andreas Nussbaumer , Elmar Bittner , Wolfhard Janke

We study a large family of Riesz-type singular interaction potentials with anisotropy in two dimensions. Their associated global energy minimizers are given by explicit formulas whose supports are determined by ellipses under certain…

Analysis of PDEs · Mathematics 2022-09-28 José A. Carrillo , Ruiwen Shu