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We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…

Statistical Mechanics · Physics 2018-10-02 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

In this paper, the inherent gradient flow structures of thermo-poro-visco-elastic processes in porous media are examined for the first time. In the first part, a modelling framework is introduced aiming for describing such processes as…

Numerical Analysis · Mathematics 2019-11-27 Jakub Wiktor Both , Kundan Kumar , Jan Martin Nordbotten , Florin Adrian Radu

We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…

Mathematical Physics · Physics 2016-01-21 Batu Güneysu , Oliver Matte , Jacob Schach Møller

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle

We study the fluctuations of the integrated density current across the origin up to time $T$ in a lattice model of active particles with hard-core interactions. This model is amenable to an exact description within a fluctuating…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose , Rahul Dandekar , Kabir Ramola

We propose a new theoretical framework that exploits convolution kernels to transform a Volterra-type path-dependent (non-Markovian) stochastic process into a standard (Markovian) diffusion process. Remarkably, it is also possible to go…

Mathematical Finance · Quantitative Finance 2025-10-10 Ofelia Bonesini , Giorgia Callegaro , Martino Grasselli , Gilles Pagès

The subject matter of this work is a 1D quantum spin - $\frac{1}{2}$ chain associated with the inhomogeneous six-vertex model possessing an additional ${\cal Z}_r$ symmetry. The model is studied in a certain parametric domain, where it is…

High Energy Physics - Theory · Physics 2023-07-19 Gleb A. Kotousov , Sergei L. Lukyanov

This work evaluates the magnitude of the turbulent energy cascade in terms of forward and backward scattering by modeling the "stretch and fold" mechanism through a drift-free Hanggi-Klimontovich stochastic process. Mapping this dynamics…

Fluid Dynamics · Physics 2026-05-26 Nicola de Divitiis

We consider the stochastic evolution of a 1+1-dimensional interface (or polymer) in presence of a substrate. This stochastic process is a dynamical version of the homogeneous pinning model. We start from a configuration far from…

Mathematical Physics · Physics 2013-04-29 Hubert Lacoin

Controlling the quantum many-body state of arrays of qudits, possessing a large local Hilbert space, opens the path to a broad range of possibilities for many-particle entanglement, interesting both for fundamental quantum science, as well…

Quantum Physics · Physics 2023-09-12 Youssef Trifa , Tommaso Roscilde

In a Hilbert framework, we introduce continuous and discrete dynamical systems which aim at solving inclusions governed by structured monotone operators $A=\partial\Phi+B$, where $\partial\Phi$ is the subdifferential of a convex lower…

Optimization and Control · Mathematics 2014-03-26 Boushra Abbas , Hedy Attouch

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

Statistical Mechanics · Physics 2018-06-21 Andre C Barato , Raphael Chetrite

Quantum dynamics of strongly correlated systems is a challenging problem. Although the low energy fractional excitations of one dimensional integrable models are often well-understood, exploring quantum dynamics in these systems remains…

Strongly Correlated Electrons · Physics 2019-11-13 Wang Yang , Jianda Wu , Shenglong Xu , Zhe Wang , Congjun Wu

Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…

Statistical Mechanics · Physics 2020-01-24 S. De Nicola , B. Doyon , M. J. Bhaseen

In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…

Statistical Mechanics · Physics 2015-05-13 Vladimir Y. Chernyak , Michael Chertkov , Sergey V. Malinin , Razvan Teodorescu

We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems and McKean-Vlasov Stochastic Differential Equations…

Probability · Mathematics 2023-03-28 Xingyuan Chen , Goncalo dos Reis

This article is an invitation. It is, first, an invitation to consider as a subject worthy of attention the wide range of situations where small discrete elements, either bubbles, droplets or solid particles, are embedded in turbulent…

Fluid Dynamics · Physics 2023-11-06 Jean-Pierre Minier , Christophe Henry

Recently there has been a renewed interest in properties of the higher-spin Kitaev models, especially their low-dimensional analogues with additional interactions. These quasi-1D systems exhibit rich phase diagrams with symmetry-protected…

Strongly Correlated Electrons · Physics 2022-04-12 Jacob S. Gordon , Hae-Young Kee

We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

Statistics Theory · Mathematics 2021-09-20 Teppei Ogihara , Mitja Stadje