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Related papers: Introduction to dynamical large deviations of Mark…

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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

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

Analysis of PDEs · Mathematics 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

We propose a method to calculate the large deviations of current fluctuations in a class of stochastic particle systems with history-dependent rates. Long-range temporal correlations are seen to alter the speed of the large deviation…

Statistical Mechanics · Physics 2009-08-07 R. J. Harris , H. Touchette

In this work we focus on fluctuations of time-integrated observables for a particle diffusing in a one-dimensional periodic potential in the weak-noise asymptotics. Our interest goes to rare trajectories presenting an atypical value of the…

Statistical Mechanics · Physics 2019-03-05 Nicolás Tizón-Escamilla , Vivien Lecomte , Eric Bertin

In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

Statistical Mechanics · Physics 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…

Statistical Mechanics · Physics 2022-11-30 Max Innerbichler , Andrei Militaru , Martin Frimmer , Lukas Novotny , Christoph Dellago

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

Mathematical Physics · Physics 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn

There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

We provide a general macrostatistical formulation of nonequilibrium steady states of reservoir driven quantum systems. This formulation is centred on the large scale properties of the locally conserved hydrodynamical observables, and our…

Mathematical Physics · Physics 2009-11-11 Geoffrey L. Sewell

Using the initial-value formulation, a dynamic theory for systems evolving according to a Generalized Langevin Equation is developed, providing more restrictive conditions on the existence of equilibrium behavior and its…

Statistical Mechanics · Physics 2024-03-11 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…

Statistical Mechanics · Physics 2015-06-02 Akihisa Ichiki , Masayuki Ohzeki

The recent work, Nemoto and Sasa [Phys. Rev. E, 83: 030105(R) (2011)], has shown that large deviations of the current characterizing a nonequilibrium system are obtained by observing the typical current for a modified system specified by a…

Statistical Mechanics · Physics 2013-07-24 Yuki Sughiyama , Masayuki Ohzeki

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…

Statistical Mechanics · Physics 2007-05-23 Frederic Douarche , Sylvain Joubaud , Nicolas B. Garnier , Artem Petrosyan , Sergio Ciliberto

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We consider two approaches to study non-reversible Markov processes, namely the Hypocoercivity Theory (HT) and GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling); the basic idea behind both of them is to split…

Probability · Mathematics 2023-01-25 Manh Hong Duong , Michela Ottobre

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

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in…

Statistical Mechanics · Physics 2015-06-23 S. Delong , Y. Sun , B. E. Griffith , E. Vanden-Eijnden , A. Donev

This article traces the development of fluctuation theory and its deep connection to irreversibility, from equilibrium to near-equilibrium, and finally to far-from-equilibrium systems. Classical fluctuation theorems, which capture the…

Quantum Physics · Physics 2025-12-30 Sounak Bandyopadhyay , Arnab Ghosh
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