Related papers: Introduction to dynamical large deviations of Mark…
The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…
Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\int_{-T/2}^{T/2} x^n(t) dt$, $n=1,2, \dots$, of centered stationary Gaussian processes. These processes are correlated and,…
For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…
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…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…
The thermodynamic formalism, which was first developed for dynamical systems and then applied to discrete Markov processes, turns out to be well suited for continuous time Markov processes as well, provided the definitions are interpreted…
We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive…
In the course of Darwinian evolution of a population, punctualism is an important phenomenon whereby long periods of genetic stasis alternate with short periods of rapid evolutionary change. This paper provides a mathematical interpretation…
We study the current large deviations for a lattice model of interacting active particles displaying a motility-induced phase separation (MIPS). To do this, we first derive the exact fluctuating hydrodynamics of the model in the large…
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…
Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…
In this review, we systematically examine the principles and the practices of fluctuations such as the momentum and the charge fluctuations as applied to the heavy ion collisions. Main emphases are: (i) Fluctuations as signals of phase…
We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…
We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used…
An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…
For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…
In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of…