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We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…
Asymptotic behavior of distribution functions of local quantities in disordered conductors is studied in the weak disorder limit by means of an optimal fluctuation method. It is argued that this method is more appropriate for the study of…
A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…
We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…
The classical theory of linear response applies to statistical mechanics close to equilibrium. Away from equilibrium, one may describe the microscopic time evolution by a general differentiable dynamical system, identify nonequilibrium…
A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…
We investigate non-equilibrium behavior of driven dissipative systems, using the model presented in [Phys. Rev. Lett. 93, 240601 (2004)]. We solve the non-Boltzmann steady state energy distribution and the temporal evolution to it, and find…
The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…
Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…
In this paper, we study small-time asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H\in(1/2,1)$ and magnitude $\ep^H$. By building up a…
We study the statistics of work, dissipation, and entropy production of a quantum quasi-isothermal process, where the system remains close to the thermal equilibrium along the transformation. We derive a general analytic expression for the…
The superiority of symplectic methods for stochastic Hamiltonian systems has been widely recognized, yet the probabilistic mechanism behind this superiority remains incompletely understood. This paper studies the superiority of symplectic…
The standard Large Deviation Theory (LDT) is mathematically illustrated by the Boltzmann-Gibbs factor which describes the thermal equilibrium of short-range-interacting many-body Hamiltonian systems, the velocity distribution of which is…
The study of chaotic systems, where rare events play a pivotal role, is essential for understanding complex dynamics due to their sensitivity to initial conditions. Recently, tools from large deviation theory, typically applied in the…
We present a general framework for deriving entropy production rates (EPRs) in active matter systems driven by non-Gaussian active fluctuations. Employing the probability-flow equivalence technique, we rigorously obtain an entropy…
We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…