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Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…

Statistical Mechanics · Physics 2025-09-08 Giorgio Nicoletti , Daniel M. Busiello

The formation of small droplets and bubbles in turbulent flows is a crucial process in geophysics and engineering, whose underlying physical mechanism remains a puzzle. In this letter, we address this problem by means of high-resolution…

We extend the energetic variational approach so it can be applied to a chemical reaction system with general mass action kinetics. Our approach starts with an energy-dissipation law. We show that the chemical equilibrium is determined by…

Chemical Physics · Physics 2021-01-04 Yiwei Wang , Chun Liu , Pei Liu , Bob Eisenberg

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…

Statistical Mechanics · Physics 2020-05-20 Robert L. Jack

Limit theorems for a linear dynamical system with random interactions are established. These theorems enable us to characterize the dynamics of a large complex system in details and assess whether a large complex system is stable or…

Mathematical Physics · Physics 2011-11-10 J. F. Feng , M. Shcherbina , B. Tirozzi

We investigate the non-equilibrium large deviations function of the particle densities in two steady-state driven systems exchanging particles at a vanishing rate. We first derive through a systematic multi-scale analysis the coarse-grained…

Statistical Mechanics · Physics 2020-08-26 Jules Guioth , Éric Bertin

The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…

Analysis of PDEs · Mathematics 2026-02-09 Valentin Pesce

We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…

Probability · Mathematics 2016-09-19 Rohini Kumar , Lea Popovic

A one-dimensional reaction-diffusion model consisting of two species of particles and vacancies on a ring is introduced. The number of particles in one species is conserved while in the other species it can fluctuate because of creation and…

Statistical Mechanics · Physics 2009-11-13 F H Jafarpour , B Ghavami

We study reaction diffusion equations with a deterministic reaction term as well as two random reaction terms, one that acts on the interior of the domain, and another that acts only on the boundary of the domain. We are interested in the…

Probability · Mathematics 2018-04-16 Sandra Cerrai , Nicholas Paskal

We consider a system of $N$ identical independent Markov processes, each taking values 0 or 1. The system describes a stochastic dynamics of an ensemble of two-level atoms. The atoms are exposed to a photon flux. Under the photon flux…

Probability · Mathematics 2019-05-01 E. Pechersky , S. Pirogov , G. M. Schütz , A. Vladimirov , A. Yambartsev

Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…

Statistical Mechanics · Physics 2018-03-13 L. Turban , J. -Y. Fortin

We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…

Probability · Mathematics 2016-12-13 Anatolii A. Puhalskii

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

We study simple models of intermittency, involving switching between two states, within the dynamical large-deviation formalism. Singularities appear in the formalism when switching is cooperative, or when its basic timescale diverges. In…

Statistical Mechanics · Physics 2018-06-13 Stephen Whitelam

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

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…

Probability · Mathematics 2009-03-17 Nicolas Champagnat

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

We investigate the emergence of sustained spatio-temporal behaviors in reaction-phase separation systems. We focus on binary systems, in which either one or both species can phase separate, and we discuss the stability of the homogeneous…

Pattern Formation and Solitons · Physics 2024-08-08 Dino Osmanovic , Elisa Franco
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