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Related papers: Anomalous scaling of dynamical large deviations

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A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

Statistical Mechanics · Physics 2023-03-30 Florian Angeletti , Hugo Touchette

A model of the passive vector quantity advected by a Gaussian time-decorrelated self-similar velocity field is studied; the effects of pressure and large-scale anisotropy are discussed. The inertial-range behavior of the pair correlation…

Chaotic Dynamics · Physics 2009-11-07 L. Ts. Adzhemyan , N. V. Antonov , A. V. Runov

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…

Statistical Mechanics · Physics 2011-01-07 Juan Ruben Gomez-Solano , Artyom Petrosyan , Sergio Ciliberto , Christian Maes

We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm,…

Statistical Mechanics · Physics 2007-12-03 Vivien Lecomte , Julien Tailleur

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows…

Optimization and Control · Mathematics 2021-07-15 Yu-Jui Huang , Zhou Zhou

We study the time correlation function of a density field in two-dimensional driven diffusive systems within the framework of fluctuating hydrodynamics. It is found that the time correlation exhibits power-law behavior in an intermediate…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Michio Otsuki , Shin-ichi Sasa

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…

Quantum Physics · Physics 2009-08-07 Adrian A. Budini Paolo Grigolini

Kraichnan's model of passive scalar advection in which the driving velocity field has fast temporal decorrelation is studied as a case model for understanding the appearance of anomalous scaling in turbulent systems. We demonstrate how the…

chao-dyn · Physics 2016-08-31 A. Fairhall , O. Gat , V. S. L'vov , I. Procaccia

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

Singularities of dynamical large-deviation functions are often interpreted as the signal of a dynamical phase transition and the coexistence of distinct dynamical phases, by analogy with the correspondence between singularities of free…

Statistical Mechanics · Physics 2021-04-13 Stephen Whitelam , Daniel Jacobson

We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…

Statistical Mechanics · Physics 2009-11-13 L. Delfini , S. Denisov , S. Lepri , R. Livi , P. K. Mohanty , A. Politi

The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for…

Statistical Mechanics · Physics 2019-07-24 Tan Van Vu , Yoshihiko Hasegawa

We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…

Statistical Mechanics · Physics 2014-03-12 Takahiro Nemoto , Shin-ichi Sasa

The statistical properties of turbulent flows are fundamentally different from those of systems at equilibrium due to the presence of an energy flux from the scales of injection to those where energy is dissipated by the viscous forces: a…

Statistical Mechanics · Physics 2024-01-17 Niccolò Cocciaglia , Massimo Cencini , Angelo Vulpiani

We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics…

Statistical Mechanics · Physics 2009-11-11 Vladimir Y. Chernyak , Michael Chertkov , Christopher Jarzynski

The power spectral density of an observable quantifies the amount of fluctuations at a given frequency and can reveal the influence of different timescales on the observable's dynamics. Here, we show that the spectral density in a…

Statistical Mechanics · Physics 2023-06-02 Andreas Dechant

We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…

Statistical Mechanics · Physics 2023-06-02 Haoran Yang , Hao Ge
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