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Related papers: Anomalous scaling of dynamical large deviations

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We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…

Statistical Mechanics · Physics 2023-08-23 Naftali R. Smith

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…

Chaotic Dynamics · Physics 2014-12-19 Kirone Mallick

The renormalization group and operator product expansion are applied to the model of a passive scalar quantity advected by the Gaussian self-similar velocity field with finite, and not small, correlation time. The inertial-range energy…

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

We establish anomalous inertial range scaling of structure functions for a model of advection of a passive scalar by a random velocity field. The velocity statistics is taken gaussian with decorrelation in time and velocity differences…

chao-dyn · Physics 2016-08-31 Krzysztof Gawedzki , Antti Kupiainen

We describe a framework to significantly reduce the computational effort to evaluate large deviation functions of time integrated observables within nonequilibrium steady states. We do this by incorporating an auxiliary dynamics into…

Statistical Mechanics · Physics 2018-05-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…

Statistical Mechanics · Physics 2010-12-09 David Andrieux

We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…

Soft Condensed Matter · Physics 2021-09-29 James E. McClure , Steffen Berg , Ryan T. Armstrong

Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…

Statistical Mechanics · Physics 2013-01-31 David A. Sivak , John D. Chodera , Gavin E. Crooks

Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…

Statistical Mechanics · Physics 2016-08-24 Johannes Hoppenau , Daniel Nickelsen , Andreas Engel

We define the {\it violation fraction} $\nu$ as the cumulative fraction of time that the entropy change is negative during single realizations of processes in phase space. This quantity depends both on the number of degrees of freedom $N$…

Statistical Mechanics · Physics 2014-03-27 Reinaldo García-García , Daniel Domínguez

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

Energy flow in bio-molecular motors and machines are vital to their function. Yet experimental observations are often limited to a small subset of variables that participate in energy transport and dissipation. Here we show, through a…

Statistical Mechanics · Physics 2016-08-17 Shou-Wen Wang , Kyogo Kawaguchi , Shin-ichi Sasa , Lei-Han Tang

Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…

Statistical Mechanics · Physics 2016-01-06 Janusz M. Meylahn , Sanjib Sabhapandit , Hugo Touchette

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

Statistical Mechanics · Physics 2009-08-13 Golan Bel , Ilya Nemenman

We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…

Statistical Mechanics · Physics 2015-12-17 Raphael Chetrite , Hugo Touchette

Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…

Physics and Society · Physics 2008-04-24 Zoltan Eisler , Imre Bartos , Janos Kertesz

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…

Probability · Mathematics 2007-05-23 Anton Bovier , Veronique Gayrard

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…

Statistical Mechanics · Physics 2017-03-01 M. L. Rosinberg , G. Tarjus , T. Munakata