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Related papers: Anomalous scaling of dynamical large deviations

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A general nonequilibrium thermodynamic theory is developed for time-dependent Langevin dynamics, starting from the common definition of nonequilibrium Gibbs entropy. It is shown that the notations appearing in the First and the Second Law…

Statistical Mechanics · Physics 2009-04-15 Hao Ge

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…

Statistical Mechanics · Physics 2015-08-17 Raphael Chetrite , Hugo Touchette

Critical states are sometimes identified experimentally through power-law statistics or universal scaling functions. We show here that such features naturally emerge from networks in self-sustained irregular regimes away from criticality.…

Neurons and Cognition · Quantitative Biology 2017-02-08 Jonathan Touboul , Alain Destexhe

In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…

Statistical Mechanics · Physics 2017-09-19 A. Faggionato

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus

By examining the deterministic limit of a general $\epsilon$-dependent generator for Markovian dynamics, which includes the continuous Fokker-Planck equations and discrete chemical master equations as two special cases, the intrinsic…

Probability · Mathematics 2021-10-27 Liu Hong , Hong Qian

We analyze the non-linear generalized Langevin equation which contains a thermodynamic force. We show that even for systems in thermal equilibrium the presence of the thermodynamic force implies that the auto-correlation function of the…

Statistical Mechanics · Physics 2025-11-03 Fabian Koch , Tabita Wasmer , Tanja Schilling

We investigate the statistical properties of fluctuations in active systems that are governed by non-symmetric responses. Both an underdamped Langevin system with an odd resistance tensor and an overdamped Langevin system with an odd…

Soft Condensed Matter · Physics 2022-09-13 Kento Yasuda , Kenta Ishimoto , Akira Kobayashi , Li-Shing Lin , Isamu Sou , Yuto Hosaka , Shigeyuki Komura

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…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

We consider the long-term evolution of an inhomogeneous long-range interacting $N$-body system. Placing ourselves in the dynamically hot limit, i.e. neglecting collective effects, we derive a large deviation principle for the system's…

Statistical Mechanics · Physics 2023-08-17 Ouassim Feliachi , Jean-Baptiste Fouvry

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber

We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…

Mathematical Physics · Physics 2015-06-19 R. Joubaud , G. Pavliotis , G. Stoltz

We obtain macroscopic adiabatic thermodynamic transformations by space-time scalings of a microscopic Hamiltonian dynamics subject to random collisions with the environment. The microscopic dynamics is given by a chain of oscillators…

Statistical Mechanics · Physics 2014-12-12 Stefano Olla , Marielle Simon

In self-gravitating stars, two dimensional or geophysical flows and in plasmas, long range interactions imply a lack of additivity for the energy; as a consequence, the usual thermodynamic limit is not appropriate. However, by contrast with…

Statistical Mechanics · Physics 2009-11-13 Freddy Bouchet , Julien Barré , Antoine Venaille

We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…

Statistical Mechanics · Physics 2015-06-17 Himani Sachdeva , Mustansir Barma

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

Statistical Mechanics · Physics 2016-04-11 Gianmaria Falasco , Marco Baiesi

We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…

Chaotic Dynamics · Physics 2009-11-13 Kirone Mallick

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

Statistical Mechanics · Physics 2012-12-03 A. C. Barato , R. Chetrite

We consider a macroscopic system in contact with boundary reservoirs and/or under the action of an external field. We discuss the case in which the external forcing depends explicitly on time and drives the system from a nonequilibrium…

Statistical Mechanics · Physics 2015-06-05 L. Bertini , D. Gabrielli , G. Jona-Lasinio , C. Landim