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Related papers: Anomalous scaling of dynamical large deviations

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We study the out of equilibrium dynamics of an elastic manifold in a random potential using mean-field theory. We find two asymptotic time regimes: (i) stationary dynamics, (ii) slow aging dynamics with violation of equilibrium theorems. We…

Condensed Matter · Physics 2009-10-28 Leticia F. Cugliandolo , Jorge Kurchan , Pierre Le Doussal

Stochastic thermodynamics (ST) for delayed Langevin systems are discussed. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well-defined in a similar way as that in a…

Statistical Mechanics · Physics 2011-06-28 Huijun Jiang , Tiejun Xiao , Zhonghuai Hou

We present a conformal theory for intermittent scalar fields. As an example, we consider the energy flux from large to small scales in the developed turbulent flow. The conformal correlation functions are found in the inertial range of…

Chaotic Dynamics · Physics 2007-05-23 G. A. Kuzmin

We study the anomalous dynamical scaling of equilibrium correlations in one dimensional systems. Two different models are compared: the Fermi-Pasta-Ulam chain with cubic and quartic nonlinearity and a gas of point particles interacting…

In these lectures, we shall present some remarkable results that have been obtained for systems far from equilibrium during the last two decades. We shall put a special emphasis on the concept of large deviation functions that provide us…

Statistical Mechanics · Physics 2015-06-23 Kirone Mallick

We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich

We address the general problem of formulating the dynamical large deviations of non-Markovian systems in a closed form. Specifically, we consider a broad class of ``self-interacting'' jump processes whose dynamics depends on the past…

Statistical Mechanics · Physics 2026-03-25 Francesco Coghi , Amarjit Budhiraja , Juan P. Garrahan

Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…

Statistical Mechanics · Physics 2022-08-16 Mingnan Ding , Xiangjun Xing

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

Probability · Mathematics 2017-08-25 Arnab Ganguly

We study the dynamic scaling hypothesis in invariant surface growth. We show that the existence of power-law scaling of the correlation functions (scale invariance) does not determine a unique dynamic scaling form of the correlation…

Statistical Mechanics · Physics 2009-10-31 JJ Ramasco , JM Lopez , MA Rodriguez

Time-reversal symmetry of microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the detailed balance. On the other hand, cyclic Markov processes that do not admit equilibrium distributions with…

Statistical Mechanics · Physics 2018-03-21 Julian Lee

There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

Fundamental interactions are either fully or nearly symmetric under time reversal. But macroscopic phenomena have a definite arrow of time. Though there is no convergence on the origin of time's preferential direction, many researchers…

Fluid Dynamics · Physics 2019-11-25 Mahendra K. Verma

We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…

Probability · Mathematics 2011-07-19 Konstantinos Spiliopoulos

We study the entropy production in a macroscopic nonequilibrium system that undergoes an order-disorder phase transition. Entropy production is a characteristic feature of nonequilibrium dynamics with broken detailed balance. It is found…

Statistical Mechanics · Physics 2016-01-20 Pyoung-Seop Shim , Hyun-Myung Chun , Jae Dong Noh

We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…

Computational Physics · Physics 2020-11-03 Xiaocheng Shang , Martin Kröger

Phase transitions, sharp in the thermodynamic limit, get smeared in finite systems where macroscopic order-parameter fluctuations dominate. Achieving a coherent and complete theoretical description of these fluctuations is a central…

Statistical Mechanics · Physics 2025-10-06 Rupak Majumder , Julien Barré , Shamik Gupta

We consider the problem of inferring the dynamics of unknown (i.e. hidden) nodes from a set of observed trajectories and study analytically the average prediction error and the typical relaxation time of correlations between errors. We…

Disordered Systems and Neural Networks · Physics 2017-06-23 Barbara Bravi , Peter Sollich

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…

Chaotic Dynamics · Physics 2009-11-07 F. Ginelli , R. Livi , A. Politi