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Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…

Probability · Mathematics 2009-08-03 Michel Benaim , Olivier Raimond

We consider a model of lattice gas dynamics in the d-dimensional cubic lattice in the presence of disorder. If the particle interaction is only mutual exclusion and if the disorder field is given by i.i.d. bounded random variables, we prove…

Probability · Mathematics 2007-05-23 A. Faggionato , F. Martinelli

We consider the quasi-deterministic behavior of systems with a large number, $n$, of deterministically interacting constituents. This work extends the results of a previous paper [J. Stat. Phys. 99:1225-1249 (2000)] to include vector-valued…

Statistical Mechanics · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

In this thesis we investigate the instabilities of superfluids at finite superflow by means of a hydrodynamical approach. We find that at a finite value of the background superfluid velocity a hydrodynamic collective mode crosses to the…

High Energy Physics - Theory · Physics 2024-01-10 Filippo Sottovia

We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise…

Probability · Mathematics 2019-09-04 Roberto I. Oliveira , Guilherme Reis

Relativistic hydrodynamics of classic plasmas is derived from the microscopic model in the limit of ideal plasmas. The chain of equations is constructed step by step starting from the concentration evolution. It happens that the energy…

Plasma Physics · Physics 2023-08-09 Pavel A. Andreev

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…

Probability · Mathematics 2020-10-15 Daniel Remenik

We consider attractive particle systems in $\Z^d$ with product invariant measures. We prove that when particles are restricted to a subset of $\Z^d$, with birth and death dynamics at the boundaries, the hydrodynamic limit is given by the…

Probability · Mathematics 2011-09-05 Christophe Bahadoran

This article considers some classes of models dealing with the dynamics of discrete curves subjected to stochastic deformations. It turns out that the problems of interest can be set in terms of interacting exclusion processes, the ultimate…

Probability · Mathematics 2012-01-26 Guy Fayolle , Cyril Furtlehner

A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…

Probability · Mathematics 2012-10-02 Mustapha Mourragui , Enza Orlandi

We investigate asymptotic convergence in the~$\Delta x \!\rightarrow\! 0$ limit as a tool for determining whether numerical computations involving shocks are accurate. We use one-dimensional operator-split finite-difference schemes for…

Astrophysics · Physics 2009-09-25 Paul A. Kimoto , David F. Chernoff

Kinetic and hydrodynamic theories are widely employed for describing the collective behaviour of active matter systems. At the fluctuating level, these have been obtained from explicit coarse-graining procedures in the limit where each…

Statistical Mechanics · Physics 2022-12-14 Ouassim Feliachi , Marc Besse , Cesare Nardini , Julien Barré

The dynamical large deviations principle for the three-dimensional incompressible Landau-Lifschitz-Navier-Stokes equations is shown, in the joint scaling regime of vanishing noise intensity and correlation length. This proves the…

Probability · Mathematics 2024-03-07 Benjamin Gess , Daniel Heydecker , Zhengyan Wu

In this paper we consider the multispecies stirring process on the discrete torus. We prove a large deviation principle for the trajectory of the vector of densities of the different species. The technique of proof consists in extending the…

Probability · Mathematics 2024-10-29 Francesco Casini , Frank Redig , Hidde van Wiechen

Motivated by the recent preprint [arXiv:2004.08412] by Ayala, Carinci, and Redig, we first provide a general framework for the study of scaling limits of higher order fields. Then, by considering the same class of infinite interacting…

Probability · Mathematics 2021-06-08 Joe P. Chen , Federico Sau

We derive a quantitative version of the hydrodynamic limit for an interacting particle system inspired by integrate-and-fire neuron models. More precisely, we show that the $L^2$-speed of convergence of the empirical density of states in a…

Probability · Mathematics 2024-05-31 Julian Amorim , Milton Jara , Yangrui Xiang

We consider an exclusion process with finite-range interactions in the microscopic interval $[0,N]$. The process is coupled with the simple symmetric exclusion processes in the intervals $[-N,-1]$ and $[N+1,2N]$, which simulate reservoirs.…

Mathematical Physics · Physics 2020-04-22 Pasha Tkachov

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

Mathematical Physics · Physics 2019-06-28 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

Probability · Mathematics 2014-10-17 Markus Fischer
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