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The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

Probability · Mathematics 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

We consider a one-dimensional exclusion dynamics in mild contact with boundary reservoirs. In the diffusive scale, the particles' density evolves as the solution of the heat equation with non-linear Robin boundary conditions. For…

Probability · Mathematics 2024-11-27 Claudio Landim , João Pedro Mangi , Beatriz Salvador

Hydrodynamic equations for a one-component plasma are derived as a generalization of the Euler equations to include the effects of the long-range Coulomb interaction. By using a variational principle, these equations self-consistently unify…

Plasma Physics · Physics 2024-03-20 Daniels Krimans , Seth Putterman

Collective dynamics can be observed among many animal species, and have given rise in the last decades to an active and interdisciplinary field of study. Such behaviors are often modeled by active matter, in which each individual is…

Mathematical Physics · Physics 2021-08-31 Clément Erignoux

Generalized hydrodynamic theory, which does not rest on the requirement of a local equilibrium, is derived in the long-wave limit of a kinetic equation. The theory bridges the whole frequency range between the quasistatic (Navier-Stokes)…

Soft Condensed Matter · Physics 2009-10-31 I. V. Tokatly , O. Pankratov

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics…

Mathematical Physics · Physics 2009-11-13 T. Bodineau , R. Lefevere

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

Probability · Mathematics 2026-02-23 Esmée Theewis , Mark Veraar

Repulsion between individuals within a finite radius is encountered in numerous applications, including cell exclusion, i.e. avoidance of overlapping cells, bird flocks, or microscopic pedestrian models. We define such individual based…

Analysis of PDEs · Mathematics 2023-10-06 Michael Fischer , Laura Kanzler , Christian Schmeiser

We study moderate deviations from hydrodynamic limits of a reaction diffusion model. The process is defined as the superposition of the symmetric exclusion process with a Glauber dynamics. When the process starts from a product measure with…

Probability · Mathematics 2024-08-22 Linjie Zhao

Consider the overdamped limit for a system of interacting particles in the presence of hydrodynamic interactions. For two-body hydrodynamic interactions and one- and two-body potentials, a Smoluchowski-type evolution equation is rigorously…

Mathematical Physics · Physics 2012-08-09 Benjamin D. Goddard , Grigorios A. Pavliotis , Serafim Kalliadasis

Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…

Probability · Mathematics 2024-07-31 Ankan Ganguly , Kavita Ramanan

The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…

Statistical Mechanics · Physics 2025-10-24 Manuel Mayo , María Isabel García de Soria , Pablo Maynar , José Javier Brey

We consider an Individual-Based Model for self-rotating particles interacting through local alignment and investigate its macroscopic limit. This model describes self-propelled particles moving in the plane and trying to synchronize their…

Mathematical Physics · Physics 2013-06-17 Pierre Degond , Giacomo Dimarco , Thi Bich Ngoc Mac

We set up the problem of finding the transition state for phase nucleation in multi-component fluid mixtures, within the Landau-Ginzburg density functional. We establish an expression for the coordinate-dependent local pressure that applies…

Statistical Mechanics · Physics 2015-12-07 Ho Yin Chan , Vassiliy Lubchenko

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…

Statistical Mechanics · Physics 2020-05-20 Robert L. Jack

We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…

Probability · Mathematics 2007-05-23 R. Liptser

We study large deviations from the invariant measure for nonlinear Schr\"odinger equations with colored noises on determining modes. The proof is based on a new abstract criterion, inspired by [V. Jak\v{s}i\'{c} et al., Comm. Pure Appl.…

Analysis of PDEs · Mathematics 2026-02-03 Yuxuan Chen , Shengquan Xiang

The standard formulation of thermostatistics, being based on the Boltzmann-Gibbs distribution and logarithmic Shannon entropy, describes idealized uncorrelated systems with extensive energies and short-range interactions. In this letter, we…

Statistical Mechanics · Physics 2020-07-01 S. N. Saadatmand , Tim Gould , E. G. Cavalcanti , J. A. Vaccaro

Hydrodynamics provides a concise but powerful description of long-time and long-distance physics of correlated systems out of thermodynamic equilibrium. Here we construct hydrodynamic equations for nonrelativistic particles with a…

Quantum Gases · Physics 2018-12-27 Keisuke Fujii , Yusuke Nishida

The aim of this work is to provide further insight into the qualitative behavior of mechanical systems that are well described by Lennard-Jones type interactions on an atomistic scale. By means of $\Gamma$-convergence techniques, we study…

Analysis of PDEs · Mathematics 2017-06-09 Mathias Schäffner , Anja Schlömerkemper