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We present a general formalism for computing the largest Lyapunov exponent and its fluctuations in spatially extended systems described by diffusive fluctuating hydrodynamics, thus extending the concepts of dynamical system theory to a…

Statistical Mechanics · Physics 2015-04-27 Tanguy Laffargue , Peter Sollich , Julien Tailleur , Frédéric van Wijland

We introduce a numerical procedure to evaluate directly the probabilities of large deviations of physical quantities, such as current or density, that are local in time. The large-deviation functions are given in terms of the typical…

Statistical Mechanics · Physics 2009-11-11 Cristian Giardina' , Jorge Kurchan , Luca Peliti

The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…

Fluid Dynamics · Physics 2020-10-02 Simon Hochgerner

We study the macroscopic behavior of chemical reactions modeled as random time-changed Poisson processes on discrete state spaces. Using the WKB reformulation, the backward equation of the rescaled process leads to a discrete…

Analysis of PDEs · Mathematics 2025-09-26 Yuan Gao , Yuxi Han

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

Using an interpolant form for the gradient of a function of position, we write an integral version of the conservation equations for a fluid. In the appropriate limit, these become the usual conservation laws of mass, momentum and energy.…

Condensed Matter · Physics 2009-10-30 Victor Romero-Rochin , J. Miguel Rubi

A systematic construction of St\"{a}ckel systems in separated coordinates and its relation to bi-Hamiltonian formalism are considered. A general form of related hydrodynamic systems, integrable by the Hamilton-Jacobi method, is derived. One…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 Maciej Blaszak , Wen-Xiu Ma

We develop an effective field theory for dissipative fluids which governs the dynamics of long-lived gapless modes associated with conserved quantities. The resulting theory gives a path integral formulation of fluctuating hydrodynamics…

High Energy Physics - Theory · Physics 2017-01-30 Michael Crossley , Paolo Glorioso , Hong Liu

This is a short survey on recent results obtained by the authors on dynamical phase transitions of interacting particle systems. We consider particle systems with exclusion dynamics, but it is conjectured that our results should hold for a…

Probability · Mathematics 2013-10-22 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

We formulate the Schr\"odinger problem for interacting particle systems in the hydrodynamical regime thus extending the standard setting of independent particles. This involves the large deviations rate function for the empirical measure…

Probability · Mathematics 2025-06-30 L. Bertini , D. Gabrielli , G. Jona-Lasinio

The Dean-Kawasaki equation - a strongly singular SPDE - is a basic equation of fluctuating hydrodynamics; it has been proposed in the physics literature to describe the fluctuations of the density of $N$ independent diffusing particles in…

Analysis of PDEs · Mathematics 2023-07-06 Federico Cornalba , Julian Fischer

These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

We study fluctuations of small noise multiscale diffusions around their homogenized deterministic limit. We derive quantitative rates of convergence of the fluctuation processes to their Gaussian limits in the appropriate Wasserstein metric…

Probability · Mathematics 2024-11-05 Solesne Bourguin , Konstantinos Spiliopoulos

We obtain the large deviation functional of a density profile for the asymmetric exclusion process of L sites with open boundary conditions when the asymmetry scales like 1/L. We recover as limiting cases the expressions derived recently…

Statistical Mechanics · Physics 2015-06-24 B. Derrida , C. Enaud

We calculate the distribution of current fluctuations in two simple exclusion models. Although these models are classical, we recover even for small systems such as a simple or a double barrier, the same distibution of current as given by…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Philippe-E. Roche , Bernard Derrida , Benoit Doucot

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…

Statistical Mechanics · Physics 2015-06-16 Upendra Harbola , Christian Van den Broeck , Katja Lindenberg

The one dimensional symmetric simple exclusion process (SSEP) is one of the very few exactly soluble models of non-equilibrium statistical physics. It describes a system of particles which diffuse with hard core repulsion on a one…

Statistical Mechanics · Physics 2015-05-20 Bernard Derrida

We use the macroscopic fluctuation theory (MFT) to evaluate the probability distribution P of extreme values of integrated current J at a specified time t=T in the symmetric simple exclusion process (SSEP) on an infinite line. As shown…

Statistical Mechanics · Physics 2015-06-19 Arkady Vilenkin , Baruch Meerson , Pavel V. Sasorov

We analyse the long-lasting effects of initial conditions on fluctuations in one-dimensional diffusive systems. We consider both the fluctuations of current for non-interacting diffusive particles starting from a step-like initial density…

Statistical Mechanics · Physics 2022-12-09 Tirthankar Banerjee , Robert L. Jack , Michael E. Cates
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