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A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

We formulate a simple additivity principle allowing to calculate the whole distribution of current fluctuations through a large one dimensional system in contact with two reservoirs at unequal densities from the knowledge of its first two…

Statistical Mechanics · Physics 2009-11-10 T. Bodineau , B. Derrida

In this paper we formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which covers situations in a nonlinear hydrodynamic regime and is verified explicitly in stochastic models of interacting particles. In…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…

Statistical Mechanics · Physics 2009-11-13 Sumiyoshi Abe , Christian Beck , E. G. D. Cohen

In the present paper fractional Hamilton-Jacobi equation has been derived for dynamical systems involving Caputo derivative. Fractional Poisson-bracket is introduced. Further Hamilton's canonical equations are formulated and quantum wave…

Mathematical Physics · Physics 2008-08-17 Alireza Khalili Golmankhaneh

We consider systems of diffusion processes ("particles") interacting through their ranks (also referred to as "rank-based models" in the mathematical finance literature). We show that, as the number of particles becomes large, the process…

Probability · Mathematics 2016-08-03 Praveen Kolli , Mykhaylo Shkolnikov

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the large deviations principle for the empirical…

Probability · Mathematics 2018-05-01 Jonathan Farfan , Claudio Landim , Kenkichi Tsunoda

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

The Hamiltonian formulation of superfluids based on noncanonical Poisson brackets is studied in detail. The assumption that the momentum density is proportional to the flow of the conserved energy is shown to lead to the covariant…

High Energy Physics - Phenomenology · Physics 2008-11-26 Manuel A. Valle

Starting from the most general formulation of stochastic thermodynamics---i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs---, we define a procedure to identify the…

Statistical Mechanics · Physics 2018-02-07 Riccardo Rao , Massimiliano Esposito

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…

Systems and Control · Computer Science 2018-06-29 Igor G. Vladimirov , Ian R. Petersen

When two isolated system are brought in contact, they relax to equilibrium via energy exchange. In another setting, when one of the systems is driven and the other is large, the first system reaches a steady-state which is not described by…

Statistical Mechanics · Physics 2015-09-10 Guy Bunin , Yariv Kafri

We study the exact fluctuating hydrodynamics of the scaled Light-Heavy model (sLH), in which two species of particles (light and heavy) interact with a fluctuating surface. This model is similar in definition to the unscaled Light-Heavy…

Statistical Mechanics · Physics 2025-03-21 Shilpa Prakash , Mustansir Barma , Kabir Ramola

Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

We present a method aimed at sampling charge density fluctuations in Coulomb systems. The derivation follows from a functional integral representation of the partition function in terms of charge density fluctuations. Starting from the…

Soft Condensed Matter · Physics 2016-03-21 Frédéric Poitevin , Marc Delarue , Henri Orland

Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…

Statistical Mechanics · Physics 2014-10-02 Gino Del Ferraro , Erik Aurell

We study long range density fluctuations (hyperuniformity) in two-dimensional jammed packings of bidisperse droplets. Taking advantage of microfluidics, we systematically span a large range of size and concentration ratios of the two…

Soft Condensed Matter · Physics 2017-11-21 Joshua Ricouvier , Romain Pierrat , Rémi Carminati , Patrick Tabeling , Pavel Yazhgur