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The observed general time-asymmetric behavior of macroscopic systems -- embodied in the second law of thermodynamics -- arises naturally from time-symmetric microscopic laws due to the great disparity between macro and micro-scales. More…

Condensed Matter · Physics 2007-05-23 Joel L. Lebowitz

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…

Statistical Mechanics · Physics 2011-10-31 Guiomar Ruiz , Constantino Tsallis

We analyse collective motion that occurs during rare (large deviation) events in systems of active particles, both numerically and analytically. We discuss the associated dynamical phase transition to collective motion, which occurs when…

Statistical Mechanics · Physics 2021-02-10 Yann-Edwin Keta , Étienne Fodor , Frédéric van Wijland , Michael E. Cates , Robert L. Jack

Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the…

Numerical Analysis · Mathematics 2017-10-11 Tobias Grafke , Tobias Schaefer , Eric Vanden-Eijnden

In this paper, we study the complicated dynamics of Anosov systems driven by an external force in the context of geometric theory (an abundance of random periodic points and random horseshoes) and smooth ergodic theory (random periodic…

Dynamical Systems · Mathematics 2019-12-10 Wen Huang , Zeng Lian , Kening Lu

Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…

Statistical Mechanics · Physics 2017-10-30 Todd R. Gingrich , Jordan M. Horowitz

The state of an open quantum system undergoing an adiabatic process evolves by following the instantaneous stationary state of its time-dependent generator. This observation allows one to characterize, for a generic adiabatic evolution, the…

Statistical Mechanics · Physics 2024-01-23 Paulo J. Paulino , Igor Lesanovsky , Federico Carollo

In a first part the scope of classical thermodynamics and statistical mechanics is discussed in the broader context of formal dynamical systems, including computer programmes. In this context classical thermodynamics appears as a particular…

Statistical Mechanics · Physics 2009-11-11 Daniel Pfenniger

We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…

Statistical Mechanics · Physics 2013-10-29 Carlos P. Espigares , Pedro L. Garrido , Pablo I. Hurtado

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

Dynamical Systems · Mathematics 2019-01-11 Fritz Colonius , Guilherme Mazanti

We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…

Probability · Mathematics 2016-12-13 Anatolii A. Puhalskii

A control strategy is employed that modifies the stochastic escape times from one basin of attraction to another in a model of a double-gyre flow. The system studied captures the behavior of a large class of fluid flows that circulate and…

Fluid Dynamics · Physics 2014-10-23 Christoffer R. Heckman , M. Ani Hsieh , Ira B. Schwartz

A vast concourse of events and phenomena occur in nature that may be interrelated by a entropy-maximization technique that provides a comprehensible explanation of a range of physical problems, integrating in a new framework the universal…

Classical Physics · Physics 2021-10-18 Mario J Pinheiro

Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…

Dynamical Systems · Mathematics 2020-11-03 Luzie Helfmann , Enric Ribera Borrell , Christof Schütte , Péter Koltai

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Extending recent work on stress fluctuations in complex fluids and amorphous solids we describe in general terms the ensemble average $v(\Delta t)$ and the standard deviation $\delta v(\Delta t)$ of the variance $v[\mathbf{x}]$ of time…

Statistical Mechanics · Physics 2020-11-18 G. George , L. Klochko , A. N. Semenov , J. Baschnagel , J. P. Wittmer

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…

Statistical Mechanics · Physics 2020-08-05 Robert L. Jack , Rosemary J. Harris

We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…

Mathematical Physics · Physics 2015-06-15 Tanguy Cabana , Jonathan Touboul

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

Mathematical Physics · Physics 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn