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We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant for physical processes such as shearing and glassy…

Statistical Mechanics · Physics 2010-07-27 Robert L Jack , Peter Sollich

The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

Large deviation theory offers a powerful and general statistical framework to study the asymptotic dynamical properties of rare events. The application of the formalism to concrete experimental situations is, however, often restricted by…

Statistical Mechanics · Physics 2023-09-13 Maxime Debiossac , Nikolai Kiesel , Eric Lutz

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

We consider a class of multi-layer interacting particle systems and characterize the set of ergodic measures with finite moments. The main technical tool is duality combined with successful coupling.

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

How condensed-matter simulations depend on the number of molecules being simulated ($N$) is sometimes itself a valuable piece of information. Liquid crystals provide a case in point. Light scattering and $2d$-IR experiments on…

Soft Condensed Matter · Physics 2024-12-20 Eleftherios Mainas , Richard M. Stratt

Large deviation theory provides a framework to understand macroscopic fluctuations and collective phenomena in many-body nonequilibrium systems in terms of microscopic dynamics. In these lecture notes we discuss the large deviation…

Statistical Mechanics · Physics 2025-01-17 Pablo I. Hurtado

Understanding the stochastic properties of conductance fluctuations in disordered mesoscopic systems is fundamental to quantum transport. In this work, we investigate the multifractal and ergodic properties of the fictitious time series of…

We show that fundamental thermodynamic relations can be derived from deterministic mechanics for a non-ergodic system. This extend a similar derivation for ergodic systems and suggests that ergodicity should not be considered as a…

Statistical Mechanics · Physics 2018-11-13 V. L. Kulinskii , K. S. Glavatskiy

Recent theoretical studies of statistical mechanical properties of systems with long range interactions are briefly reviewed. In these systems the interaction potential decays with a rate slower than 1/r^d at large distances r in d…

Statistical Mechanics · Physics 2009-11-13 David Mukamel

We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…

Mathematical Physics · Physics 2015-05-19 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

One of the goals of climate science is to characterize the statistics of extreme and potentially dangerous events in the present and future climate. Extreme events like heat waves, droughts, or floods due to persisting rains are…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Francesco Ragone , Freddy Bouchet

Statistical mechanics is founded on the assumption that all accessible configurations of a system are equally likely. This requires dynamics that explore all states over time, known as ergodic dynamics. In isolated quantum systems, however,…

The climate system is a complex, chaotic system with many degrees of freedom and variability on a vast range of temporal and spatial scales. Attaining a deeper level of understanding of its dynamical processes is a scientific challenge of…

Statistical Mechanics · Physics 2021-06-28 Vera Melinda Galfi , Valerio Lucarini , Francesco Ragone , Jeroen Wouters

Two-dimensional turbulent flows, and to some extent, geophysical flows, are systems with a large number of degrees of freedom, which, albeit fluctuating, exhibit some degree of organization: coherent structures emerge spontaneously at large…

Statistical Mechanics · Physics 2017-03-21 Corentin Herbert

The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…

Statistical Mechanics · Physics 2016-02-17 Freddy Bouchet , Tobias Grafke , Tomás Tangarife , Eric Vanden-Eijnden

We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…

Statistical Mechanics · Physics 2023-06-26 Eli Barkai , Rosa Flaquer-Galmes , Vicenç Méndez

Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…

Disordered Systems and Neural Networks · Physics 2024-09-09 Leonardo Di Gaetano , Giorgio Carugno , Federico Battiston , Francesco Coghi

This note discusses dynamical systems-systems that evolve through time. We start with two contemporary examples illustrating the qualitative and the quantitative behavior of dynamical systems. These are two broad categories, usually called…

Dynamical Systems · Mathematics 2023-08-25 Matthew Foreman

Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic…

Statistical Mechanics · Physics 2023-01-31 David Guéry-Odelin , Christopher Jarzynski , Carlos A. Plata , Antonio Prados , Emmanuel Trizac