Related papers: Ergodicity and large deviations in physical system…
Time-asymmetric behavior as embodied in the second law of thermodynamics is observed in {\it individual macroscopic} systems. It can be understood as arising naturally from time-symmetric microscopic laws when account is taken of a) the…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
We propose a random adaptation variant of time-varying distributed averaging dynamics in discrete time. We show that this leads to novel interpretations of fundamental concepts in distributed averaging, opinion dynamics, and distributed…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the non-ergodic phase, the…
A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…
We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…
Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…
Biological systems perform an astonishing array of dynamical processes -- including development and repair, regulation, behavior and motor control, sensing and signaling, and adaptation, among others. Powered by the transduction of stored…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
The two-body potential of systems with long-range interactions decays at large distances as $V(r)\sim 1/r^\alpha$, with $\alpha\leq d$, where $d$ is the space dimension. Examples are: gravitational systems, two-dimensional hydrodynamics,…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…
A method for obtaining simple criteria for instabilities in kinetic theory is described and outlined, specifically for the relativistic Vlasov-Maxwell system. An important ingredient of the method is an analysis of a parametrized set of…
The field-dependent equilibrium thermodynamics is derived with two methods: either by using the potential formalism either by the statistical method. Therefore, Pontrjagin's extremum principle of control theory is applied to an extended…
We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…