English
Related papers

Related papers: Large deviations for Kac-like walks

200 papers

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

We study a spin-flip model with Kac type interaction, in the presence of a random field given by i.i.d. bounded random variables. The system, spatially inhomogeneous, evolves according to a non conservative (Glauber) dynamics. We show an…

Probability · Mathematics 2012-12-05 Olivier Benois , Mustapha Mourragui , Enza Orlandi , Ellen Saada , Livio Triolo

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

We give a lower bound for the non-collision probability up to a long time T in a system of n independent random walks with fixed obstacles on the two-dimensional lattice. By `collision' we mean collision between the random walks as well as…

Probability · Mathematics 2007-05-23 A. Gaudilliere

The Kac model describes the local evolution of a gas of $N$ particles with three dimensional velocities by a random walk in which the steps correspond to binary collisions that conserve momentum as well as energy. The state space of this…

Mathematical Physics · Physics 2007-06-23 Eric A. Carlen , Jeffry S. Geronimo , Michael Loss

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

In this paper we introduce and discuss kinetic equations for the evolution of the probability distribution of the number of particles in a population subject to binary interactions. The microscopic binary law of interaction is assumed to be…

Probability · Mathematics 2015-01-13 Federico Bassetti , Giuseppe Toscani

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

Probability · Mathematics 2012-05-11 Parisa Fatheddin , Jie Xiong

We look at two possible routes to classical behavior for the discrete quantum random walk on the line: decoherence in the quantum ``coin'' which drives the walk, or the use of higher-dimensional coins to dilute the effects of interference.…

Quantum Physics · Physics 2009-11-07 Todd A. Brun , Hilary A. Carteret , Andris Ambainis

We study the Fokker-Planck equation as the hydrodynamic limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the rate functional, that characterizes the large deviations from the…

Analysis of PDEs · Mathematics 2012-03-29 Manh Hong Duong , Vaios Laschos , Michiel Renger

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

We introduce a variational formulation of the homogeneous Boltzmann equation, with hard-sphere cross section, which selects the unique energy conserving solution. We prove that this solution arises from the microscopic dynamics, namely…

Mathematical Physics · Physics 2026-04-09 Giada Basile , Dario Benedetto , Carlo Orrieri

We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…

Probability · Mathematics 2019-10-02 Robert Patterson , Michiel Renger

The continuous limit of one dimensional discrete-time quantum walks with time- and space-dependent coefficients is investigated. A given quantum walk does not generally admit a continuous limit but some families (1-jets) of quantum walks…

Mathematical Physics · Physics 2017-04-25 Giuseppe Di Molfetta , Fabrice Debbasch

We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in…

Probability · Mathematics 2021-05-25 Bob Hough , Yunjiang Jiang

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

Probability · Mathematics 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

A discrete binomial random-walk description of molecular collisions is used to quantify the variance of coarse-grained velocity fields arising solely from collision-induced momentum exchange. Closed-form expressions for the growth of…

Chemical Physics · Physics 2026-02-26 Tristan Barkman

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

Probability · Mathematics 2009-07-21 A. A. Dorogovtsev , O. V. Ostapenko

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

We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…

Probability · Mathematics 2020-09-24 Richard C. Kraaij