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Hidden stochastic effects acting uniformly on a many-particle system can generate strong correlations and macroscopic relative fluctuations that persist at large system sizes, even when the particles themselves remain causally independent.…

Statistical Mechanics · Physics 2026-03-03 Kristian Stølevik Olsen

Coarse-grained models are widely used to explain the effective behavior of partially observable physical systems with hidden degrees of freedom. Reduction procedures in state space typically disrupt Markovianity and a fluctuation relation…

Statistical Mechanics · Physics 2024-09-24 Alberto Garilli , Pedro E. Harunari , Matteo Polettini

We present a generalization of dissipative particle dynamics that includes shear forces between particles. The new algorithm has the same structure as the (isothermal) smoothed particle dynamics algorithm, except that it conserves angular…

Statistical Mechanics · Physics 2009-10-30 Pep Español

Rare transitions in stochastic processes can often be rigorously described via an underlying large deviation principle. Recent breakthroughs in the classification of reversible stochastic processes as gradient flows have led to a connection…

Statistical Mechanics · Physics 2019-05-22 Tobias Grafke

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

Statistical Mechanics · Physics 2014-04-25 Marko Znidaric

We present simulations of coherent structures in compressible flows near the transition to turbulence using the Dissipative Particle Dynamics (DPD) method. The structures we find are remarkably consistent with experimental observations and…

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Probability · Mathematics 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan

We calculate the power spectrum of density fluctuations in the statistical non-equilibrium field theory for classical, microscopic degrees of freedom to first order in the interaction potential. We specialise our result to cosmology by…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-07 Matthias Bartelmann , Felix Fabis , Daniel Berg , Elena Kozlikin , Robert Lilow , Celia Viermann

We investigate transient clustering dynamics in nonlocal aggregation-diffusion systems from an energetic perspective. Starting from a stochastic interacting particle system, we study the associated macroscopic McKean-Vlasov equation on the…

Dynamical Systems · Mathematics 2026-05-29 Nathalie Wehlitz , Richard Scherzer , Carsten Hartmann , Stefanie Winkelmann

We present a comprehensive study about the relationship between the way Detailed Balance is broken in non-equilibrium systems and the resulting violations of the Fluctuation-Dissipation Theorem. Starting from stochastic dynamics with both…

Statistical Mechanics · Physics 2020-07-16 Sara Dal Cengio , Demian Levis , Ignacio Pagonabarraga

The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…

Quantum Physics · Physics 2010-12-06 Adrian A. Budini

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

Statistical Mechanics · Physics 2015-05-18 Duccio Fanelli , Alan J. McKane

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

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

Structure-forming systems are ubiquitous in nature, ranging from atoms building molecules to self-assembly of colloidal amphibolic particles. The understanding of the underlying thermodynamics of such systems remains an important problem.…

Statistical Mechanics · Physics 2021-02-26 Jan Korbel , Simon David Lindner , Rudolf Hanel , Stefan Thurner

We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…

Mathematical Physics · Physics 2016-08-03 Vojkan Jaksic , Claude-Alain Pillet , Armen Shirikyan

Patterns are quotidian in nature. Distinct multiscale patterns are generally a consequence of nonequilibrium dynamical processes associated with mechanical or hydrodynamic instabilities. In this thesis, I report experimental investigations…

Soft Condensed Matter · Physics 2019-05-30 Xiaolei Ma

We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…

Probability · Mathematics 2019-07-18 Nils Detering , Jean-Pierre Fouque , Tomoyuki Ichiba