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We study the large space and time scale behavior of a totally asymmetric, nearest-neighbor exclusion process in one dimension with random jump rates attached to the particles. When slow particles are sufficiently rare the system has a phase…

Probability · Mathematics 2007-05-23 Ilie Grigorescu , Min Kang , Timo Seppalainen

We study the dynamics of the statistics of the energy transferred across a point along a quantum chain which is prepared in the inhomogeneous initial state obtained by joining two identical semi-infinite parts thermalized at two different…

Statistical Mechanics · Physics 2020-10-28 Gabriele Perfetto , Andrea Gambassi

In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…

Probability · Mathematics 2020-07-02 Jasper Hoeksema , Thomas Holding , Mario Maurelli , Oliver Tse

We investigate simultaneous effects of finite system size and global charge conservation on thermal fluctuations in the vicinity of a critical point. For that we consider a finite interacting system which exchanges particles with a finite…

We explore how the interplay of finite availability, carrying capacity of particles at different parts of a spatially extended system and particle diffusion between them control the steady state currents and density profiles in a…

Statistical Mechanics · Physics 2024-12-04 Sourav Pal , Parna Roy , Abhik Basu

We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…

Probability · Mathematics 2013-02-27 Ana Bela Cruzeiro , André de Oliveira Gomes

In driven-dissipative systems, the presence of a strong symmetry guarantees the existence of several steady states belonging to different symmetry sectors. Here we show that, when a system with a strong symmetry is initialized in a quantum…

We present results about large deviations and laws of large numbers for various polymer related quantities. In a completely general setting and strictly positive temperature, we present results about large deviations for directed polymers…

Probability · Mathematics 2012-10-03 Nicos Georgiou

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

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter $\vartheta_{\varepsilon}$, when $\varepsilon \rightarrow 0$, $\vartheta_\varepsilon$ goes to $0$.…

Probability · Mathematics 2023-04-03 Liu Xiangdong , Hong Shaopeng

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 prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple…

Probability · Mathematics 2016-01-18 Insuk Seo

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

We consider an open one dimensional lattice gas on sites $i=1,...,N$, with particles jumping independently with rate 1 to neighboring interior empty sites, the {\it simple symmetric exclusion process}. The particle fluxes at the left and…

Condensed Matter · Physics 2015-06-24 B. Derrida , J. L. Lebowitz , E. R. Speer

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

Probability · Mathematics 2015-09-11 Richard S. Ellis , Shlomo Ta'asan

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

In this paper, we consider the convergence rate with respect to the Wasserstein distance in the invariance principle for sequential dynamical systems. We utilize and modify the techniques previously employed for stationary sequences to…

Dynamical Systems · Mathematics 2024-10-29 Zhenxin Liu , Zhe Wang

We study simple models of intermittency, involving switching between two states, within the dynamical large-deviation formalism. Singularities appear in the formalism when switching is cooperative, or when its basic timescale diverges. In…

Statistical Mechanics · Physics 2018-06-13 Stephen Whitelam

We apply the macroscopic fluctuation theory to analyze the long-time statistics of the position of a tracer in the dense and the dilute limits of diffusive single-file systems. Our explicit results are about the corresponding large…

Statistical Mechanics · Physics 2023-02-01 Jagannath Rana , Tridib Sadhu