Related papers: Concurrent Donsker-Varadhan and hydrodynamical lar…
A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and…
Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…
We consider the averaging process on the discrete $d$-dimensional torus. On this graph, the process is known to converge to equilibrium on diffusive timescales, not exhibiting cutoff. In this work, we refine this picture in two ways.…
We consider advection of small inertial particles by a random fluid flow with a strong steady shear component. It is known that inertial particles suspended in a random flow can exhibit clusterization even if the flow is incompressible. We…
We discuss a few mathematical aspects of random dynamical decoupling, a key tool procedure in quantum information theory. In particular, we place it in the context of discrete stochastic processes, limit theorems and CPT semigroups on…
Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…
This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend…
Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…
In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…
A three-dimensional mathematical model of a viscous incompressible fluid with two stiff particles is investigated in the near-contact regime. When one of the particles approaches the other motionless particle with prescribed translational…
For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…
Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…
Using Zvonkin's transform and the Poisson equation in $R^d$ with a parameter, we prove the averaging principle for stochastic differential equations with time-dependent H\"older continuous coefficients. Sharp convergence rates with order…
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…
Employing a simplified version of the Israel-Stewart formalism for general-relativistic shear-viscous hydrodynamics, we perform axisymmetric general-relativistic simulations for a rotating neutron star surrounded by a massive torus, which…
Recently, an Enskog-type kinetic theory for Vicsek-type models for self-propelled particles has been proposed [T. Ihle, Phys. Rev. E 83, 030901 (2011)]. This theory is based on an exact equation for a Markov chain in phase space and is not…
We study the motion of a particle in a random time-dependent vector field defined by the 2D Navier-Stokes system with a noise. Under suitable non-degeneracy hypotheses we prove that the empirical measures of the trajectories of the pair…
We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…