Related papers: Diffusivity dependence of the transition path ense…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
Driven diffusive systems may undergo phase transitions to sustain atypical values of the current. This leads in some cases to symmetry-broken space-time trajectories which enhance the probability of such fluctuations. Here we shed light on…
We show that a collection of independent Ising spins evolving stochastically can display surprisingly large fluctuations towards ordered behaviour, as quantified by certain types of time-integrated plaquette observables, despite the…
Within the impulse approximation the response of a many body system at large momentum tranfer can be written in a simple and transparent form, allowing to directly relate the inclusive scattering cross section to the properties of the…
To study the dynamics of chemical processes, we often adopt rate equations to observe the change in chemical concentrations. However, when the number of the molecules is small, the fluctuations cannot be neglected. We often study the…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…
The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…
The reliability of a complex industrial system can rarely be assessed analytically. As system failure is often a rare event, crude Monte-Carlo methods are prohibitively expensive from a computational point of view. In order to reduce…
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.…
A path integral over trajectories of $2n$ fluid particles is identified with a $2n$-th order correlation function of a passive scalar convected by $d$-dimensional short-correlated multi-scale incompressible random velocity flow. Strong…
A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…
High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…
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 --…
In molecular simulations, one of the most difficult points is to track the real dynamics of many-body systems from the first principle. The present study shows that step-size dependences have an unexpected effect on simulation results, even…
Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…
The purpose of this paper is to introduce the construction of a stochastic process called ``diffusion house-moving'' and to explore its properties. We study the weak convergence of diffusion bridges conditioned to stay between two curves,…