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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 study the macroscopic behavior of chemical reactions modeled as random time-changed Poisson processes on discrete state spaces. Using the WKB reformulation, the backward equation of the rescaled process leads to a discrete…

Analysis of PDEs · Mathematics 2025-09-26 Yuan Gao , Yuxi Han

We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…

Statistical Mechanics · Physics 2021-06-22 Emil Mallmin , Johan du Buisson , Hugo Touchette

In \cite{fgn1}, the hydrodynamic limit in the diffusive scaling of the symmetric simple exclusion process with a finite number of slow bonds of strength $n^{-\beta}$ has been studied. Here $n$ is the scaling parameter and $\beta>0$ is…

Probability · Mathematics 2024-12-06 Dirk Erhard , Tertuliano Franco , Tiecheng Xu

We consider the symmetric simple exclusion processes with a slow site in the discrete torus with $n$ sites. In this model, particles perform nearest-neighbor symmetric random walks with jump rates everywhere equal to one, except at one…

Probability · Mathematics 2015-08-28 Tertuliano Franco , Patrícia Gonçalves , Gunter M. Schütz

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

In the present work we study classifiers' decision boundaries via Brownian motion processes in ambient data space and associated probabilistic techniques. Intuitively, our ideas correspond to placing a heat source at the decision boundary…

Machine Learning · Computer Science 2021-01-18 Bogdan Georgiev , Lukas Franken , Mayukh Mukherjee

We consider an optimal insulation problem of a given domain in $\mathbb R^N$. We study a model of heat trasfer determined by convection; this corresponds, before insulation, to a Robin boundary value problem. We deal with a prototype which…

Analysis of PDEs · Mathematics 2024-10-01 Francesco Della Pietra , Francescantonio Oliva

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

Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…

Probability · Mathematics 2007-05-23 Jin Feng

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

We consider the asymmetric exclusion process. We start from a profile which is constant along the drift direction and prove that the density profile, under a diffusive rescaling of time, converges to the solution of a parabolic equation.

Probability · Mathematics 2009-11-10 C. Landim , R. M. Sued , G. Valle

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

We study the dynamics of an asymmetric simple exclusion process with open boundaries and local interactions using a pair approximation which generalizes the 2-node cluster mean field theory and the Markov chain approach to kinetics and…

Statistical Mechanics · Physics 2020-01-22 D. Botto , A. Pelizzola , M. Pretti

We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…

Probability · Mathematics 2022-10-19 Ben Hambly , Julian Meier , Andreas Sojmark

We investigate properties of the diffusive motion of an interface in the two-dimensional Ising model in equilibrium or nonequilibrium situations. We focused on the relation between the power spectrum of a time sequence of spins and…

Statistical Mechanics · Physics 2018-06-20 Yusuke Masumoto , Shinji Takesue

We prove that the equilibrium fluctuations of the symmetric simple exclusion process in contact with slow boundaries is given by an Ornstein-Uhlenbeck process with Dirichlet, Robin or Neumann boundary conditions depending on the range of…

Probability · Mathematics 2016-12-06 Tertuliano Franco , Adriana Neumann , Patrícia Gonçalves

In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures $\frac{1}{n} \sum_{i=1}^{n} \delta_{(X^n_i,X^n_{\sigma_n(i)})}$ where $\sigma_n$ is a random permutation and $((X_i^n)_{1 \leq i \leq…

Probability · Mathematics 2007-09-13 José Trashorras

In the course of Darwinian evolution of a population, punctualism is an important phenomenon whereby long periods of genetic stasis alternate with short periods of rapid evolutionary change. This paper provides a mathematical interpretation…

Probability · Mathematics 2009-03-17 Nicolas Champagnat

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

Probability · Mathematics 2025-09-16 Wenting Xu , Yong Xu , Xiaoyu Yang , Bin Pei