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The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

We introduce a stochastic generalisation of the classical deterministic Floquet-East model, a discrete circuit with the same kinetic constraint as the East model of glasses. We prove exactly that, in the limit of long time and large size,…

Statistical Mechanics · Physics 2025-01-29 Cecilia De Fazio , Juan P. Garrahan , Katja Klobas

The dynamics of stochastic systems, both classical and quantum, can be studied by analysing the statistical properties of dynamical trajectories. The properties of ensembles of such trajectories for long, but fixed, times are described by…

Statistical Mechanics · Physics 2016-08-23 Adrián A. Budini , Robert M. Turner , Juan P. Garrahan

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

Statistical Mechanics · Physics 2015-06-05 P. L. Krapivsky , Baruch Meerson

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

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

We extend stochastic thermodynamics by relaxing the two assumptions that the Markovian dynamics must be linear and that the equilibrium distribution must be a Boltzmann distribution. We show that if we require the second law to hold when…

Statistical Mechanics · Physics 2021-05-26 Jan Korbel , David H. Wolpert

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

Statistical Mechanics · Physics 2018-06-21 Andre C Barato , Raphael Chetrite

Instability and rupture dynamics of a liquid nano-thread, subjected to external hydrodynamic perturbations, are captured by a stochastic lubrication equation (SLE) incorporating thermal fluctuations via Gaussian white noise. Linear…

Fluid Dynamics · Physics 2024-11-20 Zhao Zhang , Chengxi Zhao , Ting Si

Current fluctuations are a powerful tool to unravel the underlying physics of the observed transport process. This work discusses some general properties of the third and the fourth current cumulant (skewness and kurtosis) related to…

Mesoscale and Nanoscale Physics · Physics 2022-08-23 Krzysztof Ptaszynski

Detailed fluctuation theorems are statements about the probability distribution for the stochastic entropy production along a trajectory. It involves the consideration of a suitably transformed dynamics, such as the time reversed, the…

Statistical Mechanics · Physics 2015-01-07 T. Becker , T. Willaert , B. Cleuren , C. Van den Broeck

The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…

Machine Learning · Computer Science 2021-09-29 Manhyung Han , Jeonghyeok Park , Taewoong Lee , Jung Hoon Han

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Statistical Mechanics · Physics 2016-09-28 Pelerine Tsobgni Nyawo , Hugo Touchette

The symmetric simple exclusion process (SEP) is a paradigmatic model of transport, both in and out-of-equilibrium. In this model, the study of currents and their fluctuations has attracted a lot of attention. In finite systems of arbitrary…

Statistical Mechanics · Physics 2024-11-27 Théotim Berlioz , Davide Venturelli , Aurélien Grabsch , Olivier Bénichou

We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory. For Markov chains, this…

Statistical Mechanics · Physics 2018-02-19 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…

Statistical Mechanics · Physics 2015-05-13 Vladimir Y. Chernyak , Michael Chertkov , Sergey V. Malinin , Razvan Teodorescu

We revisit the theory of dissipative mechanics in RLC circuits, allowing for circuit elements to have nonlinear constitutive relations, and for the circuit to have arbitrary topology. We systematically generalize the dissipationless…

Statistical Mechanics · Physics 2025-04-29 Andrew Osborne , Andrew Lucas

The thermodynamic uncertainty relation is a prominent result in stochastic thermodynamics that provides a bound on the fluctuations of any thermodynamic flux, also known as current, in terms of the average rate of entropy production. Such…

Statistical Mechanics · Physics 2021-12-22 Taylor Wampler , Andre C Barato