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We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production…

Mathematical Physics · Physics 2017-05-26 Horacio González Duhart , Peter Mörters , Johannes Zimmer

We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported…

Probability · Mathematics 2011-07-04 Janosch Ortmann

The main subject of the thesis is the study of stationary nonequilibrium states trough the use of microscopic stochastic models that encode the physical interaction in the rules of Markovian dynamics for particles configurations. These…

Statistical Mechanics · Physics 2023-02-07 Leonardo De Carlo

This thesis is devoted to the study of ergodicity and large deviations for the stochastic nonlinear wave (NLW) equation with smooth white noise in 3D. Under some standard growth and dissipativity assumptions on the nonlinearity, we show…

Analysis of PDEs · Mathematics 2015-11-30 Davit Martirosyan

Consider an intersection measure $\ell_t ^{\mathrm{IS}}$ of $p$ independent (possibly different) $m$-symmetric Hunt processes up to time $t$ in a metric measure space $E$ with a Radon measure $m$. We derive a Donsker-Varadhan type large…

Probability · Mathematics 2018-05-22 Takahiro Mori

Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…

Statistical Mechanics · Physics 2021-02-03 Hans Christian Öttinger , Mark A. Peletier , Alberto Montefusco

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

Probability · Mathematics 2020-07-28 Florian Bechtold , Fabio Coppini

A theory for non-equilibrium systems is derived from a maximum entropy approach similar in spirit to the equilibrium theory given by Gibbs. Requiring Hamilton's principle of stationary action to be satisfied on average during a trajectory,…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers , Susan B. Rempe

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

Probability · Mathematics 2017-08-25 Arnab Ganguly

We consider the context of molecular motors modelled by a diffusion process driven by the gradient of a weakly periodic potential that depends on an internal degree of freedom. The switch of the internal state, that can freely be…

Probability · Mathematics 2024-02-02 Serena Della Corte , Richard C. Kraaij

We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…

Statistical Mechanics · Physics 2015-12-17 Raphael Chetrite , Hugo Touchette

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…

Statistical Mechanics · Physics 2007-12-12 Tooru Taniguchi , E. G. D. Cohen

We define the concept of an "open" Markov process, or more precisely, continuous-time Markov chain, which is one where probability can flow in or out of certain states called "inputs" and "outputs". One can build up a Markov process from…

Mathematical Physics · Physics 2017-08-22 John C. Baez , Brendan Fong , Blake S. Pollard

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…

Statistical Mechanics · Physics 2020-01-22 Jakub Dolezal , Robert L. Jack

We consider the long-term evolution of an inhomogeneous long-range interacting $N$-body system. Placing ourselves in the dynamically hot limit, i.e. neglecting collective effects, we derive a large deviation principle for the system's…

Statistical Mechanics · Physics 2023-08-17 Ouassim Feliachi , Jean-Baptiste Fouvry

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

Probability · Mathematics 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…

Probability · Mathematics 2007-05-23 Irina Ignatiouk-Robert

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

Probability · Mathematics 2012-05-11 Parisa Fatheddin , Jie Xiong

Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…

Statistical Mechanics · Physics 2015-12-18 Lorenzo Bertini , Alberto De Sole , Davide Gabrielli , Giovanni Jona-Lasinio , Claudio Landim
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