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In a smooth flow, the leading-order response of trajectories to infinitesimal perturbations in their initial conditions is described by the finite-time Lyapunov exponents and associated characteristic directions of stretching. We give a…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

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

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

Probability · Mathematics 2007-05-23 Alice Guionnet

The ability to distinguish between stochastic systems based on their trajectories is crucial in thermodynamics, chemistry, and biophysics. The Kullback-Leibler (KL) divergence, $D_{\text{KL}}^{AB}(0,\tau)$, quantifies the distinguishability…

Statistical Mechanics · Physics 2024-05-09 Asawari Pagare , Zhongmin Zhang , Jiming Zheng , Zhiyue Lu

Extensive time-series encoding the position of particles such as viruses, vesicles, or individual proteins are routinely garnered in single-particle tracking experiments or supercomputing studies. They contain vital clues on how viruses…

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

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 dynamics of the Forced Logistic Map in the cylinder. We compute a bifurcation diagram in terms of the dynamics of the attracting set. Different properties of the attracting set are considered, as the Lyapunov exponent and, in…

Dynamical Systems · Mathematics 2011-12-20 Angel Jorba , Pau Rabassa , Joan Carles Tatjer

Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…

Statistical Mechanics · Physics 2023-04-14 Tobias Grafke , Alessandro Laio

For spatiotemporal chaos described by partial differential equations, there are generally locations where the dynamical variable achieves its local extremum or where the time partial derivative of the variable vanishes instantaneously. To a…

Chaotic Dynamics · Physics 2013-03-07 Quntao Zhuang , Xun Gao , Qi Ouyang , Hongli Wang

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

Here we propose the Donsker-Varadhan-type compactness conditions and prove the joint large deviation principle for the empirical measure and empirical flow of Markov renewal processes (semi-Markov processes) with a countable state space,…

Probability · Mathematics 2022-10-27 Chen Jia , Da-quan Jiang , Bingjie Wu

We study the effect of external forcing on the saddle-node bifurcation pattern of interval maps. By replacing fixed points of unperturbed maps by invariant graphs, we obtain direct analogues to the classical result both for random forcing…

Dynamical Systems · Mathematics 2011-05-26 Vasso Anagnostopoulou , Tobias Jäger

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

An assumption of smooth response to small parameter changes, of statistics or long-time averages of a chaotic system, is generally made in the field of sensitivity analysis, and the parametric derivatives of statistical quantities are…

Chaotic Dynamics · Physics 2021-06-22 Adam A. Sliwiak , Nisha Chandramoorthy , Qiqi Wang

Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…

Statistical Mechanics · Physics 2016-08-24 Johannes Hoppenau , Daniel Nickelsen , Andreas Engel

The scope of this paper is two-fold. First, to present to the researchers in combinatorics an interesting implementation of permutations avoiding generalized patterns in the framework of discrete-time dynamical systems. Indeed, the orbits…

Dynamical Systems · Mathematics 2007-09-05 José M. Amigó , Sergi Elizalde , Matthew B. Kennel

Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…

Chaotic Dynamics · Physics 2022-06-14 Digesh Chitrakar , Per Sebastian Skardal

In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…

Probability · Mathematics 2020-12-01 Aernout van Enter , Arnaud Le Ny , Frédéric Paccaut

The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington