Related papers: Large deviation principles for singular Riesz-type…
The study of two-dimensional Coulomb gases lies at the interface of statistical physics and non-Hermitian random matrix theory. In this paper we give a large deviation principle (LDP) for the empirical fields obtained, under the canonical…
The long time behavior of a couple of interacting asymmetric exclusion processes of opposite velocities is investigated in one space dimension. We do not allow two particles at the same site, and a collision effect (exchange) takes place…
We study the motion of a particle in a random time-dependent vector field defined by the 2D Navier-Stokes system with a noise. Under suitable non-degeneracy hypotheses we prove that the empirical measures of the trajectories of the pair…
The collective non-equilibrium dynamics of multi-component mixtures of interacting active (self-propelled) and passive (diffusive) particles have garnered great interest in the physics community. However, the mathematical understanding of…
We consider the $N$ particle classical Riesz gas confined in a one-dimensional external harmonic potential with power law interaction of the form $1/r^k$ where $r$ is the separation between particles. As special limits it contains several…
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…
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.…
We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
In this work, we investigate the dynamics of interacting particle systems subjected to repulsive forces, such as lattices of magnetized particles. To this end, we first develop a general model capable of capturing the complete dynamical…
In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…
We prove the the large deviation principle(LDP) for the law of the one-dimensional semilinear stochastic partial differential equations driven by nonlinear multiplicative noise. Firstly, combining the energy estimate and approximation…
We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…
In systems of diffusing particles, we investigate large deviations of a time-averaged measure of clustering around one particle. We focus on biased ensembles of trajectories, which realise large-deviation events. The bias acts on a single…
We consider the effect of noise on the dynamics generated by volume-preserving maps on a d-dimensional torus. The quantity we use to measure the irreversibility of the dynamics is the dissipation time. We focus on the asymptotic behaviour…
We consider a lattice gas evolving in a bounded cylinder of length 2N + 1 and interacting via a Neuman Kac interaction of range N, in contact with particles reservoirs at different densities. We investigate the associated law of large…
Large deviation theory (LDT) provides a mathematical framework to quantify the probabilities of rare events in stochastic systems. In this study, we applied LDT to model a chemical reaction system and demonstrated that the fluctuation…
Particles are injected to a large planar rectangle through the boundary. Assuming that the particles move independently from one another and the boundary is also absorbing, we identify a set of abstract conditions which imply the local…
We study the current large deviations for a lattice model of interacting active particles displaying a motility-induced phase separation (MIPS). To do this, we first derive the exact fluctuating hydrodynamics of the model in the large…
In this work we derive and analyze coarse-grained descriptions of self-propelled particles with selective attraction-repulsion interaction, where individuals may respond differently to their neighbours depending on their relative state of…