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We investigate the mean-field limit for interacting particle systems through a duality-based framework and obtain quantitative estimates on the convergence of marginals as well as on correlation functions. In particular, for merely…

Analysis of PDEs · Mathematics 2026-05-05 Nadia Khoury , P. -E. Jabin

We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…

Probability · Mathematics 2026-03-06 Nicolas Dirr , Zhengyan Wu , Johannes Zimmer

We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…

Statistical Mechanics · Physics 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

In the diffusive hydrodynamic limit for a symmetric interacting particle system (such as the exclusion process, the zero range process, the stochastic Ginzburg-Landau model, the energy exchange model), a possibly non-linear diffusion…

Probability · Mathematics 2017-05-01 Makiko Sasada

This article traces the development of fluctuation theory and its deep connection to irreversibility, from equilibrium to near-equilibrium, and finally to far-from-equilibrium systems. Classical fluctuation theorems, which capture the…

Quantum Physics · Physics 2025-12-30 Sounak Bandyopadhyay , Arnab Ghosh

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

Statistical Mechanics · Physics 2018-12-19 Trevor GrandPre , David T. Limmer

We study active Brownian particles as a paradigm for genuine non-equilibrium phase transitions. Access to the critical point in computer simulations is obstructed by the fact that the density is conserved. We propose a modification of…

Soft Condensed Matter · Physics 2018-09-26 Jonathan Tammo Siebert , Florian Dittrich , Friederike Schmid , Kurt Binder , Thomas Speck , Peter Virnau

We present a comprehensive study about the relationship between the way Detailed Balance is broken in non-equilibrium systems and the resulting violations of the Fluctuation-Dissipation Theorem. Starting from stochastic dynamics with both…

Statistical Mechanics · Physics 2020-07-16 Sara Dal Cengio , Demian Levis , Ignacio Pagonabarraga

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can…

Probability · Mathematics 2018-06-13 Mario Ayala , Gioia Carinci , Frank Redig

The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet

A recently introduced stochastic model for fluid flow can be made Galilean invariant by introducing a random shift of the computational grid before collisions. This grid shifting procedure accelerates momentum transfer between cells and…

Soft Condensed Matter · Physics 2009-11-10 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

We introduce and study a class of models of free fermions hopping between neighbouring sites with random Brownian amplitudes. These simple models describe stochastic, diffusive, quantum, unitary dynamics. We focus on periodic boundary…

Statistical Mechanics · Physics 2019-04-17 M. Bauer , D. Bernard , T. Jin

We study the implications of quantum fluctuations of a dispersive medium, under steady rotation, either in or out of thermal equilibrium with its environment. A rotating object exhibits a quantum instability by dissipating its mechanical…

Quantum Physics · Physics 2014-07-23 Mohammad F. Maghrebi , Robert L. Jaffe , Mehran Kardar

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

Statistical Mechanics · Physics 2016-11-23 Tridib Sadhu , Bernard Derrida

We examine the fluctuations of the empirical density measure for the colour version of the symmetric nearest neighbour zero range particle systems in dimension one. We show that the weak limit of these fluctuations is the solution of a…

Probability · Mathematics 2007-05-23 Hanna Jankowski

Correlated classical and quantum many-particle systems out of equilibrium are of high interest in many fields, including dense plasmas, correlated solids, and ultracold atoms. Accurate theoretical description of these systems is challenging…

Statistical Mechanics · Physics 2026-04-02 Erik Schroedter , Michael Bonitz

We prove density and current fluctuations for two examples of symmetric, interacting particle systems with anomalous diffusive behavior: the zero-range process with long jumps and the zero-range process with degenerated bond disorder. As an…

Probability · Mathematics 2009-01-05 M. Jara

We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…

Probability · Mathematics 2011-02-18 Mykhaylo Shkolnikov

We introduce dynamical versions of loop (or Dyson-Schwinger) equations for large families of two--dimensional interacting particle systems, including Dyson Brownian motion, Nonintersecting Bernoulli/Poisson random walks, $\beta$--corners…

Probability · Mathematics 2024-03-07 Vadim Gorin , Jiaoyang Huang