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In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale…

Probability · Mathematics 2007-05-23 Pierre Del Moral , Samy Tindel

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

Green-Kubo and Einstein expressions for the transport coefficients of a fluid in a nonequilibrium steady state can be derived using the Fluctuation Theorem and by assuming the probability distribution of the time-averaged dissipative flux…

Statistical Mechanics · Physics 2009-10-31 Debra J. Searles , Denis J. Evans

In this work we investigate the convergence to equilibrium for mass action reaction-diffusion systems which model irreversible enzyme reactions. Using the standard entropy method in this situation is not feasible as the irreversibility of…

Analysis of PDEs · Mathematics 2022-03-14 Marcel Braukhoff , Amit Einav , Bao Quoc Tang

The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…

Statistical Mechanics · Physics 2020-10-23 Pedro L. Garrido

Phase transitions to absorbing states are among the simplest examples of critical phenomena out of equilibrium. The characteristic feature of these models is the presence of a fluctuationless configuration which the dynamics cannot leave,…

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

In contrast with the understanding of fluctuation symmetries for entropy production, similar ideas applied to the time-symmetric fluctuation sector have been less explored. Here we give detailed derivations of time-symmetric fluctuation…

Statistical Mechanics · Physics 2015-06-15 Christian Maes , Alberto Salazar

The quantitative convergence to equilibrium for reaction-diffusion systems arising from complex balanced chemical reaction networks with mass action kinetics is studied by using the so-called entropy method. In the first part of the paper,…

Analysis of PDEs · Mathematics 2016-11-11 Laurent Desvillettes , Klemens Fellner , Bao Quoc Tang

We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…

Probability · Mathematics 2025-01-22 Josué Knorst , Christian Olivera , Alexandre B. de Souza

There is a renewed interest in the derivation of statistical mechanics from the dynamics of closed quantum systems. A central part of this program is to understand how far-from-equilibrium closed quantum system can behave as if relaxing to…

Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…

Strongly Correlated Electrons · Physics 2024-02-14 Luca V. Delacretaz , Ruchira Mishra

We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…

Probability · Mathematics 2019-04-25 Julien Reygner

We study a sequential system of interacting diffusions in which particle $i$ interacts only with its predecessors through the empirical measure $\mu_t^{i-1}$, yielding a directed, non-exchangeable mean-field approximation of a…

Probability · Mathematics 2026-02-03 Zhenfu Wang , Xianliang Zhao

We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…

Statistical Mechanics · Physics 2009-08-29 T. Gilbert , J. R. Dorfman

There exist some boundary-driven open systems with diffusive dynamics whose particle current fluctuations exhibit universal features that belong to the Edwards-Wilkinson universality class. We achieve this result by establishing a mapping,…

Statistical Mechanics · Physics 2011-11-29 Alberto Imparato , Vivien Lecomte , Frédéric Van Wijland

We consider interacting particle systems with unbounded interaction range on general countably infinite graphs $S$ and prove explicit non-asymptotic error bounds for approximations of the infinite-volume dynamics by systems of finitely many…

Probability · Mathematics 2026-03-24 Benedikt Jahnel , Jonas Köppl

We are interested in exploring interacting particle systems that can be seen as microscopic models for a particular structure of coupled transport flux arising when different populations are jointly evolving. The scenarios we have in mind…

Analysis of PDEs · Mathematics 2017-03-08 Manh Hong Duong , Adrian Muntean , Omar Richardson

The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…

Statistical Mechanics · Physics 2021-03-25 Yi Liao , Xiao-Bo Gong
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