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Related papers: Bridging Freidlin-Wentzell large deviations theory…

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We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…

Probability · Mathematics 2017-10-24 Andrea Agazzi , Amir Dembo , Jean-Pierre Eckmann

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.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

Using the information current, we develop a Lorentz-covariant framework for modeling equilibrium fluctuations in relativistic kinetic theory in the grand-canonical ensemble. The resulting stochastic theory is proven to be causal and…

Nuclear Theory · Physics 2024-07-24 Gabriel Soares Rocha , Lorenzo Gavassino , Nicki Mullins

We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…

Statistical Mechanics · Physics 2022-05-04 Tomohiro Tanogami

We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large…

Dynamical Systems · Mathematics 2022-11-08 Kaitlin Hill , Jessica Zanetell , John A Gemmer

Aligning self-propelled particles undergo a nonequilibrium flocking transition from apolar to polar phases as their interactions become stronger. We propose a thermodynamically consistent lattice model, in which the internal state of the…

Statistical Mechanics · Physics 2025-08-08 Karel Proesmans , Gianmaria Falasco , Atul Tanaji Mohite , Massimiliano Esposito , Étienne Fodor

We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe

A general formulation of stochastic thermodynamics is presented for open systems exchanging energy and particles with multiple reservoirs. By introducing a partition in terms of "macrostates" (e.g. sets of "microstates"), the consequence on…

Statistical Mechanics · Physics 2015-06-03 Massimiliano Esposito

We discuss the relevance of information contained in cross-correlations among different degrees of freedom, which is crucial in non-equilibrium systems. In particular we consider a stochastic system where two degrees of freedom $X_1$ and…

Statistical Mechanics · Physics 2015-06-04 Andrea Crisanti , Andrea Puglisi , Dario Villamaina

Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…

In systems removed from equilibrium, intrinsic microscopic fluctuations become correlated over distances comparable to the characteristic macroscopic length over which the external constraint is exerted. In order to investigate this…

comp-gas · Physics 2009-10-28 Alberto Suarez , Jean Pierre Boon , Patrick Grosfils

A cornerstone of the theory of phase transitions is the observation that many-body systems exhibiting a spontaneous symmetry breaking in the thermodynamic limit generally show extensive fluctuations of an order parameter in large but finite…

Quantum Physics · Physics 2017-04-05 H. Wilming , M. J. Kastoryano , A. H. Werner , J. Eisert

This is the fourth paper, the last one, on solution to the problem of absence of detailed balance in nonequilibrium processes. It is an approach based on another known universal dynamics: The evolutionary dynamics first conceived by Darwin…

Other Condensed Matter · Physics 2008-06-03 P Ao

Thermodynamic uncertainty relations quantifying a trade-off between current fluctuation and entropy production have been found in various stochastic systems. Herein, we study the thermodynamic uncertainty relations for Langevin systems…

Statistical Mechanics · Physics 2020-01-22 Tan Van Vu , Yoshihiko Hasegawa

We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of SDEs with reflection in a convex domain.

Probability · Mathematics 2009-12-31 Jiagang Ren , Siyan Xu , Xicheng Zhang

In this paper we develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion equation features multiple…

Probability · Mathematics 2020-12-16 Michael Salins , Konstantinos Spiliopoulos

We study the thermodynamic efficiency of the Malkus-Lorenz waterwheel. For this purpose, we derive an exact analytical formula that describes the efficiency of this dissipative structure as a function of the phase space variables and the…

Statistical Mechanics · Physics 2023-05-24 Álvaro G. López , Fernando Benito , Juan Sabuco , Alfonso Delgado-Bonal

A non-equilibrium statistical-thermodynamic approach to the study of a Fr\"ohlich-Bose-Einstein condensation of magnons under radio-frequency radiation pumping is presented. Such a system displays a complex behavior consisting in…

Statistical Mechanics · Physics 2019-09-25 Fabio Stucchi Vannucchi , Áurea Rosas Vasconcellos , Roberto Luzzi

In this review, an outline of the so called Freidlin-Wentzell theory and its recent extensions is given. Broadly, this theory studies the exponential rate at which the probabilities of rare events related to random perturbation of ODE…

Probability · Mathematics 2014-06-24 Sergio A. Almada Monter

We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…

chao-dyn · Physics 2008-02-03 Robert S. Maier , Daniel L. Stein
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