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Related papers: Bridging Freidlin-Wentzell large deviations theory…

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The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

Stochastic vegetation-water dynamical systems play a pivotal role in ecological stability, biodiversity, water resource management, and adaptation to climate change. This research proposes a machine learning-based method for analyzing rare…

Dynamical Systems · Mathematics 2024-02-29 Yang Li , Shenglan Yuan , Shengyuan Xu

In this work, we study the stochastic thermodynamics of micro-magnetic systems. We first formulate the stochastic dynamics of micro-magnetic systems by incorporating noises into Landau-Lifshitz (LL) equation, which describes the…

Statistical Mechanics · Physics 2024-08-06 Mingnan Ding , Jun Wu , Xiangjun Xing

In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from…

Statistical Mechanics · Physics 2016-11-23 Domingos S. P. Salazar , Sérgio A. Lira

By examining the deterministic limit of a general $\epsilon$-dependent generator for Markovian dynamics, which includes the continuous Fokker-Planck equations and discrete chemical master equations as two special cases, the intrinsic…

Probability · Mathematics 2021-10-27 Liu Hong , Hong Qian

In genuine nonequilibrium systems that undergo continuous driving, the thermodynamic forces are nonconservative, meaning they cannot be described by any free energy potential. Nonetheless, we show that the dynamics of such systems are…

Statistical Mechanics · Physics 2026-04-10 Artemy Kolchinsky , Andreas Dechant , Kohei Yoshimura , Sosuke Ito

This paper is devoted to investigating the Freidlin-Wentzell's large deviation principle for a class of McKean-Vlasov quasilinear SPDEs perturbed by small multiplicative noise. We adopt the variational framework and the modified weak…

Probability · Mathematics 2021-06-29 Wei Hong , Shihu Li , Wei Liu

We consider a finite region of a $d$-dimensional lattice, $d\in\mathbb{N}$, of weakly coupled harmonic oscillators. The coupling is provided by a nearest-neighbour potential (harmonic or not) of size $\varepsilon$. Each oscillator weakly…

Mathematical Physics · Physics 2016-06-29 A. Dymov

A fundamental challenge is to understand nonequilibrium statistical mechanics starting from microscopic chaos in the equations of motion of a many-particle system. In this review we summarize recent theoretical advances along these lines.…

Chaotic Dynamics · Physics 2010-01-04 R. Klages

The physical significance of the stochastic processes associated to the generalized Gibbs ensembles is scrutinized here with special attention to the thermodynamic fluctuations of small systems. The contact with the environment produces an…

Statistical Mechanics · Physics 2024-09-04 Amilcare Porporato , Salvatore Calabrese , Lamberto Rondoni

We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…

Statistical Mechanics · Physics 2020-06-24 Erez Aghion , David A. Kessler , Eli Barkai

Based on a microscopic system reservoir model,where the associated bath is not in thermal equilibrium, we simulate the nonstationary Langevin dynamics and obtained the generalized nonstationary fluctuation dissipation relation (FDR) which…

In this article, we establish the Freidlin-Wentzell type large deviation principle and central limit theorem for stochastic fractional conservation laws with small multiplicative noise in kinetic formulation framework. The weak convergence…

Probability · Mathematics 2023-06-08 Soumya Ranjan Behera , Ananta K. Majee

We investigate a boundary-driven Ginzburg-Landau dynamics with long-range interactions. In the hydrodynamic limit, the macroscopic evolution is governed by a fractional heat equation with Dirichlet boundary conditions, while the…

Probability · Mathematics 2026-03-30 Cedric Bernardin , Patricia Gonçalves , João Pedro Mangi

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

We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…

Soft Condensed Matter · Physics 2019-09-04 Hidde Derk Vuijk , Joseph Michael Brader , Abhinav Sharma

We study the collective escape dynamics of a chain of coupled, weakly damped nonlinear oscillators from a metastable state over a barrier when driven by a thermal heat bath in combination with a weak, globally acting periodic perturbation.…

Statistical Mechanics · Physics 2008-09-22 D. Hennig , L. Schimansky-Geier , P. Hänggi

We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process…

Probability · Mathematics 2009-11-24 Francis Comets , Francois Delarue , René Schott

We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…

Statistical Mechanics · Physics 2019-06-26 Domingos S. P. Salazar , Sérgio A. Lira

In multistable dynamical systems driven by weak Gaussian noise, transitions between competing states are often assumed to pass via a saddle on the separating basin boundary. By contrast, we show that timescale separation can cause saddle…

Dynamical Systems · Mathematics 2024-12-24 Reyk Börner , Ryan Deeley , Raphael Römer , Tobias Grafke , Valerio Lucarini , Ulrike Feudel