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We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…

Statistical Mechanics · Physics 2011-10-06 A. Prados , A. Lasanta , Pablo I. Hurtado

In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle for ergodic Hawkes point processes.

Probability · Mathematics 2007-05-23 Charles Bordenave , Giovanni Luca Torrisi

We study the hydrodynamic coupling between particles and solid, rough boundaries characterized by random surface textures. Using the Lorentz reciprocal theorem, we derive analytical expressions for the grand mobility tensor of a spherical…

Fluid Dynamics · Physics 2020-08-27 Christina Kurzthaler , Lailai Zhu , Amir A. Pahlavan , Howard A. Stone

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…

Statistical Mechanics · Physics 2023-08-14 Cecile Monthus

In this paper, we revisit the proof of the large deviations principle of Wiener chaoses partially given by Borel, and then by Ledoux in its full form. We show that some heavy-tail phenomena observed in large deviations can be explained by…

Probability · Mathematics 2017-06-21 Fanny Augeri

We revisit the one-dimensional model of the symmetric simple exclusion process slowly coupled with two unequal reservoirs at the boundaries. In its non-equilibrium stationary state, the large deviations functions of density and current have…

Statistical Mechanics · Physics 2024-08-07 Soumyabrata Saha , Tridib Sadhu

Differentially rotating stars and planets transport angular momentum internally due to turbulence at rates that have long been a challenge to predict reliably. We develop a self-consistent saturation theory, using a statistical closure…

Solar and Stellar Astrophysics · Physics 2024-03-13 B. Tripathi , A. J. Barker , A. E. Fraser , P. W. Terry , E. G. Zweibel

Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…

Probability · Mathematics 2011-08-24 P. Chigansky , R. Liptser

We study a stochastic particle system which is motivated from grain boundary coarsening in two-dimensional networks. Each particles lives on the positive real line and is labeled as belonging to either Species 1 or Species 2. Species 1…

Probability · Mathematics 2021-07-06 Joseph Klobusicky

We obtain hydrodynamic descriptions of a broad class of conserved-mass transport processes on a ring. These processes are governed by chipping, diffusion and coalescence of masses, where microscopic probability weights in their…

Statistical Mechanics · Physics 2017-07-06 Arghya Das , Anupam Kundu , Punyabrata Pradhan

Exclusion processes in one dimension first appeared in the 70s and have since dragged much attention from communities in different domains: stochastic processes, out-of-equilibriums statistical physics, and more recently integrable systems.…

Statistical Mechanics · Physics 2023-01-11 Ali Zahra

Separated flows past complex geometries are modelled by discrete vortex techniques. The flows are assumed to be rotational and inviscid, and a new technique is described to determine the streamfunctions for linear shear profiles. The…

chao-dyn · Physics 2007-05-23 P. Franzese , L. Zannetti

We prove a law of large numbers for the empirical density of one-dimensional, boundary driven, symmetric exclusion processes with different types of non-reversible dynamics at the boundary. The proofs rely on duality techniques.

Probability · Mathematics 2020-10-23 C. Erignoux , C. Landim , T. Xu

The effect of particle-nonconserving processes on the steady state of driven diffusive systems is studied within the context of a generalized ABC model. It is shown that in the limit of slow nonconserving processes, the large deviation…

Statistical Mechanics · Physics 2012-02-17 Or Cohen , David Mukamel

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…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

We consider a two-species simple exclusion process on a periodic lattice. We use the method of matched asymptotics to derive evolution equations for the two population densities in the dilute regime, namely a cross-diffusion system of…

Mathematical Physics · Physics 2023-01-25 James Mason , Robert L Jack , Maria Bruna

We investigate the sedimentation of identical inertialess spherical particles in a Stokes fluid in the limit of many small particles. It is known that the presence of the particles leads to an increase of the effective viscosity of the…

Analysis of PDEs · Mathematics 2021-02-09 Richard M. Höfer , Richard Schubert

We introduce a method based on Gaussian process regression to identify discrete variational principles from observed solutions of a field theory. The method is based on the data-based identification of a discrete Lagrangian density. It is a…

Numerical Analysis · Mathematics 2024-07-11 Christian Offen

The aim of this paper is to improve the large deviation principle for the number of descents in a random permutation by establishing a sharp large deviation principle of any order. We shall also prove a sharp large deviation principle of…

Probability · Mathematics 2024-07-09 Bernard Bercu , Michel Bonnefont , Luis Fredes , Adrien Richou