Related papers: Dynamical phase transitions in certain non-ergodic…
We solve a simple model that supports a dynamic phase transition and show conditions for the existence of the transition. Using methods of large deviation theory we analytically compute the probability distribution for activity and entropy…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
We study single-variable approaches for describing stochastic dynamics with small inertia. The basic models we deal with describe passive Brownian particles and phase elements (phase oscillators, rotators, superconducting Josephson…
The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…
Recent progress in the study of dynamical phase transitions has been made with a large-deviation approach to study trajectories of stochastic jumps using a thermodynamic formalism. We study this method applied to an open quantum system…
The traditional dynamical phase transition refers to the appearance of singularities in an observable with respect to a control parameter for a late-time state or singularities in the rate function of the Loschmidt echo with respect to…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
Driven diffusive systems may undergo phase transitions to sustain atypical values of the current. This leads in some cases to symmetry-broken space-time trajectories which enhance the probability of such fluctuations. Here we shed light on…
We consider large deviations of the dynamical activity -- defined as the total number of configuration changes within a time interval -- for mean-field and one-dimensional Ising models, in the presence of a magnetic field. We identify…
The existence and search for thermodynamic phase transitions is of unfading interest. In this paper, we present numerical evidence of dynamical phase transitions occurring in boundary driven systems with a constrained integrated current. It…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…
We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…
The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…