Related papers: Linear approximations of large deviations: Cubic d…
We expand on a previous study of fronts in finite particle number reaction-diffusion systems in the presence of a reaction rate gradient in the direction of the front motion. We study the system via reaction-diffusion equations, using the…
We consider a dynamical system subjected to weak but adiabatically slow fluctuations of external origin. Based on the ``adiabatic following'' approximation we carry out an expansion in \alpha/|\mu|, where \alpha is the strength of…
We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…
These notes are a written version of lectures given in the 2024 Les Houches Summer School on {\it Large deviations and applications}. They are are based on a series of works published over the last 25 years on steady properties of…
We introduce a numerical procedure to evaluate directly the probabilities of large deviations of physical quantities, such as current or density, that are local in time. The large-deviation functions are given in terms of the typical…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
In this paper, we consider modeling time-dependent multi-server queues that include abandonments and retrials. For the performance analysis of those, fluid and diffusion models called "strong approximations" have been widely used in the…
In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…
The linear response description for impurity diffusion in a granular fluid undergoing homogeneous cooling is developed in the preceeding paper. The formally exact Einstein and Green-Kubo expressions for the self-diffusion coefficient are…
We present a new method for detecting superdiffusive behaviour and for determining rates of superdiffusion in time series data. Our method applies equally to stochastic and deterministic time series data (with no prior knowledge required of…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
We introduce a simple model of diffusive jump process where a fee is charged for each jump. The nonlinear cost function is such that slow jumps incur a flat fee, while for fast jumps the cost is proportional to the velocity of the jump. The…
We obtain the rate function for the level 2.5 of large deviations for pure jump and diffusion processes. This result is proved by two methods: tilting, for which a tilted process with an appropriate typical behavior is considered, and a…
We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…
Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
The effect of diffusional relaxation on the random sequential deposition process is studied in the limit of fast deposition. Expression for the coverage as a function of time are analytically derived for both the short-time and long-time…
Neuro-dynamic programming is a class of powerful techniques for approximating the solution to dynamic programming equations. In their most computationally attractive formulations, these techniques provide the approximate solution only…
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…