Related papers: Direct evaluation of large-deviation functions
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…
Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…
We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the "cloning" procedure of…
In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…
We report on a investigation of turbulent bubbly flows. Bubbles of a size larger than the dissipative scale, cannot be treated as point-wise inclusions, and generate important hydrodynamic fields in the carrier fluid when in motion.…
The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…
We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…
We use the Bethe Ansatz to derive analytical expressions for the current statistics in the asymmetric exclusion process with both forward and backward jumps. The Bethe equations are highly coupled and this fact has impeded their use to…
We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…
Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…
We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…
We discuss an event-by-event fluctuation analysis of particle production in heavy ion collisions. We compare different approaches to the evaluation of the event-by-event dynamical fluctuations in quantities defined on groups of particles,…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
The fluctuations of the current for the one-dimensional totally asymmetric exclusion process with $L$ sites are studied in the relaxation regime of times $T\sim L^{3/2}$. Using Bethe ansatz for the periodic system with an evolution…
We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…
We present a novel method for the accurate numerical determination of the phase behavior of fluid mixtures having large particle size asymmetries. By incorporating the recently developed geometric cluster algorithm within a restricted Gibbs…
We consider a one-dimensional exclusion dynamics in mild contact with boundary reservoirs. In the diffusive scale, the particles' density evolves as the solution of the heat equation with non-linear Robin boundary conditions. For…
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…