相关论文: Large Deviation asymptotics for the exit from a do…
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…
Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
In this Letter we show that the analysis of Lyapunov-exponents fluctuations contributes to deepen our understanding of high-dimensional chaos. This is achieved by introducing a Gaussian approximation for the large deviation function that…
We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…
Consider ``stochastic differential equations" driven by fractional Brownian motion with Hurst parameter H (1/4 <H< 1). Their solutions are sometimes called fractional diffusion processes. The main purpose of this paper is conditioning these…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
We formulate the large deviations for a class of two scale chemical kinetic processes motivated from biological applications. The result is successfully applied to treat a genetic switching model with positive feedbacks. The corresponding…
We study the probability of arbitrary density profiles in conserving diffusive fields which are driven by the boundaries. We demonstrate the existence of singularities in the large-deviation functional, the direct analog of the free-energy…
The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…
Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the potential well. Applying analytical arguments and…
We consider the one-dimensional symmetric simple exclusion process with a slow bond. In this model, whilst all the transition rates are equal to one, a particular bond, the \emph{slow bond}, has associated transition rate of value $N^{-1}$,…
We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…