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相关论文: Bridging Freidlin-Wentzell large deviations theory…

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Multistable non-equilibrium systems are abundant outcomes of nonlinear dynamics with feedback but still relatively little is known about what determines the stability of the steady states and their switching rates in terms of entropy and…

生物物理 · 物理学 2020-02-11 Jacob Cook , Robert G. Endres

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

统计力学 · 物理学 2012-06-05 Freddy Bouchet , Hugo Touchette

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

统计力学 · 物理学 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

Metastable transitions in Langevin dynamics can exhibit rich behaviors that are markedly different from its overdamped limit. In addition to local alterations of the transition path geometry, more fundamental global changes may exist. For…

计算物理 · 物理学 2018-05-28 Andre Souza , Molei Tao

The problem of metastability for a stochastic dynamics with a parallel updating rule is addressed in the Freidlin--Wentzel regime, namely, finite volume, small magnetic field, and small temperature. The model is characterized by the…

统计力学 · 物理学 2015-05-13 Emilio N. M. Cirillo , Cristian Spitoni , Francesca R. Nardi

After establishing stochastic thermodynamics for underdamped Langevin systems in contact with multiple reservoirs, we derive its overdamped limit using timescale separation techniques. The overdamped theory is different from the naive…

统计力学 · 物理学 2017-01-03 Yûto Murashita , Massimiliano Esposito

The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…

统计力学 · 物理学 2015-05-27 Eric Smith

The thermal response of nonequilibrium systems requires the knowledge of concepts that go beyond entropy production. This is showed for systems obeying overdamped Langevin dynamics, either in steady states or going through a relaxation…

统计力学 · 物理学 2016-08-31 Gianmaria Falasco , Marco Baiesi

Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…

统计力学 · 物理学 2007-05-23 Jyotipratim Ray Chaudhuri , Debashis Barik , Suman Kumar Banik

This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…

概率论 · 数学 2022-07-15 Pedro Catuogno , André de Oliveira Gomes

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…

统计力学 · 物理学 2017-10-03 Corentin Herbert , Freddy Bouchet

Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…

统计力学 · 物理学 2020-03-16 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…

概率论 · 数学 2010-05-06 Wei Liu

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

统计力学 · 物理学 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics…

数学物理 · 物理学 2009-11-13 T. Bodineau , R. Lefevere

Landscape is one of the key notions in literature on biological processes and physics of complex systems with both deterministic and stochastic dynamics. The large deviation theory (LDT) provides a possible mathematical basis for the…

数学物理 · 物理学 2012-06-19 Hao Ge , Hong Qian

This work addresses some asymptotic behavior of solutions to the stochastic convective Brinkman-Forchheimer (SCBF) equations perturbed by multiplicative Gaussian noise in bounded domains. Using a weak convergence approach of Budhiraja and…

概率论 · 数学 2021-06-02 Manil T. Mohan

This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift…

概率论 · 数学 2025-11-25 Zhaohang Wang , Junhao Hu , Chenggui Yuan

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…

概率论 · 数学 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann

We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…

最优化与控制 · 数学 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma
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