相关论文: A Gallavotti-Cohen Type Symmetry in the Large Devi…

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for…

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

In this paper, we address an important question of the relationship between fluctuation theorems for the dissipated work $W_{d} = W-\Delta F$ with general finite-time (like Jarzynski equality and Crooks relation) and infinite-time (like…

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…

We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…

We develop a rigorous theory of hard-sphere dynamics in the kinetic regime, away from thermal equilibrium. In the low density limit, the empirical density obeys a law of large numbers and the dynamics is governed by the Boltzmann equation.…

A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…

We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

We derive a general set of fluctuation relations for a nonequilibrium open quantum system described by a Lindblad master equation. In the special case of conservative Hamiltonian dynamics, these identities allow us to retrieve quantum…

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

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…

We extend our earlier macrostatistical treatment of hydrodynamical fluctuations about nonequilibrium steady states to viscous fluids. Since the scale dependence of the Navier-Stokes equations precludes the applicability of any infinite…

We study the distribution of the time-integrated current in an exactly-solvable toy model of heat conduction, both analytically and numerically. The simplicity of the model allows us to derive the full current large deviation function and…