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A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

统计力学 · 物理学 2026-01-29 Soumyabrata Saha , Tridib Sadhu

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

概率论 · 数学 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

Galilean invariance is a cornerstone of classical mechanics. It states that for closed systems the equations of motion of the microscopic degrees of freedom do not change under Galilean transformations to different inertial frames. However,…

统计力学 · 物理学 2018-06-05 Andrea Cairoli , Rainer Klages , Adrian Baule

We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…

概率论 · 数学 2010-09-03 T. Bodineau , M. Lagouge

We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…

chao-dyn · 物理学 2021-04-28 Brian R. La Cour , William C. Schieve

This paper studies large deviation principles and weak convergence, both at the level of finite-dimensional distributions and in functional form, for a class of continuous, isotropic, centered Gaussian random fields defined on the unit…

概率论 · 数学 2026-01-09 Simmaco Di Lillo , Claudio Macci , Barbara Pacchiarotti

An expression for the stress tensor near an external boundary of a discrete mechanical system is derived explicitly in terms of the constituents' degrees of freedom and interaction forces. Starting point is the exact and general coarse…

软凝聚态物质 · 物理学 2011-08-26 Thomas Weinhart , Anthony R. Thornton , Stefan Luding , Onno Bokhove

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

概率论 · 数学 2022-10-19 Christian Hirsch , Takashi Owada

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

概率论 · 数学 2024-04-08 Nhu N. Nguyen , George Yin

The automated construction of coarse-grained models represents a pivotal component in computer simulation of physical systems and is a key enabler in various analysis and design tasks related to uncertainty quantification. Pertinent methods…

机器学习 · 统计学 2019-09-11 Constantin Grigo , Phaedon-Stelios Koutsourelakis

We systematically derive an exact coarse-grained description for interacting particles with thermodynamically consistent stochastic dynamics, applicable across different observation scales, the mesoscopic and the macroscopic. We implement…

统计力学 · 物理学 2026-03-05 Atul Tanaji Mohite , Heiko Rieger

In this article we prove large deviations principles for high minima of Gaussian processes with nonnegatively correlated increments on arbitrary intervals. Furthermore, we prove large deviations principles for the increments of such…

概率论 · 数学 2024-04-08 Zachary Selk

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

概率论 · 数学 2025-02-05 Xiaoyu Yang , Yong Xu

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

统计力学 · 物理学 2014-04-25 Marko Znidaric

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

概率论 · 数学 2025-09-16 Wenting Xu , Yong Xu , Xiaoyu Yang , Bin Pei

We consider the problem of coarse-graining in the context of finite-volume fluid models. If a variable is defined on a high-resolution grid it may be coarse-grained so that it is defined on a grid of lower resolution. In general this will…

大气与海洋物理 · 物理学 2022-01-26 Stuart Patching

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

统计理论 · 数学 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

For a given thermodynamic system, and a given choice of coarse-grained state variables, the knowledge of a force-flux constitutive law is the basis for any nonequilibrium modeling. In the first paper of this series we established how, by a…

统计力学 · 物理学 2021-02-03 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…

概率论 · 数学 2014-05-16 Max Fathi

In this paper, we are concerned with multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motion (with Hurst index $H>\frac12$ and standard Brownian motion, simultaneously. Our aim is to…

概率论 · 数学 2023-06-12 Shen Gunagjun , Zhou Huan , Wu Jianglun