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相关论文: The Large Deviation Principle for Coarse-Grained P…

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The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

统计力学 · 物理学 2012-03-01 Hugo Touchette

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

概率论 · 数学 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a…

机器学习 · 统计学 2017-02-01 Markus Schöberl , Nicholas Zabaras , Phaedon-Stelios Koutsourelakis

We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…

概率论 · 数学 2007-05-23 Anton Bovier , Veronique Gayrard

Large eddy approximation of turbulent flow is given a natural setting within the DSC framework of computational fluid dynamics. Periodic cellular coarse-graining prevents the nodal flow from piling up and preserves its large patterns. The…

数值分析 · 数学 2008-08-28 Steffen Hein

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

概率论 · 数学 2007-05-23 A. Asselah , F. Castell

In the literature, contradictory results have been published regarding the form of the limiting (long-time) grain size distribution (LGSD) that characterizes the late stage grain coarsening in two-dimensional and quasi-two-dimensional…

材料科学 · 物理学 2017-05-24 Balint Korbuly , Tamas Pusztai , Herve Henry , Mathis Plapp , Markus Apel , Laszlo Granasy

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…

概率论 · 数学 2009-08-21 Henrik Hult , Gennady Samorodnitsky

In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to…

概率论 · 数学 2023-07-04 Hao Wu , Junhao Hu , Chenggui Yuan

Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…

统计力学 · 物理学 2016-08-24 Johannes Hoppenau , Daniel Nickelsen , Andreas Engel

We propose a degree-based coarse graining approach that not just accelerates the evaluation of dynamics on complex networks, but also satisfies the consistency conditions for both equilibrium statistical distributions and nonequilibrium…

统计力学 · 物理学 2010-08-06 Hanshuang Chen , Zhonghuai Hou , Houwen Xin , YiJing Yan

We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…

Coarse-graining techniques play a central role in reducing the complexity of stochastic models, and are typically characterised by a mapping which projects the full state of the system onto a smaller set of variables which captures the…

概率论 · 数学 2023-09-28 Bastian Hilder , Upanshu Sharma

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

统计力学 · 物理学 2021-08-23 Cecile Monthus

The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process which corresponds to the random population dynamics with linear…

概率论 · 数学 2019-11-18 A. Logachov , O. Logachova , A. Yambartsev

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…

概率论 · 数学 2016-08-24 Yong Chen , Hao Ge , Jie Xiong , Lihu Xu

Here we propose the Donsker-Varadhan-type compactness conditions and prove the joint large deviation principle for the empirical measure and empirical flow of Markov renewal processes (semi-Markov processes) with a countable state space,…

概率论 · 数学 2022-10-27 Chen Jia , Da-quan Jiang , Bingjie Wu

The data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

计算物理 · 物理学 2021-02-10 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

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 study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…

数学物理 · 物理学 2020-05-18 Nir Gavish , Pierre Nyquist , Mark Peletier