Article
Physics, Mathematical
Marco Zamparo, Massimiliano Semeraro
Summary: In this paper, a large deviation principle is established for the entropy production rate of non-stationary, centered stable Gauss-Markov chains, validating the Gallavotti-Cohen symmetry. This is achieved by developing a large deviation theory for quasi-Toeplitz quadratic functionals of multivariate centered stable Gauss-Markov chains.
JOURNAL OF MATHEMATICAL PHYSICS
(2023)
Article
Physics, Fluids & Plasmas
S. Gherardini, G. Giachetti, S. Ruffo, A. Trombettoni
Summary: This study examines the heat statistics of a multilevel quantum system monitored by projective measurements, analyzing the late-time properties and conditions for infinite-temperature thermalization. It shows that ITT is identified by a fixed point of a random matrix, with exceptions of partial thermalization. The order of limits M -> infinity and N -> infinity is crucial, impacting whether ITT occurs or the system becomes classical.
Article
Mechanics
Tal Bar, Baruch Meerson
Summary: This article extends the geometrical optics of Brownian motion by accounting for diffusion inhomogeneity in space, exploring situations where the diffusivity of the Brownian particle depends on one spatial coordinate. One of the findings describes 'Brownian refraction', an analogous phenomenon to the refraction of light passing through a boundary between media with different refractive indices.
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
(2023)
Article
Mathematics, Applied
V. Jaksic, V. Nersesyan, C. -A. Pillet, A. Shirikyan
Summary: This study examines the motion of particles in a random time-dependent vector field defined by the 2D Navier-Stokes system with noise. It proves, under suitable non-degeneracy assumptions, that the empirical measures of trajectories satisfy the LDP with a good rate function. Additionally, it shows that the law of a unique stationary solution restricted to the particle component has a positive smooth density with respect to Lebesgue measure in any finite time.
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS
(2021)
Article
Optics
Shadi Ali Ahmad, Alexander R. H. Smith
Summary: This study considers an ancilla-assisted protocol for measuring the work done on a quantum system driven by a time-dependent Hamiltonian. By quantifying the effect of measurement on the estimated work distribution, average work done on the system, and average heat exchanged with the measuring apparatus, corrections to fluctuation relations are found.
Article
Statistics & Probability
Arun Kumar Kuchibhotla, Somabha Mukherjee, Debapratim Banerjee
Summary: The paper investigates the central limit theorems for high-dimensional random vectors, proving a convergence rate and condition with improvements made possible by sharper dimension-free anti-concentration inequality and non-uniform CLT results. Applications are seen in linear regression and empirical processes.
Article
Mathematics
David Alonso-Gutierrez, Joscha Prochno, Christoph Thaele
Summary: This work explores the connection between the KLS conjecture and the deviations of random vectors, as well as the projections in a ball. The study shows that the rate function undergoes a phase transition under different conditions.
JOURNAL OF FUNCTIONAL ANALYSIS
(2021)
Article
Chemistry, Physical
Shoki Koyanagi, Yoshitaka Tanimura
Summary: This study investigates the thermal properties of isothermal processes and adiabatic transitions using the quasi-equilibrium Helmholtz energy, system-bath model, and HEOM approach. Numerical experiments for a three-stroke heat machine are conducted to analyze the work done for the system in the cycle, showing the machine's thermodynamic efficiency to be zero. This numerical manifestation supports the Kelvin-Planck statement.
JOURNAL OF CHEMICAL PHYSICS
(2022)
Article
Mechanics
Timo Schorlepp, Pavel Sasorov, Baruch Meerson
Summary: In this study, we used the optimal fluctuation method to analyze the probability distribution of the spatially averaged height of a one-dimensional interface. We found that under certain conditions, the optimal path of the interface is uniform and the distribution is Gaussian. However, when these conditions change, the optimal path becomes non-uniform and the distribution becomes non-Gaussian. We also examined the phase transition behavior under different system sizes.
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
(2023)
Article
Astronomy & Astrophysics
Timothy Cohen, Daniel Green, Akhil Premkumar
Summary: Fluctuations in cosmology are crucial and can be coarse grained with Gaussian distribution or dominated by rare fluctuations. The large deviation principle is proposed to diagnose when the fundamental description is necessary. The Fokker-Planck equation governing stochastic inflation shows central limit-type behavior for typical fluctuations, but instantonlike saddle points accompanied by a new energy scale determine fluctuations in the regime of the large deviation principle.
Article
Physics, Fluids & Plasmas
Johan du Buisson, Hugo Touchette
Summary: Linear diffusions are widely applied in physics for modeling various stochastic processes. This study uses large deviation theory to analyze the statistics of time-integrated functionals of linear diffusions, focusing on three types of observables relevant to nonequilibrium systems. The results provide exact descriptions of the fluctuations of these observables in the long-time limit, revealing the underlying paths or effective processes. The findings offer insights into the emergence of fluctuations in linear diffusions in terms of effective forces or fluctuating densities and currents.
Article
Mechanics
Cecile Monthus
Summary: The large deviations of long dynamical trajectories of one-dimensional jump-drift and jump-diffusion processes converging towards a steady state are studied from two perspectives. By analyzing the joint probabilities of certain variables using large deviations, simplifications that may occur in rate functions and contraction procedures are illustrated in various examples of jump processes.
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
(2021)
Article
Mechanics
Cecile Monthus
Summary: One-dimensional run-and-tumble processes can converge towards localized non-equilibrium steady states under certain conditions. The dynamics of these processes can be analyzed at level 2.5 through large deviations, providing insights into empirical densities and currents. Furthermore, large deviations for any time-additive observable can also be obtained through the deformed generator method.
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
(2021)
Article
Mechanics
Cecile Monthus
Summary: This study focuses on the 2D matrix Langevin dynamics corresponding to the continuous-time limit of products of some 2 x 2 random matrices, showing that the finite-time Lyapunov exponent can be expressed as an additive functional of the associated Riccati process. The large deviations properties can be analyzed from two equivalent perspectives, using Euler-Lagrange optimization and spectral analysis of the tilted Fokker-Planck operator. The conditioned process through the generalization of Doob's h-transform helps clarify the equivalence with the first approach.
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
(2021)
Article
Physics, Mathematical
Ouassim Feliachi, Freddy Bouchet
Summary: The passage discusses the characteristics of a homogeneous plasma and the dynamics of particles interacting based on the Coulomb potential. Through classical kinetic theories and the law of large numbers, the relationship between the Balescu-Guernsey-Lenard equation and the Landau equation is derived. Additionally, a large deviation Hamiltonian for the empirical density dynamic paths under the Landau approximation is calculated to describe fluctuations and rare excursions.
JOURNAL OF STATISTICAL PHYSICS
(2021)
Article
Multidisciplinary Sciences
Lorenzo Caprini, Andrea Puglisi, Alessandro Sarracino
Summary: The study investigates the non-equilibrium nature of self-propelled particles through the linear response of the active Ornstein-Uhlenbeck particle (AOUP) model. The linear response is expressed in terms of correlations computed in the absence of perturbations, with a proposed fluctuation-dissipation relation (FDR) that separates equilibrium and non-equilibrium contributions. The case study of non-interacting AOUP confined in single-well and double-well potentials reveals the impact of dimensionality on the non-equilibrium relaxation process, highlighting the roles of position and velocity variables.
Article
Physics, Multidisciplinary
Dario Raimo, Alessandro Sarracino, Lucilla de Arcangelis
Summary: The brain can be viewed as a system close to a critical point, with inhibitory neurons playing an important role in the supercritical state. The correlation decay in brain activity exhibits unexpected oscillatory behavior, with frequency depending on the fraction of inhibitory neurons and their connectivity degree.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
(2021)
Article
Physics, Multidisciplinary
Luigi Costanzo, Alessandro Lo Schiavo, Alessandro Sarracino, Massimo Vitelli
Summary: Through experimental and analytical studies, we found that a linear model accurately describes the dynamic characteristics and stochastic thermodynamics of a piezoelectric energy harvester under broadband random vibrations, successfully comparing experimental data with the theoretical model.
Article
Physics, Multidisciplinary
Pierre Rizkallah, Alessandro Sarracino, Olivier Benichou, Pierre Illien
Summary: In this study, the diffusion coefficient of an active tracer in a crowded environment with hardcore interactions is calculated. A closure approximation method is proposed to accurately determine the diffusion coefficient for an arbitrary density of crowders in the system, capturing non-equilibrium effects. The approach also allows the characterization of environment perturbations induced by the movement of the active tracer. The asymptotic regimes of low and high densities are considered to obtain explicit expressions for the diffusion coefficient.
PHYSICAL REVIEW LETTERS
(2022)
Article
Physics, Multidisciplinary
Luigi Costanzo, Alessandro Lo Schiavo, Alessandro Sarracino, Massimo Vitelli
Summary: The study focused on the power extracted by an electromagnetic energy harvester driven by broadband vibrations. The researchers used a linear model to describe the system and compared experimental results with analytical predictions. They also analyzed temporal correlations of the current signal and power fluctuations, finding a good agreement between analytical predictions and experimental data.
Article
Multidisciplinary Sciences
Massimiliano Semeraro, Giuseppe Gonnella, Eugenio Lippiello, Alessandro Sarracino
Summary: In this study, the motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated. The system exhibits a ratchet effect, showing an average directed motion induced by the coupling of non-equilibrium conditions with spatial asymmetry. The study analyzes both the average motion and fluctuations of the Brownian particle, and investigates the non-monotonic behavior of the stationary velocity as a function of temperature and viscosity. The effects of Coulomb friction on the passage times between different temporal regimes are also explored.
Article
Chemistry, Physical
Lorenzo Caprini, Umberto Marini Bettolo Marconi, Andrea Puglisi, Hartmut Lowen
Summary: This study considers an active crystal composed of self-propelled particles in a non-equilibrium steady-state governed by entropy production. By calculating the entropy production spectrum, the concept of entropons is proposed as vibrational collective excitations responsible for entropy production. Entropons are generated exclusively by activity and coexist with phonons but dominate over them for strong self-propulsion. The existence of entropons can be confirmed in experiments on dense self-propelled colloidal Janus particles, granular active matter, and living systems such as dense cell monolayers.
JOURNAL OF CHEMICAL PHYSICS
(2023)
Article
Physics, Fluids & Plasmas
Johan du Buisson, Hugo Touchette
Summary: Linear diffusions are widely applied in physics for modeling various stochastic processes. This study uses large deviation theory to analyze the statistics of time-integrated functionals of linear diffusions, focusing on three types of observables relevant to nonequilibrium systems. The results provide exact descriptions of the fluctuations of these observables in the long-time limit, revealing the underlying paths or effective processes. The findings offer insights into the emergence of fluctuations in linear diffusions in terms of effective forces or fluctuating densities and currents.
Article
Physics, Fluids & Plasmas
Francesco Coghi, Hugo Touchette
Summary: We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model nonequilibrium systems. This algorithm was introduced in the context of risk-sensitive control of Markov chains and was recently adapted to diffusions evolving continuously in time. Here we provide an in-depth study of the convergence of this algorithm close to dynamical phase transitions, exploring the speed of convergence as a function of the learning rate and the effect of including transfer learning. The results show that the adaptive power method is efficient close to dynamical phase transitions, while having many advantages in terms of performance and complexity compared to other algorithms used to compute large deviation functions.
Article
Physics, Multidisciplinary
D. Lucente, A. Baldassarri, A. Puglisi, A. Vulpiani, M. Viale
Summary: Data and theoretical arguments are crucial for modeling physical systems, but estimating the distance from equilibrium based on series of scalar data with Gaussian statistics is generally problematic. This difficulty also arises when dealing with time-correlated data.
PHYSICAL REVIEW RESEARCH
(2022)
Article
Physics, Fluids & Plasmas
Manoj Kumar Nandi, Alessandro Sarracino, Hans J. Herrmann, Lucilla de Arcangelis
Summary: The study found that although the avalanche profiles of most healthy neuronal systems conform to the universal avalanche scaling theory, their power spectra exhibit 1/f noise rather than brown noise behavior.
Article
Physics, Fluids & Plasmas
Daniel Nickelsen, Hugo Touchette
Summary: In this article, we present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process. We discovered that the logarithm of the distribution of these moments scales nonlinearly with the integration time, indicating anomalous large deviations. By introducing a Gaussian prefactor and defining an instanton variance, we gain insights into how these anomalous large deviations are generated in time. Our results are compared with simulations based on importance sampling, and we explain why standard analytical and numerical methods fail in the case of anomalous large deviations.
Article
Physics, Fluids & Plasmas
A. Cavagna, P. M. Chaikin, D. Levine, S. Martiniani, A. Puglisi, M. Viale
Summary: Collective behavior displays a rich combination of different kinds of order, making it difficult to define phases clearly. Compression-based entropies, such as computable information density, have proven useful in describing different phases of out-of-equilibrium systems. These entropies can be effective tools in distinguishing various noise regimes and transitions between different phases, even when certain parameters are not explicitly used.
Article
Physics, Multidisciplinary
A. Plati, L. de Arcangelis, A. Gnoli, E. Lippiello, A. Puglisi, A. Sarracino
Summary: By investigating the kinetic energy acquired by a dense granular system driven by external vibration and its dependence on input energy, it was found that there exists an optimal forcing frequency for maximal kinetic energy. The system dissipates more energy beyond this threshold, leading to a colder and more viscous state. Surprisingly, a nonmonotonic behavior was observed for sufficiently low vibration amplitudes, showing a striking difference from a standard resonance mechanism.
PHYSICAL REVIEW RESEARCH
(2021)
