We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the spectral problem used to obtain the large deviations of current-type observables for reflected diffusions. For the second problem we study linear diffusions and obtain exact results for the generating function associated with linear additive, quadratic additive and linear current-type observables by using the Feynman-Kac formula. We investigate the long-time behavior of the generating function for each of these observables to determine both the so-called rate function and the form of the effective process responsible for manifesting the fluctuations of the associated observable. It is found that for each of these observables, the effective process is again a linear diffusion. We apply our general results for a variety of linear diffusions in $\mathbb{R}^2$, with particular emphasis on investigating the manner in which the density and current of the original process are modified in order to create fluctuations.
We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a Fourier-Bloch decomposition of the so-called tilted generator and also construct from this decomposition the effective (biased, auxiliary or driven) Markov process describing the diffusion as current fluctuations are observed in time. This effective process provides a clear physical explanation of the various fluctuation regimes observed. It is used here to obtain a…
Singularities of dynamical large-deviation functions are often interpreted as the signal of a dynamical phase transition and the coexistence of distinct dynamical phases, by analogy with the correspondence between singularities of free energies and equilibrium phase behavior. Here we study models of driven random walkers on a lattice. These models display large-deviation singularities in the limit of large lattice size, but the extent to which each model's phenomenology resembles a phase transition depends on the details of the driving. We also compare the behavior of ergodic and non-ergodic m…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed systems. Here we investigate the spatial density $P_t(x)$ of laser cooled atoms, where at intermediate length scales the shape is fat-tailed. We focus on the rare events beyond this range, which dominate important statistical properties of the system. Through a novel friction mechanism induced by the laser fields, the density is explored with the recently propo…
Diffusion of impenetrable particles in a crowded one-dimensional channel is referred as the single file diffusion. The particles do not pass each other and the displacement of each individual particle is sub-diffusive. We analyse a simple realization of this single file diffusion problem where one dimensional Brownian point particles interact only by hard-core repulsion. We show that the large deviation function which characterizes the displacement of a tracer at large time can be computed via a mapping to a problem of non-interacting Brownian particles. We confirm recently obtained results of…
The exponent of anomalous diffusion of virus in cytoplasm of a living cell is experimentally known to fluctuate depending on localized areas of the cytoplasm, indicating heterogeneity of diffusion. In a recent paper (Itto, 2012), a maximum-entropy-principle approach has been developed in order to propose an Ansatz for the statistical distribution of such exponent fluctuations. Based on this approach, here the deviation of the statistical distribution of the fluctuations from the proposed one is studied from the viewpoint of Einstein's theory of fluctuations (of the thermodynamic quantities). T…
This article considers the statistical properties of Lévy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply. Notwithstanding this property, their higher-order moments display anomalous scaling properties, whenever the statistics of the transition times possesses power-law tails. This phenomenon is perfectly consistent with the classical Central Limit Theorem, as it involves the convergence properties towards the normal distribution. It is closely related to the property that the h…
We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such boundaries by imposing zero-current conditions, leading to Neumann or Robin boundary conditions, and how these conditions affect the driven process, which describes how large deviations arise in the long-time limit. The results are illustrated with the drifted Brownian motion and the Ornstein-Uhlenbeck process reflected at the origin. Other types of boundaries…
We study simple models of intermittency, involving switching between two states, within the dynamical large-deviation formalism. Singularities appear in the formalism when switching is cooperative, or when its basic timescale diverges. In the first case the unbiased trajectory distribution undergoes a symmetry breaking, leading to a change of shape of the large-deviation rate function for a particular dynamical observable. In the second case the symmetry of the unbiased trajectory distribution remains unbroken. Comparison of these models suggests that singularities of the dynamical large-devia…
We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains. We start with a model, defined by a set of rates, and a time-extensive dynamical observable. We construct a reference model, a variational ansatz for the behavior of the original model conditioned on atypical values of the observable. Direct simulation of the reference model provides an upper bound on the large-deviation rate function associated with the original model, an estimate of the tightness of the bound,…
The East model is the simplest one-dimensional kinetically-constrained model of $N$ spins with a trivial equilibrium that displays anomalously large spatio-temporal fluctuations, with characteristic "space-time bubbles" in trajectory space, and with a discontinuity at the origin for the first derivative of the scaled cumulant generating function of the total activity. These striking dynamical properties are revisited via the large deviations at various levels for the relevant local empirical densities and activities that only involve two consecutive spins. This framework allows to characterize…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions that must be imposed on the spectral problem associated with the scaled cumulant generating function, which gives, by Legendre transform, the rate function characterizing the likelihood of current fluctuations. Two methods for obtaining the boundary conditions are presented, based on the diffusive limit of random walks and on the Feynman--Kac equation underlyi…
We consider quantum stochastic processes and discuss a level 2.5 large deviation formalism providing an explicit and complete characterisation of fluctuations of time-averaged quantities, in the large-time limit. We analyse two classes of quantum stochastic dynamics, within this framework. The first class consists of the quantum jump trajectories related to photon detection; the second is quantum state diffusion related to homodyne detection. For both processes, we present the level 2.5 functional starting from the corresponding quantum stochastic Schrödinger equation and we discuss connection…
We introduce and study a class of particle hopping models consisting of a single box coupled to a pair of reservoirs. Despite being zero-dimensional, in the limit of large particle number and long observation time, the current and activity large deviation functions of the models can exhibit symmetry-breaking dynamical phase transitions. We characterize exactly the critical properties of these transitions, showing them to be direct analogues of previously studied phase transitions in extended systems. The simplicity of the model allows us to study features of dynamical phase transitions which a…
We apply macroscopic fluctuation theory to study the diffusion of a tracer in a one-dimensional interacting particle system with excluded mutual passage, known as single-file diffusion. In the case of Brownian point particles with hard-core repulsion, we derive the cumulant generating function of the tracer position and its large deviation function. In the general case of arbitrary inter-particle interactions, we express the variance of the tracer position in terms of the collective transport properties, viz. the diffusion coefficient and the mobility. Our analysis applies both for fluctuating…
The large deviation (LD) statistics of dynamical observables is encoded in the spectral properties of deformed Markov generators. Recent works have shown that tensor network methods are well suited to compute the relevant leading eigenvalues and eigenvectors accurately. However, the efficient generation of the corresponding rare trajectories is a harder task. Here we show how to exploit the MPS approximation of the dominant eigenvector to implement an efficient sampling scheme which closely resembles the optimal (so-called "Doob") dynamics that realises the rare events. We demonstrate our appr…
For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical time-averaged density, of the empirical time-averaged current and of the empirical time-averaged jump-flow are studied via the large deviations at Level 2.5. Secondly, the joint probability of the empirical jumps and of the empirical excursions between consecutive jumps are analyzed via the large deviations at Level 2.5 for the alternate Markov chain that governs…
We investigate the statistics of the mean magnetisation, of its large deviations and persistent large deviations in simple coarsening systems. We consider more specifically the case of the diffusion equation, of the Ising chain at zero temperature and of the two dimensional voter model. For the diffusion equation, at large times, the mean magnetisation has a limit law, which is studied analytically using the independent interval approximation. The probability of persistent large deviations, defined as the probability that the mean magnetisation was, for all previous times, greater than some le…
We consider large deviations of the dynamical activity in the East model. We bias this system to larger than average activity and investigate the structure that emerges. To best characterise this structure, we exploit the fact that there are effective interactions that would reproduce the same behaviour in an equilibrium system. We combine numerical results with linear response theory and variational estimates of these effective interactions, giving the first insights into such interactions in a many-body system, across a wide range of biases. The system exhibits a hierarchy of responses to th…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the standard Cramér condition in the context of diffusion processes, which turns out to be related to a spectral gap condition for a Witten-Schrödinger operator. Secondly, we study more precisely the properties of the Donsker-Varadhan rate functional associated with the LDP. We revisit and generalize some standard duality results as well as a more original decomposi…
These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and nonequilibrium processes driven by external forces and noise sources. These fluctuations are described by large deviation functions, obtained by solving a dominant eigenvalue problem similar to the problem of finding the ground state energy of quantum systems. This analogy is used to explain the differences that exist between the fluctuations of equilibrium and …
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary conditions. We prove the associated dynamical large deviations principle.
The typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium systems. The definition of these functions involves a scaling limit, similar to the thermodynamic limit, in which the integration time $τ$ appears linearly, unless the process considered has long-range correlations, in which case $τ$ is generally replaced by $τ^ξ$ with $ξ\neq 1$. Here we show that such an anomalous power-law scaling in time of large deviations…
We apply the macroscopic fluctuation theory to analyze the long-time statistics of the position of a tracer in the dense and the dilute limits of diffusive single-file systems. Our explicit results are about the corresponding large deviation functions for an initial step density profile with the fluctuating (annealed) and the fixed (quenched) initial conditions. These hydrodynamic results are applicable for a general single-file system and they confirm recent exact results obtained by microscopic solutions for specific model systems.
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while the effective diffusion has two terms. One is of the equilibrium type and satisfies an Einstein relation with the effective mobility while the other is quadratic in the applied force. In this contribution we present two new methods to obtain these results, on the one hand using large deviation techniques, and on the other by a multiple-scale analysis, and com…
We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow variable from the time scale of the fast variable. Its atypical behavior is encapsulated in a large N Large Deviation Principle (LDP) with a rate functional. We study the $Γ$-convergence of as $\rightarrow$ 0 and show it converges to the rate functional appearing in the Macroscopic Fluctuations Theory (MFT) for diffusive systems.
Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\int_{-T/2}^{T/2} x^n(t) dt$, $n=1,2, \dots$, of centered stationary Gaussian processes. These processes are correlated and, in general, non-Markovian. We show that the anomalous scaling with time of the large-deviation function, recently observed for $n>2$ for the particular case of the Ornstein-Uhlenbeck process, holds for a whole class of stationary Gaussian processes.
Ghent University（根特大学）；Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室）；National Research Council Canada（加拿大国家研究委员会）；Vector Institute for Artificial Intelligence（人工智能矢量研究所）
We use a neural network ansatz originally designed for the variational optimization of quantum systems to study dynamical large deviations in classical ones. We obtain the scaled cumulant-generating function for the dynamical activity of the Fredrickson-Andersen model, a prototypical kinetically constrained model, in one and two dimensions, and present the first size-scaling analysis of the dynamical activity in two dimensions. These results provide a new route to the study of dynamical large-deviation functions, and highlight the broad applicability of the neural-network state ansatz across d…
Large deviations in chaotic dynamics have potentially significant and dramatic consequences. We study large deviations of series of finite lengths $N$ generated by chaotic maps. The distributions generally display an exponential decay with $N$, associated with large-deviation (rate) functions. We obtain the exact rate functions analytically for the doubling, tent, and logistic maps. For the latter two, the solution is given as a power series whose coefficients can be systematically calculated to any order. We also obtain the rate function for the cat map numerically, uncovering strong evidence…
Large deviations at level 2.5 and for trajectories observables of diffusion processes : the missing parts with respect to their random-walks counterparts
The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However, it has been found that it exhibits at large time sample to sample fluctuations characteristic of the KPZ universality class when observed in an atypical direction, i.e. along the ray $x = v t$ with $v \neq v_0$. Here we show, from exact solutions, that in the moderate deviation regime $x - v_0 t \propto t^{3/4}$ these fluctuations are precisely described by…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random systems. From the mathematical point of view a given statistics satisfies the large deviation principle, if the probability that it belongs to a certain range decreases exponentially. The TAMSD is one of the main statistics used in the problem of anomalous diffusion detection. Applying the theory of generalized chi-squared distribution and sub-gamma random variabl…
Here we demonstrate that tensor network techniques - originally devised for the analysis of quantum many-body problems - are well suited for the detailed study of rare event statistics in kinetically constrained models (KCMs). As concrete examples we consider the Fredrickson-Andersen and East models, two paradigmatic KCMs relevant to the modelling of glasses. We show how variational matrix product states allow to numerically approximate - systematically and with high accuracy - the leading eigenstates of the tilted dynamical generators which encode the large deviation statistics of the dynamic…
We consider a homogeneous plasma composed of $N$ particles of the same electric charge which interact through a Coulomb potential. In the large plasma parameter limit, classical kinetic theories justify that the empirical density is the solution of the Balescu-Guernsey-Lenard equation, at leading order. This is a law of large numbers. The Balescu-Guernsey-Lenard equation is approximated by the Landau equation for scales much smaller than the Debye length. In order to describe typical and rare fluctuations, we compute for the first time a large deviation principle for dynamical paths of the emp…
We study the crossover from the macroscopic fluctuation theory (MFT) which describes 1D stochastic diffusive systems at late times, to the weak noise theory (WNT) which describes the Kardar-Parisi-Zhang (KPZ) equation at early times. We focus on the example of the diffusion in a time-dependent random field, observed in an atypical direction which induces an asymmetry. The crossover is described by a non-linear system which interpolates between the derivative and the standard non-linear Schrodinger equations in imaginary time. We solve this system using the inverse scattering method for mixed-t…
Large deviations for trajectory observables of diffusion processes in dimension $d>1$ in the double limit of large time and small diffusion coefficient
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 the Balescu--Guernsey--Lenard kinetic equation, by the explicit computation of the probability of typical and large fluctuations. The large deviation principle for the paths of the empirical density is obtained through explicit computations of a large deviation Hamiltonian. This Hamiltonian encodes all the cumulants for the fluctuations of the empirical den…
Molecular Foundry, Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室分子铸造厂）；Division of Chemistry and Chemical Engineering, California Institute of Technology（加州理工学院化学与化学工程学部）；University of Ottawa（渥太华大学）；National Research Council of Canada（加拿大国家研究委员会）
We show how to calculate the likelihood of dynamical large deviations using evolutionary reinforcement learning. An agent, a stochastic model, propagates a continuous-time Monte Carlo trajectory and receives a reward conditioned upon the values of certain path-extensive quantities. Evolution produces progressively fitter agents, eventually allowing the calculation of a piece of a large-deviation rate function for a particular model and path-extensive quantity. For models with small state spaces the evolutionary process acts directly on rates, and for models with large state spaces the process …
Dynamical heterogeneity and large deviations in the open quantum East glass model from tensor networks
University of Nottingham（诺丁汉大学）；Centre for the Mathematics and Theoretical Physics of Quantum Non-Equilibrium Systems, University of Nottingham（诺丁汉大学量子非平衡系统数学与理论物理中心）；Max-Planck-Institut für Quantenoptik（马克斯·普朗克量子光学研究所）；Munich Center for Quantum Science and Technology (MCQST)（慕尼黑量子科学与技术中心）
Strong positional correlations between particles render the diffusion of a tracer particle in a single file anomalous and non-Markovian. While ensemble average observables of tracer particles are nowadays well understood, little is known about the statistics of the corresponding functionals, i.e. the time-average observables. It even remains unclear how the non-Markovian nature emerges from correlations between particle trajectories at different times. Here, we first present rigorous results for fluctuations and two-tag correlations of general bounded functionals of ergodic Markov processes wi…
Large deviations and conditioned monitored quantum systems: a tensor network approach
Max-Plank-Institut für Quantenoptik（马克斯·普朗克量子光学研究所）；Munich Center for Quantum Science and Technology (MCQST)（慕尼黑量子科学与工程中心）；Institut für Theoretische Physik and Center for Integrated Quantum Science and Technology, Universität Tübingen（蒂宾根大学理论物理系与集成量子科学与工程中心）；Dipartimento di Fisica, Sapienza Università di Roma（罗马智慧大学物理系）；Centre for Fluid and Complex Systems, Coventry University（考文垂大学流体与复杂系统中心）；School of Physics and Astronomy and Centre for the Mathematics and Theoretical Physics of Quantum Non-Equilibrium Systems, The University of Nottingham（诺丁汉大学物理与天文学学院及量子非平衡系统数学与理论物理中心）
The large deviations at 'Level 2.5 in time' for time-dependent ensemble-empirical-observables, introduced by C. Maes, K. Netocny and B. Wynants [Markov Proc. Rel. Fields. 14, 445 (2008)] for the case of $N$ independent Markov jump processes, are extended to the case of open Markov processes with reservoirs : explicit formulas are given for the joint probability of empirical occupation numbers and empirical flows, both for discrete-time dynamics and for continuous-time jump dynamics, with possibly time-dependent dynamical rules and/or time-dependent driving of the reservoirs. This general forma…
