☆ 4.6 Article

Conditioning diffusion processes with killing rates

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2022)

Related references

Note: Only part of the references are listed.

Article Physics, Condensed Matter

Anomalous dynamical large deviations of local empirical densities and activities in the pure and in the random kinetically constrained East model

Cecile Monthus

Summary: The dynamical properties of the East model, characterized by anomalously large spatio-temporal fluctuations and discontinuity, are revisited using large deviations. The influence on relevant observables is analyzed and the singularities in dynamical large deviations disappear when the hard constraint is replaced by the soft constraint.

EUROPEAN PHYSICAL JOURNAL B (2022)

Add to Collection

Article Mechanics

Microcanonical conditioning of Markov processes on time-additive observables

Cecile Monthus

Summary: This study reformulates the research on the conditioning of Brownian motion and random walks on global dynamical constraints as a general framework for the 'microcanonical conditioning' of Markov processes on time-additive observables. It applies to various types of Markov processes and explores the link with the 'canonical conditioning' based on the generating function of the time-additive observable.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2022)

Add to Collection

Article Mechanics

Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment

Cecile Monthus

Summary: In this study, large deviations at level 2.5 were applied to Markov processes with absorbing states to obtain the explicit extinction rate of metastable quasi-stationary states. This rate was determined based on the empirical time-averaged density and empirical flows over a large time-window T. The research revealed that the standard spectral problem for the slowest relaxation mode could be recovered through the optimization of the extinction rate using all these empirical observables. The study also demonstrated the derivation of large deviation properties of any time-additive observable of the Markov trajectory before extinction from the level 2.5, by decomposing the observable in terms of the empirical density and empirical flows. The general formalism described in this research has important theoretical implications and practical applications for continuous-time Markov chains and diffusion processes.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2022)

Add to Collection

Article Physics, Multidisciplinary

Conditioning two diffusion processes with respect to their first-encounter properties

Alain Mazzolo et al.

Summary: This article considers two independent identical diffusion processes that annihilate upon meeting and studies their conditioning with respect to their first-encounter properties. By optimizing the relative entropy, conditioning constraints are applied to generate stochastic trajectories that satisfy the conditions. Finally, the link with stochastic control theory is described.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2022)

Add to Collection

Article Mechanics

Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation

Cecile Monthus

Summary: The article introduces the trajectory probabilities for a given inhomogeneous exclusion processes to identify relevant local empirical observables and obtain corresponding rate functions. By considering mean-field approximations for different models, the study explores large deviations and properties of time-additive space-local observables.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2021)

Add to Collection

Article Mechanics

Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie-Weiss model

Cecile Monthus

Summary: The concept of `lifting' in the field of Monte-Carlo sampling involves duplicating the configuration space into two copies and imposing directed flows to explore the space more efficiently. The skew-detailed-balance lifted-Markov chain is revisited for the Curie-Weiss mean-field ferromagnetic model, analyzing large deviations in empirical time-averaged observables compared to their detailed-balance counterparts.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2021)

Add to Collection

Article Mechanics

Generating stochastic trajectories with global dynamical constraints

Benjamin De Bruyne et al.

Summary: The study introduces a method to generate Brownian paths constrained to return to the origin at a future time, and derives an exact effective Langevin equation for such paths. It also extends the approach to discrete-time random walks with arbitrary jump distributions, and generalises the method to other types of dynamical constraints.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2021)

Add to Collection

Article Mechanics

Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets

Cecile Monthus

Summary: The passage discusses how Markov processes with stochastic resetting towards the origin typically converge towards non-equilibrium steady-states. Long dynamical trajectories can be analyzed through large deviations at level 2.5 for joint probabilities, or through semi-Markov processes for the density of excursions between resets. The large deviations of general observables involving the trajectory's position and increments are analyzed using appropriate processes and transformations, with specific examples provided for various frameworks.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2021)

Add to Collection

Article History & Philosophy Of Science

E. Schrodinger's 1931 paper On the Reversal of the Laws of Nature [uber die Umkehrung der Naturgesetze, Sitzungsberichte der preussischen Akademie der Wissenschaften, physikalisch-mathematische Klasse, 8 N9 144-153]

Raphael Chetrite et al.

Summary: Schrodinger's paper analyzes the concept of time reversal of a diffusion process and its relation to statistical laws of physics, serving as a significant source of inspiration for contemporary developments in statistical nano-physics.

EUROPEAN PHYSICAL JOURNAL H (2021)

Add to Collection

Article Mechanics

Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models

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)

Add to Collection

Article Physics, Multidisciplinary

Generating constrained run-and-tumble trajectories

Benjamin De Bruyne et al.

Summary: The proposed method generates bridge run-and-tumble trajectories with specified starting and ending conditions for different types of constrained particles, showing high efficiency in numerical implementation.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2021)

Add to Collection

Article Mechanics

Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps

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)

Add to Collection

Article Mechanics

Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates

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)

Add to Collection

Article Mechanics

Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media

Cecile Monthus

Summary: This paper revisits the inference of Markov models from stochastic dynamical trajectories data using large deviations at level 2.5, focusing on obtaining the large deviations properties for the probability distribution of inferred Markov parameters. The explicit rate functions are provided for different settings such as discrete-time Markov chains, continuous-time Markov jump processes, and diffusion processes in dimension d, with applications to random walks in disordered media described.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2021)

Add to Collection

Article Physics, Mathematical

Non-intersecting Brownian Bridges in the Flat-to-Flat Geometry

Jacek Grela et al.

Summary: The study focuses on N vicious Brownian bridges that propagate without intersecting within a given time range, mapping the problem to non-intersecting Dyson's Brownian bridges. For specific configurations in the large N limit, an effective Langevin equation is used to derive an exact Burgers' equation, solving the evolution of the average density. The connection to well-known problems such as the Chem-Simons model and related orthogonal polynomials is also discussed.

JOURNAL OF STATISTICAL PHYSICS (2021)

Add to Collection

Article Mechanics

Periodically driven jump processes conditioned on large deviations

Lydia Chabane et al.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2020)

Add to Collection

Article Statistics & Probability

Markov processes conditioned on their location at large exponential times

Steven N. Evans et al.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2019)

Add to Collection

Article Physics, Multidisciplinary

Microscopic fluctuation theory (mFT) for interacting Poisson processes

Cecile Monthus

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2019)

Add to Collection

Article Mechanics

Large deviations for the density and current in non-equilibrium-steady-states on disordered rings

Cécile Monthus

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2019)

Add to Collection

Article Physics, Condensed Matter

Revisiting classical and quantum disordered systems from the unifying perspective of large deviations

Cecile Monthus

EUROPEAN PHYSICAL JOURNAL B (2019)

Add to Collection

Article Physics, Multidisciplinary

Statistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs

Cecile Monthus

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2019)

Add to Collection

Article Mechanics

Strongly constrained stochastic processes: the multi-ends Brownian bridge

Coline Larmier et al.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2019)

Add to Collection

Article Physics, Multidisciplinary

Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees

Cecile Monthus

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2019)

Add to Collection

Article Physics, Mathematical

Exact and Efficient Sampling of Conditioned Walks

Matteo Adorisio et al.

JOURNAL OF STATISTICAL PHYSICS (2018)

Add to Collection

Article Mechanics

Current fluctuations in periodically driven systems

Andre C. Barato et al.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2018)

Add to Collection

Article Mechanics

Sweetest taboo processes

Alain Mazzolo

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2018)

Add to Collection

Article Chemistry, Physical

Ab initio sampling of transition paths by conditioned Langevin dynamics

Marc Delarue et al.

JOURNAL OF CHEMICAL PHYSICS (2017)

Add to Collection

Article Physics, Mathematical

Constraint Ornstein-Uhlenbeck bridges

Alain Mazzolo

JOURNAL OF MATHEMATICAL PHYSICS (2017)

Add to Collection

Article Mechanics

Constrained Brownian processes and constrained Brownian bridges

Alain Mazzolo

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2017)

Add to Collection

Article Operations Research & Management Science

On the Relation Between Optimal Transport and Schrodinger Bridges: A Stochastic Control Viewpoint

Yongxin Chen et al.

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2016)

Add to Collection

Article Physics, Multidisciplinary

Level 2 and level 2.5 large deviation functionals for systems with and without detailed balance

J. Hoppenau et al.

NEW JOURNAL OF PHYSICS (2016)

Add to Collection

Article Mechanics

Effective Langevin equations for constrained stochastic processes

Satya N. Majumdar et al.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2015)

Add to Collection

Article Physics, Mathematical

A Formal View on Level 2.5 Large Deviations and Fluctuation Relations

Andre C. Barato et al.

JOURNAL OF STATISTICAL PHYSICS (2015)

Add to Collection

Article Statistics & Probability

Flows, currents, and cycles for Markov chains: Large deviation asymptotics

Lorenzo Bertini et al.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2015)

Add to Collection

Article Physics, Multidisciplinary

Nonequilibrium Markov Processes Conditioned on Large Deviations

Raphael Chetrite et al.

ANNALES HENRI POINCARE (2015)

Add to Collection

Article Chemistry, Physical

Generating transition paths by Langevin bridges

Henri Orland

JOURNAL OF CHEMICAL PHYSICS (2011)

Add to Collection

Article Physics, Multidisciplinary

Brownian motion with dry friction: Fokker-Planck approach

Hugo Touchette et al.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2010)

Add to Collection

Review Physics, Multidisciplinary

The large deviation approach to statistical mechanics

Hugo Touchette

PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS (2009)

Add to Collection

Article Physics, Multidisciplinary

Canonical structure of dynamical fluctuations in mesoscopic nonequilibrium steady states

C. Maes et al.

EPL (2008)

Add to Collection

Article Physics, Multidisciplinary

On the time to reach maximum for a variety of constrained Brownian motions

Satya N. Majumdar et al.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2008)

Add to Collection

Article Physics, Multidisciplinary

Steady state statistics of driven diffusions

Christian Maes et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2008)

Add to Collection

Article Ecology

Analyzing animal movements using Brownian bridges

Jon S. Horne et al.

ECOLOGY (2007)

Add to Collection

Article Physics, Mathematical

Brownian motion with dry friction

PG de Gennes

JOURNAL OF STATISTICAL PHYSICS (2005)

Add to Collection

Article Physics, Mathematical

Airy distribution function: From the area under a brownian excursion to the maximal height of fluctuating interfaces

SN Majumdar et al.

JOURNAL OF STATISTICAL PHYSICS (2005)

Add to Collection

© Peeref 2019-2024. All rights reserved.