The large deviation approach to statistical mechanics

H Touchette - Physics Reports, 2009 - Elsevier
The theory of large deviations is concerned with the exponential decay of probabilities of
large fluctuations in random systems. These probabilities are important in many fields of …

[图书][B] Multiple time scale dynamics

C Kuehn - 2015 - Springer
This book aims to provide an introduction to dynamical systems with multiple time scales. As
in any overview book, several topics are covered only quite briefly. My aim was to focus on …

Critical droplets and metastability for a Glauber dynamics at very low temperatures

EJ Neves, RH Schonmann - Communications in Mathematical Physics, 1991 - Springer
We consider the metastable behavior in the so-called pathwise approach of a ferromagnetic
spin system with a Glauber dynamics in a finite two dimensional torus under a positive …

Sharp asymptotics of the first exit point density

GD Gesù, T Lelièvre, DL Peutrec, B Nectoux - Annals of PDE, 2019 - Springer
We consider the exit event from a metastable state for the overdamped Langevin dynamics
dX_t=-∇ f (X_t) dt+ h dB_t d X t=-∇ f (X t) dt+ hd B t. Using tools from semiclassical analysis …

Behavior of droplets for a class of Glauber dynamics at very low temperature

EJ Neves, RH Schonmann - Probability theory and related fields, 1992 - Springer
We consider a class of Glauber dynamics for the two-dimensional nearest neighbor
ferromagnetic Ising model in which the rate with which each spin flips depends only on the …

Stochasticity and bistability in insect outbreak dynamics

Y Sharma, KC Abbott, PS Dutta, AK Gupta - Theoretical Ecology, 2015 - Springer
There is a long history in ecology of using mathematical models to identify deterministic
processes that may lead to dramatic population dynamic patterns like boom-and-bust …

Small random perturbations of finite-and infinite-dimensional dynamical systems: unpredictability of exit times

F Martinelli, E Olivieri, E Scoppola - Journal of Statistical Physics, 1989 - Springer
We apply previous results on the pathwise exponential loss of memory of the initial condition
for stochastic differential equations with small diffusion to the problem of the asymptotic …

Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium

P Mathieu - Probability Theory and Related Fields, 1994 - Springer
Summary We study the Zero White Noise Limit for diffusions in a continuous
multidimensional medium: given a continuous function on ℝ n, W, we consider diffusions …

Spectra, exit times and long time asymptotics in the zero-white-noise limit

P Mathieu - Stochastics: An International Journal of Probability and …, 1995 - Taylor & Francis
For ϵ> 0, we consider the valued Markov process whose generator is. X ϵ is a small random
perturbation of the deterministic dynamical system. We first establish rough asymptotics for …

Metastable behaviour of small noise Lévy-driven diffusions

P Imkeller, I Pavlyukevich - ESAIM: Probability and Statistics, 2008 - cambridge.org
We consider a dynamical system in driven by a vector field-U', where U is a multi-well
potential satisfying some regularity conditions. We perturb this dynamical system by a Lévy …