Duality and fluctuation relations for statistics of currents on cyclic graphs

We consider stochastic motion of a particle on a cyclic graph with arbitrarily periodic time dependent kinetic rates. We demonstrate duality relations for statistics of currents in this model and in its continuous version of a diffusion in one dimension. Our duality relations are valid beyond detailed balance constraints and lead to exact expressions that relate statistics of currents induced by dual driving protocols. We also show that previously known no-pumping theorems and some of the fluctuation relations, when they are applied to cyclic graphs or to one dimensional diffusion, are special consequences of our duality.Comment: 2 figure, 6 pages (In twocolumn). Accepted by JSTA

Moderate deviation principle for ergodic Markov chain. Lipschitz summands

For ${1/2}<\alpha<1$, we propose the MDP analysis for family $$S^\alpha_n=\frac{1}{n^\alpha}\sum_{i=1}^nH(X_{i-1}), n\ge 1,$$ where $(X_n)_{n\ge 0}$ be a homogeneous ergodic Markov chain, $X_n\in \mathbb{R}^d$, when the spectrum of operator $P_x$ is continuous. The vector-valued function $H$ is not assumed to be bounded but the Lipschitz continuity of $H$ is required. The main helpful tools in our approach are Poisson's equation and Stochastic Exponential; the first enables to replace the original family by $\frac{1}{n^\alpha}M_n$ with a martingale $M_n$ while the second to avoid the direct Laplace transform analysis

Ising models on power-law random graphs

We study a ferromagnetic Ising model on random graphs with a power-law degree distribution and compute the thermodynamic limit of the pressure when the mean degree is finite (degree exponent $\tau>2$), for which the random graph has a tree-like structure. For this, we adapt and simplify an analysis by Dembo and Montanari, which assumes finite variance degrees ($\tau>3$). We further identify the thermodynamic limits of various physical quantities, such as the magnetization and the internal energy

Limiting dynamics for spherical models of spin glasses at high temperature

We analyze the coupled non-linear integro-differential equations whose solutions is the thermodynamical limit of the empirical correlation and response functions in the Langevin dynamics for spherical p-spin disordered mean-field models. We provide a mathematically rigorous derivation of their FDT solution (for the high temperature regime) and of certain key properties of this solution, which are in agreement with earlier derivations based on physical grounds

The Non--Ergodicity Threshold: Time Scale for Magnetic Reversal

We prove the existence of a non-ergodicity threshold for an anisotropic classical Heisenberg model with all-to-all couplings. Below the threshold, the energy surface is disconnected in two components with positive and negative magnetizations respectively. Above, in a fully chaotic regime, magnetization changes sign in a stochastic way and its behavior can be fully characterized by an average magnetization reversal time. We show that statistical mechanics predicts a phase--transition at an energy higher than the non-ergodicity threshold. We assess the dynamical relevance of the latter for finite systems through numerical simulations and analytical calculations. In particular, the time scale for magnetic reversal diverges as a power law at the ergodicity threshold with a size-dependent exponent, which could be a signature of the phenomenon.Comment: 4 pages 4 figure

On the validity of entropy production principles for linear electrical circuits

We discuss the validity of close-to-equilibrium entropy production principles in the context of linear electrical circuits. Both the minimum and the maximum entropy production principle are understood within dynamical fluctuation theory. The starting point are Langevin equations obtained by combining Kirchoff's laws with a Johnson-Nyquist noise at each dissipative element in the circuit. The main observation is that the fluctuation functional for time averages, that can be read off from the path-space action, is in first order around equilibrium given by an entropy production rate. That allows to understand beyond the schemes of irreversible thermodynamics (1) the validity of the least dissipation, the minimum entropy production, and the maximum entropy production principles close to equilibrium; (2) the role of the observables' parity under time-reversal and, in particular, the origin of Landauer's counterexample (1975) from the fact that the fluctuating observable there is odd under time-reversal; (3) the critical remark of Jaynes (1980) concerning the apparent inappropriateness of entropy production principles in temperature-inhomogeneous circuits.Comment: 19 pages, 1 fi

Fluctuations in Polymer Translocation

We investigate a model of chaperone-assisted polymer translocation through a nanopore in a membrane. Translocation is driven by irreversible random sequential absorption of chaperone proteins that bind to the polymer on one side of the membrane. The proteins are larger than the pore and hence the backward motion of the polymer is inhibited. This mechanism rectifies Brownian fluctuations and results in an effective force that drags the polymer in a preferred direction. The translocated polymer undergoes an effective biased random walk and we compute the corresponding diffusion constant. Our methods allow us to determine the large deviation function which, in addition to velocity and diffusion constant, contains the entire statistics of the translocated length.Comment: 20 pages, 6 figure

A Two-populations Ising model on diluted Random Graphs

We consider the Ising model for two interacting groups of spins embedded in an Erd\"{o}s-R\'{e}nyi random graph. The critical properties of the system are investigated by means of extensive Monte Carlo simulations. Our results evidence the existence of a phase transition at a value of the inter-groups interaction coupling $J_{12}^C$ which depends algebraically on the dilution of the graph and on the relative width of the two populations, as explained by means of scaling arguments. We also measure the critical exponents, which are consistent with those of the Curie-Weiss model, hence suggesting a wide robustness of the universality class.Comment: 11 pages, 4 figure

Random Planar Lattices and Integrated SuperBrownian Excursion

In this paper, a surprising connection is described between a specific brand of random lattices, namely planar quadrangulations, and Aldous' Integrated SuperBrownian Excursion (ISE). As a consequence, the radius r_n of a random quadrangulation with n faces is shown to converge, up to scaling, to the width r=R-L of the support of the one-dimensional ISE. More generally the distribution of distances to a random vertex in a random quadrangulation is described in its scaled limit by the random measure ISE shifted to set the minimum of its support in zero. The first combinatorial ingredient is an encoding of quadrangulations by trees embedded in the positive half-line, reminiscent of Cori and Vauquelin's well labelled trees. The second step relates these trees to embedded (discrete) trees in the sense of Aldous, via the conjugation of tree principle, an analogue for trees of Vervaat's construction of the Brownian excursion from the bridge. From probability theory, we need a new result of independent interest: the weak convergence of the encoding of a random embedded plane tree by two contour walks to the Brownian snake description of ISE. Our results suggest the existence of a Continuum Random Map describing in term of ISE the scaled limit of the dynamical triangulations considered in two-dimensional pure quantum gravity.Comment: 44 pages, 22 figures. Slides and extended abstract version are available at http://www.loria.fr/~schaeffe/Pub/Diameter/ and http://www.iecn.u-nancy.fr/~chassain

Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise

We consider the family of stochastic partial differential equations indexed by a parameter \eps\in(0,1], \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} (t,x)\in(0,T]\times\Rd with suitable initial conditions. In this equation, $L$ is a second-order partial differential operator with constant coefficients, $\sigma$ and $b$ are smooth functions and $\dot{F}$ is a Gaussian noise, white in time and with a stationary correlation in space. Let p^\eps_{t,x} denote the density of the law of u^\eps(t,x) at a fixed point (t,x)\in(0,T]\times\Rd. We study the existence of \lim_{\eps\downarrow 0} \eps^2\log p^\eps_{t,x}(y) for a fixed $y\in\R$. The results apply to a class of stochastic wave equations with $d\in\{1,2,3\}$ and to a class of stochastic heat equations with $d\ge1$.Comment: 39 pages. Will be published in the book " Stochastic Analysis and Applications 2014. A volume in honour of Terry Lyons". Springer Verla