Sample-path large deviations for stochastic evolutions driven by the square of a Gaussian process.

Recently, a number of physical models have emerged described by a random process with increments given by a quadratic form of a fast Gaussian process. We find that the rate function which describes sample-path large deviations for such a process can be computed from the large domain size asymptotic of a certain Fredholm determinant. The latter can be evaluated analytically using a theorem of Widom which generalizes the celebrated Szegő-Kac formula to the multidimensional case.

Instantons for the Destabilization of the Inner Solar System.

For rare events, path probabilities often concentrate close to a predictable path, called instanton. First developed in statistical physics and field theory, instantons are action minimizers in a path integral representation. For chaotic deterministic systems, where no such action is known, shall we expect path probabilities to concentrate close to an instanton? We address this question for the dynamics of the terrestrial bodies of the Solar System.

Rare Event Algorithm Links Transitions in Turbulent Flows with Activated Nucleations.

Many turbulent flows undergo drastic and abrupt configuration changes with huge impacts. As a paradigmatic example we study the multistability of jet dynamics in a barotropic beta plane model of atmosphere dynamics. It is considered as the Ising model for Jupiter troposphere dynamics.

Predictability of escape for a stochastic saddle-node bifurcation: When rare events are typical.

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable bifurcations of the underlying vector field. Here, we report a different situation, corresponding to a fluctuating system approaching a bifurcation, where both effects collaborate.

Computation of extreme heat waves in climate models using a large deviation algorithm.

Studying extreme events and how they evolve in a changing climate is one of the most important current scientific challenges. Starting from complex climate models, a key difficulty is to be able to run long enough simulations to observe those extremely rare events. In physics, chemistry, and biology, rare event algorithms have recently been developed to compute probabilities of events that cannot be observed in direct numerical simulations.

Population-dynamics method with a multicanonical feedback control.

We discuss the Giardinà-Kurchan-Peliti population dynamics method for evaluating large deviations of time-averaged quantities in Markov processes [Phys. Rev. Lett.

Breathing mode for systems of interacting particles.

We study the breathing mode in systems of trapped interacting particles. Our approach, based on a dynamical ansatz in the first equation of the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy allows us to tackle at once a wide range of power-law interactions and interaction strengths, at linear and nonlinear levels. This both puts in a common framework various results scattered in the literature, and by widely generalizing these, emphasizes universal characters of this breathing mode.

Random changes of flow topology in two-dimensional and geophysical turbulence.

We study the two-dimensional (2D) stochastic Navier-Stokes (SNS) equations in the inertial limit of weak forcing and dissipation. The stationary measure is concentrated close to steady solutions of the 2D Euler equations. For such inertial flows, we prove that bifurcations in the flow topology occur either by changing the domain shape, the nonlinearity of the vorticity-stream-function relation, or the energy.

Statistical ensemble inequivalence and bicritical points for two-dimensional flows and geophysical flows.

A theoretical description for the equilibrium states of a large class of models of two-dimensional and geophysical flows is presented. A statistical ensemble equivalence is found to exist generically in these models, related to the occurrence of peculiar phase transitions in the flow topology. The first example of a bicritical point (a bifurcation from a first toward two second order phase transitions) in the context of systems with long-range interactions is reported.

Phase space gaps and ergodicity breaking in systems with long-range interactions.

We study a generalized isotropic XY model which includes both two- and four-spin mean-field interactions. This model can be solved in the microcanonical ensemble. It is shown that in certain parameter regions the model exhibits gaps in the magnetization at fixed energy, resulting in ergodicity breaking.

Prediction of anomalous diffusion and algebraic relaxations for long-range interacting systems, using classical statistical mechanics.

We explain the ubiquity and extremely slow evolution of non-Gaussian out-of-equilibrium distributions for the Hamiltonian mean-field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one also unambiguously explains and predicts striking slow algebraic relaxation of the momenta autocorrelation, previously found in numerical simulations. Finally, angular anomalous diffusion are predicted for a large class of initial distributions.

Thermodynamics of the self-gravitating ring model.

We present the phase diagram, in both the microcanonical and the canonical ensemble, of the self-gravitating-ring (SGR) model, which describes the motion of equal point masses constrained on a ring and subject to 3D gravitational attraction. If the interaction is regularized at short distances by the introduction of a softening parameter, a global entropy maximum always exists, and thermodynamics is well defined in the mean-field limit. However, ensembles are not equivalent and a phase of negative specific heat in the microcanonical ensemble appears in a wide intermediate energy region, if the softening parameter is small enough.

Stochastic process of equilibrium fluctuations of a system with long-range interactions.

The relaxation towards equilibrium of systems with long-range interactions is not yet understood. As a step towards such a comprehension, we propose the study of dynamical equilibrium fluctuations in a model system with long-range interaction. We compute analytically, from the microscopic dynamics, the autocorrelation function of the order parameter.

Minimal stochastic model for Fermi's acceleration.

We introduce a simple stochastic system able to generate anomalous diffusion for both position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through a linear Boltzmann equation. The asymptotic probability distribution functions for velocity and position are explicitly derived.

Out-of-equilibrium states as statistical equilibria of an effective dynamics in a system with long-range interactions.

We study the formation of coherent structures in a system with long-range interactions where particles moving on a circle interact through a repulsive cosine potential. Nonequilibrium structures are shown to correspond to statistical equilibria of an effective dynamics, which is derived using averaging techniques. This simple behavior might be a prototype of others observed in more complicated systems with long-range interactions, such as two-dimensional incompressible fluids and wave-particle interaction in a plasma.