Litcius/Paper detail

Large deviations of currents in diffusions with reflective boundaries

E Mallmin, J du Buisson, H Touchette

2021Journal of Physics A Mathematical and Theoretical28 citationsDOIOpen Access PDF

Abstract

Abstract We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" overflow="scroll"> <mml:msup> <mml:mrow> <mml:mi mathvariant="double-struck">R</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>d</mml:mi> </mml:mrow> </mml:msup> </mml:math> 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 underlying the evolution of generating functions. Our results generalize recent works on density-type observables, and are illustrated for an N -particle single-file diffusion on a ring, which can be mapped to a reflected N -dimensional diffusion.

Topics & Concepts

Large deviations theoryMathematicsStatistical physicsBounded functionObservableLimit (mathematics)DiffusionBoundary (topology)Markov processMarkov chainRate functionMathematical analysisRandom walkFunction (biology)Boundary value problemCumulantCurrent (fluid)Legendre polynomialsStochastic processDiffusion processHitting timeSpectrum (functional analysis)Anomalous diffusionApplied mathematicsStochastic differential equationGirsanov theoremJump diffusionMarkov propertyDiffusion equationSpectral methodGenerating functionRepresentation (politics)Stochastic processes and statistical mechanicsAdvanced Thermodynamics and Statistical Mechanicsstochastic dynamics and bifurcation