Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations

DOI10.1007/s10955-022-02983-7zbMath1497.60029arXiv2108.06916OpenAlexW3195498616WikidataQ114225295 ScholiaQ114225295MaRDI QIDQ2675352

Julien Reygner, Freddy Bouchet

Publication date: 23 September 2022

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.06916

zbMATH Keywords

rare eventsstochastic differential equationsmatrix Riccati equationslarge deviation theorynon-equilibrium statistical physicsArrhenius lawsub-exponential prefactors

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Applications of statistics to physics (62P35) Large deviations (60F10) Numerical methods for matrix equations (65F45)

Related Items (2)

Symmetries and zero modes in sample path large deviations ⋮ Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems

Uses Software

• EfficientJetMarcher

Cites Work

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