Modified saddle-point integral near a singularity for the large deviation function

DOI10.1088/1742-5468/2013/11/P11002zbMATHMaRDI QIDQ3301447FDO

Authors Jaesung Lee, Chulan Kwon, Hyunggyu Park

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.1556

Mathematics Subject Classification ID

Large deviations (60F10) Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10)

Abstract: Long-time-integrated quantities in stochastic processes, in or out of equilibrium, usually exhibit rare but huge fluctuations. Work or heat production is such a quantity, of which the probability distribution function displays an exponential decay characterized by the large deviation function (LDF). The LDF is often deduced from the cumulant generating function through the inverse Fourier transformation. The saddle-point integration method is a powerful technique to obtain the asymptotic results in the Fourier integral, but a special care should be taken when the saddle point is located near a singularity of the integrand. In this paper, we present a modified saddle-point method to handle such a difficulty efficiently. We investigate the dissipated and injected heat production in equilibration processes with various initial conditions, as an example, where the generating functions contain branch-cut singularities as well as power-law ones. Exploiting the new modified saddle-point integrations, we obtain the leading finite-time corrections for the LDF's, which are confirmed by numerical results.

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Cites work

• A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
• Asymptotic approximations of integrals
• Fluctuation theorem for stochastic dynamics
• Injected power fluctuations in Langevin equation
• Joint probability distributions and fluctuation theorems
• Maximum entropy production and the fluctuation theorem
• Non-equilibrium steady states: fluctuations and large deviations of the density and of the current
• Probability of second law violations in shearing steady states
• The Tasaki–Crooks quantum fluctuation theorem

Cited in

(3)

• Cardy limits of 6d superconformal theories
• Singularities in large deviation functions
• Molecular dynamics on nonequilibrium motion of a colloidal particle driven by an external torque

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