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

DOI10.1088/1742-5468/2013/11/P11002zbMATH Open1456.82594arXiv1307.1556MaRDI QIDQ3301447FDOQ3301447

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)

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.

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

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Mathematics Subject Classification ID

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

Cites Work

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

Cited In (3)

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

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