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We examine two analytical characterisation of the metastable behavior of a Markov chain. The first one expressed in terms of its transition probabilities, and the second one in terms of its large deviations rate functional. Consider a sequence of continuous-time Markov chains $(X^{(n)}_t:t\ge 0)$ evolving on a fixed finite state space $V$. Under a hypothesis on the jump rates, we prove the existence of times-scales $\theta^{(p)}_n$ and probability measures with disjoint supports $\pi^{(p)}_j$, $j\in S_p$, $1\le p \le q$, such that (a) $\theta^{(1)}_n \to \infty$, $\theta^{(k+1)}_n/\theta^{(k)}_n \to \infty$, (b) for all $p$, $x\in V$, $t>0$, starting from $x$, the distribution of $X^{(n)}_{t \theta^{(p)}_n}$ converges, as $n\to\infty$, to a convex combination of the probability measures $\pi^{(p)}_j$. The weights of the convex combination naturally depend on $x$ and $t$. Let $I_n$ be the level two large deviations rate functional for $X^{(n)}_t$, as $t\to\infty$. Under the same hypothesis on the jump rates and assuming, furthermore, that the process is reversible, we prove that $I_n$ can be written as $I_n = I^{(0)} \,+\, \sum_{1\le p\le q} (1/\theta^{(p)}_n) \, I^{(p)}$ for some rate functionals $I^{(p)}$ which take finite values only at convex combinations of the measures $\pi^{(p)}_j$: $I^{(p)}(\mu) < \infty$ if, and only if, $\mu = \sum_{j\in S_p} \omega_j\, \pi^{(p)}_j$ for some probability measure $\omega$ in $S_p$.

The thermodynamic uncertainty relation is a universal trade-off relation connecting the precision of a current with the average dissipation at large times. For continuous time Markov chains (also called Markov jump processes) this relation is valid in the time-homogeneous case, while it fails in the time-periodic case. The latter is relevant for the study of several small thermodynamic systems. We consider here a time-periodic Markov chain with continuous time and a broad class of functionals of stochastic trajectories, which are general linear combinations of the empirical flow and the empirical density. Inspired by the analysis done in our previous work [1], we provide general methods to get local quadratic bounds for large deviations, which lead to universal lower bounds on the ratio of the diffusion coefficient to the squared average value in terms of suitable universal rates, independent of the empirical functional. These bounds are called "generalized thermodynamic uncertainty relations" (GTUR's), being generalized versions of the thermodynamic uncertainty relation to the time-periodic case and to functionals which are more general than currents. Previously, GTUR's in the time-periodic case have been obtained in [1, 27, 42]. Here we recover the GTUR's in [1, 27] and produce new ones, leading to even stronger bounds and also to new trade-off relations for time-homogeneous systems. Moreover, we generalize to arbitrary protocols the GTUR obtained in [42] for time-symmetric protocols. We also generalize to the time-periodic case the GTUR obtained in [19] for the so called dynamical activity, and provide a new GTUR which, in the time-homogeneous case, is stronger than the one in [19]. The unifying picture is completed with a comprehensive comparison between the different GTUR's., Comment: 37 pages, 1 figure, 2 tables

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for the empirical measure and current. By contraction we get the large deviation principle of three types of entropy production flow. We derive some Gallavotti-Cohen duality relations and discuss some applications., Comment: 37 pages. corrected version

In the context of driven diffusive systems, for thermodynamic transformations over a large but finite time window, we derive an expansion of the energy balance. In particular, we characterize the transformations which minimize the energy dissipation and describe the optimal correction to the quasi-static limit. Surprisingly, in the case of transformations between homogeneous equilibrium states of an ideal gas, the optimal transformation is a sequence of inhomogeneous equilibrium states., Comment: arXiv admin note: text overlap with arXiv:1404.6466

We consider a continuous time Markov chain on a countable state space. We prove a joint large deviation principle (LDP) of the empirical measure and current in the limit of large time interval. The proof is based on results on the joint large deviations of the empirical measure and flow obtained in \cite{BFG}. By improving such results we also show, under additional assumptions, that the LDP holds with the strong L^1 topology on the space of currents. We deduce a general version of the Gallavotti-Cohen (GC) symmetry for the current field and show that it implies the so-called fluctuation theorem for the GC functional. We also analyze the large deviation properties of generalized empirical currents associated to a fundamental basis in the cycle space, which, as we show, are given by the first class homological coefficients in the graph underlying the Markov chain. Finally, we discuss in detail some examples., Comment: 38 pages, 2 figures

We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow proved in [2]., Comment: 14 pages, no figure

Nonequilibrium stationary states of thermodynamic systems dissipate a positive amount of energy per unit of time. If we consider transformations of such states that are realized by letting the driving depend on time, the amount of energy dissipated in an unbounded time window becomes then infinite. Following the general proposal by Oono and Paniconi and using results of the macroscopic fluctuation theory, we give a natural definition of a renormalized work performed along any given transformation. We then show that the renormalized work satisfies a Clausius inequality and prove that equality is achieved for very slow transformations, that is in the quasi static limit. We finally connect the renormalized work to the quasi potential of the macroscopic fluctuation theory, that gives the probability of fluctuations in the stationary nonequilibrium ensemble.

We consider a macroscopic system in contact with boundary reservoirs and/or under the action of an external field. We discuss the case in which the external forcing depends explicitly on time and drives the system from a nonequilibrium state to another one. In this case the amount of energy dissipated along the transformation becomes infinite when an unbounded time window is considered. Following the general proposal by Oono and Paniconi and using results of the macroscopic fluctuation theory, we give a natural definition of a renormalized work. We then discuss its thermodynamic relevance by showing that it satisfies a Clausius inequality and that quasi static transformations minimize the renormalized work. In addition, we connect the renormalized work to the quasi potential describing the fluctuations in the stationary nonequilibrium ensemble. The latter result provides a characterization of the quasi potential that does not involve rare fluctuations.

In previous papers we have introduced a natural nonequilibrium free energy by considering the functional describing the large fluctuations of stationary nonequilibrium states. While in equilibrium this functional is always convex, in nonequilibrium this is not necessarily the case. We show that in nonequilibrium a new type of singularities can appear that are interpreted as phase transitions. In particular, this phenomenon occurs for the one-dimensional boundary driven weakly asymmetric exclusion process when the drift due to the external field is opposite to the one due to the external reservoirs, and strong enough., Comment: 10 pages, 2 figures

We consider a generic diffusion on the 1D torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had been characterized by M.I. Freidlin and A.D.\ Wentzell as solution of a rather complex optimization problem. We discuss this last problem in full generality and show that it leads to our formula. We express the rate functional by means of a geometric transformation that, with a Maxwell-like construction, creates flat regions. We then consider piecewise deterministic Markov processes on the 1D torus and show that the corresponding large deviation rate functional for the stationary distribution is obtained by applying the same transformation. Inspired by this, we prove a universality result showing that the transformation generates viscosity solution of stationary Hamilton--Jacobi equation associated to any Hamiltonian $H$ satisfying suitable weak conditions., Comment: 25 pages, 5 figures. Modified title and abstract. Simplified proofs. Additional explanatory figures. Some extentions

We consider Piecewise Deterministic Markov Processes (PDMPs) with a finite set of discrete states. In the regime of fast jumps between discrete states, we prove a law of large number and a large deviation principle. In the regime of fast and slow jumps, we analyze a coarse-grained process associated to the original one and prove its convergence to a new PDMP with effective force fields and jump rates. In all the above cases, the continuous variables evolve slowly according to ODEs. Finally, we discuss some applications related to the mechanochemical cycle of macromolecules, including strained--dependent power--stroke molecular motors. Our analysis covers the case of fully--coupled slow and fast motions., Comment: weaker assumptions

In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide class of microscopic stochastic models where they are satisfied. The description however does not refer in any way to an underlying microscopic dynamics: the only input required are transport coefficients as functions of thermodynamic variables, which are experimentally accessible. The basic postulates are local equilibrium which allows a hydrodynamic description of the evolution, the Einstein relation among the transport coefficients, and a variational principle defining the out of equilibrium free energy. Associated to the variational principle there is a Hamilton-Jacobi equation satisfied by the free energy, very useful for concrete calculations. Correlations over a macroscopic scale are, in our scheme, a generic property of nonequilibrium states. Correlation functions of any order can be calculated from the free energy functional which is generically a non local functional of thermodynamic variables. Special attention is given to the notion of equilibrium state from the standpoint of nonequilibrium., Comment: 21 pages

Experiments show that macroscopic systems in a stationary nonequilibrium state exhibit long range correlations of the local thermodynamic variables. In previous papers we proposed a Hamilton-Jacobi equation for the nonequilibrium free energy as a basic principle of nonequilibrium thermodynamics. We show here how an equation for the two point correlations can be derived from the Hamilton-Jacobi equation for arbitrary transport coefficients for dynamics with both external fields and boundary reservoirs. In contrast with fluctuating hydrodynamics, this approach can be used to derive equations for correlations of any order. Generically, the solutions of the equation for the correlation functions are non-trivial and show that long range correlations are indeed a common feature of nonequilibrium systems. Finally, we establish a criterion to determine whether the local thermodynamic variables are positively or negatively correlated in terms of properties of the transport coefficients., Comment: 4 pages

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a unified picture is emerging at the macroscopic level, applicable, in our view, to real phenomena where diffusion is the dominating physical mechanism. We rely mainly on an approach developed by the authors based on the study of dynamical large fluctuations in stationary states of open systems. The outcome of this approach is a theory connecting the non equilibrium thermodynamics to the transport coefficients via a variational principle. This leads ultimately to a functional derivative equation of Hamilton-Jacobi type for the non equilibrium free energy in which local thermodynamic variables are the independent arguments. In the first part of the paper we give a detailed introduction to the microscopic dynamics considered, while the second part, devoted to the macroscopic properties, illustrates many consequences of the Hamilton-Jacobi equation. In both parts several novelties are included., Comment: 36 pages

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and can be studied rigorously providing a source of challenging mathematical problems. In this way, some principles of wide validity have been obtained leading to interesting physical consequences., Comment: Extended version of the lectures given by G. Jona-Lasinio at the 9th Brazilian school of Probability, August 2005

We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then estimate the asymptotic probability of a fluctuation of the average current over a large time interval and show that the corresponding rate function can be obtained by solving a variational problem for the functional I. For the symmetric simple exclusion process the minimizer is time independent so that this variational problem can be reduced to a time independent one. On the other hand, for other models the minimizer is time dependent. This phenomenon is naturally interpreted as a dynamical phase transition., Comment: 26 pages

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach for density fluctuations developed in previous articles. More precisely, we establish a large deviation principle for a space-time fluctuation $j$ of the empirical current with a rate functional $\mc I (j)$. We then estimate the probability of a fluctuation of the average current over a large time interval; this probability can be obtained by solving a variational problem for the functional $\mc I $. We discuss several possible scenarios, interpreted as dynamical phase transitions, for this variational problem. They actually occur in specific models. We finally discuss the time reversal properties of $\mc I$ and derive a fluctuation relationship akin to the Gallavotti-Cohen theorem for the entropy production., Comment: 36 Pages, No figure

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach to density fluctuations developed in previous articles. More precisely, we derive large deviation estimates for the space--time fluctuations of the empirical current which include the previous results. Large time asymptotic estimates for the fluctuations of the time average of the current, recently established by Bodineau and Derrida, can be derived in a more general setting. There are models where we have to modify their estimates and some explicit examples are introduced., Comment: 4 pages, LaTeX, Changed content

The entropy of an ergodic finite-alphabet process can be computed from a single typical sample path x_1^n using the entropy of the k-block empirical probability and letting k grow with $n$ roughly like log n. We further assume that the distribution of the process is a g-measure; g-measures form a large class of Gibbs measures. We prove large deviation principles for conditional, non-conditional and relative k(n)-block empirical entropies., Comment: 19 pages; revised version; to appear in Nonlinearity

We generalize to non equilibrium states Onsager's minimum dissipation principle. We also interpret this principle and some previous results in terms of optimal control theory. Entropy production plays the role of the cost necessary to drive the system to a prescribed macroscopic configuration.

This paper addresses the question of the fluctuations of the empirical entropy of a chain of infinite order. We assume that the chain takes values on a finite alphabet and loses memory exponentially fast. We consider two possible definitions for the empirical entropy, both based on the empirical distribution of cylinders with length clog(n), where n is the size of the sample and c is a suitable constant. The first one is the conditional entropy of the empirical distribution, given a past with length growing logarithmically with the size of the sample. The second one is the rescaled entropy of the empirical distribution of the cylinders of size growing logarithmically with the size of the sample. We prove a central limit theorem for the first one. We also prove that the second one does not have Gaussian fluctuations. This solves a problem formulated in Iosifescu (1965)., Comment: 18 pages

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of a non--equilibrium situation, the symmetric simple exclusion process in which we let the system exchange particles with the boundaries at two different rates. We prove a dynamical large deviation principle for the empirical density which describes the probability of fluctuations from the solutions of the hydrodynamic equation. The so called quasi potential, which measures the cost of a fluctuation from the stationary state, is then defined by a variational problem for the dynamical large deviation rate function. By characterizing the optimal path, we prove that the quasi potential can also be obtained from a static variational problem introduced by Derrida, Lebowitz, and Speer., Comment: 29 pages

We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification of the Onsager-Machlup theory in the SNS; a general Hamilton-Jacobi equation for the macroscopic entropy; a non equilibrium, non linear fluctuation dissipation relation valid for a wide class of systems; an H theorem for the entropy. We discuss in detail two models of stochastic boundary driven lattice gases: the zero range and the simple exclusion processes. In the first model the invariant measure is explicitly known and we verify the predictions of the general theory. For the one dimensional simple exclusion process, as recently shown by Derrida, Lebowitz, and Speer, it is possible to express the macroscopic entropy in terms of the solution of a non linear ordinary differential equation; by using the Hamilton-Jacobi equation, we obtain an logically independent derivation of this result., Comment: 34 pages

In this paper we formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which covers situations in a nonlinear hydrodynamic regime and is verified explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Our results include the modification of the Onsager-Machlup theory in the SNS, a general Hamilton-Jacobi equation for the macroscopic entropy and a non equilibrium, non linear fluctuation dissipation relation valid for a wide class of systems.

This is an expanded and revised version of our geometrical analysis of the strong coupling phase of 4D simplicial quantum gravity. The main differences with respect to the former version is a full discussion of singular triangulations with singular vertices connected by a subsingular edge. In particular we provide analytical arguments which characterize the entropical properties of triangulations with a singular edge connecting two singular vertices. The analytical estimate of the location of the critical coupling at k_2\simeq 1.3093 is presented in more details. Finally we also provide a model for pseudo-criticality at finite N_4(S^4)., Comment: 44 pages

In this paper we show that Onsager--Machlup time reversal properties of thermodynamic fluctuations and Onsager reciprocity relations for transport coefficients can hold also if the microscopic dynamics is not reversible. This result is based on the explicit construction of a class of conservative models which can be analysed rigorously., Comment: revtex, no figures