In these notes we present a pedagogical account of the population dynamics methods recently introduced to simulate large deviation functions of dynamical observables in and out of equilibrium. After a brief introduction on large deviation functions and their simulations, we review the method of Giardin`a emph{et al.} for discrete time processes and that of Lecomte emph{et al.} for the continuous time counterpart. Last we explain how these methods can be modified to handle static observables and extract information about intermediate times.
We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains. We start with a model, defined by a set of rates, and a time-extensive dynamical observable. We construct a reference model, a variational ansatz for the behavior of the original model conditioned on atypical values of the observable. Direct simulation of the reference model provides an upper bound on the large-deviation rate function associated with the original model, an estimate of the tightness of the bound, and, if the ansatz is chosen well, the exact rate function. The exact rare behavior of the original model does not need to be known in advance. We use this method to calculate rate functions for currents and counting observables in a set of network- and lattice models taken from the literature. Straightforward ansatze yield bounds that are tighter than bounds obtained from Level 2.5 of large deviations via approximations that involve uniform scalings of rates. We show how to correct these bounds in order to recover the rate functions exactly. Our approach is complementary to more specialized methods, and offers a physically transparent framework for approximating and calculating the likelihood of dynamical large deviations.
The climate system is a complex, chaotic system with many degrees of freedom and variability on a vast range of temporal and spatial scales. Attaining a deeper level of understanding of its dynamical processes is a scientific challenge of great urgency, especially given the ongoing climate change and the evolving climate crisis. In statistical physics, complex, many-particle systems are studied successfully using the mathematical framework of Large Deviation Theory (LDT). A great potential exists for applying LDT to problems relevant for geophysical fluid dynamics and climate science. In particular, LDT allows for understanding the fundamental properties of persistent deviations of climatic fields from the long-term averages and for associating them to low-frequency, large scale patterns of climatic variability. Additionally, LDT can be used in conjunction with so-called rare events algorithms to explore rarely visited regions of the phase space and thus to study special dynamical configurations of the climate. These applications are of key importance to improve our understanding of high-impact weather and climate events. Furthermore, LDT provides powerful tools for evaluating the probability of noise-induced transitions between competing metastable states of the climate system or of its components. This in turn essential for improving our understanding of the global stability properties of the climate system and of its predictability of the second kind in the sense of Lorenz. The goal of this review is manifold. First, we want to provide an introduction to the derivation of large deviation laws in the context of stochastic processes. We then relate such results to the existing literature showing the current status of applications of LDT in climate science and geophysical fluid dynamics. Finally, we propose some possible lines of future investigations.
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A similar approach has been followed more recently for nonequilibrium systems, especially in the context of interacting particle systems. We review here the basis of this approach, emphasizing the similarities and differences that exist between the application of large deviation theory for studying equilibrium systems on the one hand and nonequilibrium systems on the other. Of particular importance are the notions of macroscopic, hydrodynamic, and long-time limits, which are analogues of the equilibrium thermodynamic limit, and the notion of statistical ensembles which can be generalized to nonequilibrium systems. For the purpose of illustrating our discussion, we focus on applications to Markov processes, in particular to simple random walks.
A plausible mechanism of thermalization in isolated quantum systems is based on the strong version of the eigenstate thermalization hypothesis (ETH), which states that all the energy eigenstates in the microcanonical energy shell have thermal properties. We numerically investigate the ETH by focusing on the large deviation property, which directly evaluates the ratio of athermal energy eigenstates in the energy shell. As a consequence, we have systematically confirmed that the strong ETH is indeed true even for near-integrable systems, where we found that the finite-size scaling of the ratio of athermal eigenstates is double exponential. Our result illuminates universal behavior of quantum chaos, and suggests that large deviation analysis would serve as a powerful method to investigate thermalization in the presence of the large finite-size effect.
Singularities of dynamical large-deviation functions are often interpreted as the signal of a dynamical phase transition and the coexistence of distinct dynamical phases, by analogy with the correspondence between singularities of free energies and equilibrium phase behavior. Here we study models of driven random walkers on a lattice. These models display large-deviation singularities in the limit of large lattice size, but the extent to which each models phenomenology resembles a phase transition depends on the details of the driving. We also compare the behavior of ergodic and non-ergodic models that present large-deviation singularities. We argue that dynamical large-deviation singularities indicate the divergence of a model timescale, but not necessarily one associated with cooperative behavior or the existence of distinct phases.