Large deviations in non-Markov stochastic feedback

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• Francesco Coghi (U Nottingham)
• Tuesday 03 June 2025, 13:00-14:00
• Center for Mathematical Sciences, Lecture room MR4.

If you have a question about this talk, please contact Sarah Loos.

Self-interacting diffusions provide a tractable framework to study stochastic dynamics with non-Markov feedback. I will begin by presenting results on current fluctuations in such systems on a ring, where non-Markovian interactions lead to a phase transition from self-repelling to self-attracting behaviour. Using an upper bound of level 2.5 large deviations, I estimate rare current fluctuations and identify the onset of localisation. I will then turn to escape dynamics in a feedback-modified Ornstein–Uhlenbeck process. Here, time-averaged feedback reshapes the most probable escape paths by lowering the effective energy barrier. Together, these results illustrate how memory and feedback fundamentally alter rare event statistics in stochastic systems, potentially offering new handles for control.

This talk is part of the DAMTP Statistical Physics and Soft Matter Seminar series.

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• All CMS events
• Center for Mathematical Sciences, Lecture room MR4
• DAMTP Statistical Physics and Soft Matter Seminar
• Soft Matter
• bld31

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