Bereiche | Tage | Auswahl | Suche | Aktualisierungen | Downloads | Hilfe

DY: Fachverband Dynamik und Statistische Physik

DY 7: Focus Session: Large Deviations and Rare Events I

Montag, 9. März 2026, 09:30–12:45, ZEU/0114

The modeling and understanding of large deviations and rare events is of crucial importance in a wide range of real-world applications, including climate science, actuarial statistics (insurance statistics), natural disaster management, or the description of financial markets. At the same time, such effects are fundamental for the understanding of many systems in condensed-matter physics. In first-order phase transitions, for instance, the coexisting phases are connected by transition states involving droplet excitations whose probability is suppressed by dozens or hundreds of orders of magnitude as compared to the pure-phase peaks. Likewise, for many disordered systems the behavior of typical cases is incompatible with that of the average sample as the problem is described by very broad, heavy-tailed distributions, where averages are dominated by rare events. For many models, like the Kadar-Parisi-Zhang equation or random-graph properties, there has been considerable analytical progress in the last decade. Likewise, new or improved numerical techniques have been proposed that now allow for the treatment of previously inaccessible problems or regimes. This focus session is devoted to an update on the state of the art in this rapidly evolving area.

Organized by Alexander K. Hartmann (Oldenburg) and Martin Weigel (Chemnitz)

	09:30	DY 7.1	Hauptvortrag: Fast Rare Events in Exit Times Distributions of Jump Processes — •Raffaella Burioni
	10:00	DY 7.2	Rare Events, Many Searchers, and Fast Target Reaching in a Finite Domain — Elisabetta Ellettari, Giacomo Nasuti, •Alberto Bassanoni, Alessandro Vezzani, and Raffaella Burioni
	10:15	DY 7.3	Large deviations and uncertainty relations for self-interacting jump processes — •Francesco Coghi, Amarjit Budhiraja, and Juan P. Garrahan
	10:30	DY 7.4	A pedestrian’s approach to large deviations in semi-Markov processes with an application to entropy production — •Jonas H. Fritz, Alexander M. Maier, and Udo Seifert
	10:45	DY 7.5	Concentration of observables in slow-fast dynamical systems with noise — •Xizhu Zhao and Aljaž Godec
	11:00		15 min. break
	11:15	DY 7.6	Hauptvortrag: Large deviations in resetting Brownian motions — •Satya Majumdar
	11:45	DY 7.7	Large deviations and condensation in the cost of stochastic resetting — •John C. Sunil, Martin R. Evans, Richard A. Blythe, and Satya N. Majumdar
	12:00	DY 7.8	Perturbative framework for finding the transition rates for active particles — •Vito Seinen, Peter Bolhuis, Daan Crommelin, Michel Mandjes, and Sara Jabbari-Farouji
	12:15	DY 7.9	Large deviation properties of Brownian particles in switching harmonic traps — •Chinmay Pradeep Chandratre and Alexander K. Hartmann
	12:30	DY 7.10	Optimal escape processes of run-and-tumble particles — Karthik Cheruvary, •Rafael Diaz Hernandez Rojas, and Peter Sollich