Understanding nonequilibrium through rare events and extreme fluctuations

Abstract

Nonequilibrium systems—ranging from climate dynamics and biological processes to financial markets—exhibit behavior that generally cannot be captured within the framework of equilibrium statistical mechanics. In this talk, we explore how rare events and extreme fluctuations provide insight into the underlying structure and dynamics of such systems. Leveraging tools from large deviation theory, stochastic processes, and statistical physics, we examine how the probabilities of atypical trajectories can reveal hidden symmetries, emergent phenomena, and dynamical phase transitions that remain inaccessible through average behavior alone. These ideas are illustrated through concrete examples, including diffusive systems, open quantum systems, and chaotic maps. By focusing on dynamical large deviations, the talk aims to deepen our understanding of far-from-equilibrium phenomena and support the development of control strategies to engineer systems with desired statistical properties on demand.

Grupo Interdisciplinar de Sistemas Complejos