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We consider three global chracteristic times for a one-dimensional Brownian motion $x(\tau)$ in the interval $\tau\in [0,t]$: the occupation time $t_{\rm o}$ denoting the cumulative time where $x(\tau)>0$, the time $t_{\rm m}$ at which the process achieves its global maximum in $[0,t]$ and the last-passage time $t_l$ through the origin before $t$. All three random variables have the same marginal distribution given by L\'evy's arcsine law. We compute exactly the pairwise joint distributions of these three times and show that they are quite different from each other. The joint distributions display rather rich and nontrivial correlations between these times. Our analytical results are verified by numerical simulations., Comment: 6 pages with 5 figures plus supplementary material with details of calculations in 16 pages and 5 figures

An introduction to numerical large-deviation sampling is provided. First, direct biasing with a known distribution is explained. As simple example, the Bernoulli experiment is used throughout the text. Next, Markov chain Monte Carlo (MCMC) simulations are introduced. In particular, the Metropolis-Hastings algorithm is explained. As first implementation of MCMC, sampling of the plain Bernoulli model is shown. Next, an exponential bias is used for the same model, which allows one to obtain the tails of the distribution of a measurable quantity. This approach is generalized to MCMC simulations, where the states are vectors of $U(0,1)$ random entries. This allows one to use the exponential or any other bias to access the large-deviation properties of rather arbitrary random processes. Finally, some recent research applications to study more complex models are discussed., Comment: Lectures notes for lectures given at 2024 Les Houches Summer School on "Large deviations and applications". For C Codes see DARE (Oldenburg University resarch data repository) at doi.org/10.57782/HXEGVF

For statistics of rare events in systems obeying a large-deviation principle, the rate function is a key quantity. When numerically estimating the rate function one is always restricted to finite system sizes. Thus, if the interest is in the limiting rate function for infinite system sizes, first, several system sizes have to be studied numerically. Here, rare-event algorithms using biased ensembles give access to the low-probability region. Second, some kind of system-size extrapolation has to be performed. Here we demonstrate how rare-event importance sampling schemes can be combined with multi-histogram reweighting, which allows for rather general applicability of the approach, independent of specific sampling algorithms. We study two ways of performing the system-size extrapolation, either directly acting on the empirical rate functions, or on the scaled cumulant generating functions, to obtain the infinite-size limit. The presented method is demonstrated for a binomial distributed variable and the largest connected component in Erd\"os-R\'enyi random graphs. Analytical solutions are available in both cases for direct comparison. It is observed in particular that phase transitions appearing in the biased ensembles can lead to systematic deviations from the true result., Comment: 11 pages, 9 figures

A percolation model inspired by crossword puzzle games is introduced. A game proceeds by solving words, which are segments of sites in a two-dimensional lattice. As test case, the \emph{iid} variant allows for independently occupying sites with letters, only the percolation criterion depends on the existence of solved words. For the \emph{game} variant, inspired by real crossword puzzles, it becomes more likely to solve crossing words which share sites with the already solved words. In this way avalanches of solved words may occur. Both model variants exhibit a percolation transition as function of the a-priori site or word solving probability, respectively. The \emph{iid} variant is in the universality class of standard two-dimensional percolation. The \emph{game} variant exhibits a non-universal critical exponent $\nu$ of the correlation length. The actual value of $\nu$ depends on the function which controls how much solved words accelerate the solved of crossing words., Comment: 6 pages, 7 figures

In this paper, we study a simple model of a diffusive particle on a line, undergoing a stochastic resetting with rate $r$, via rescaling its current position by a factor $a$, which can be either positive or negative. For $|a|<1$, the position distribution becomes stationary at long times and we compute this limiting distribution exactly for all $|a|<1$. This symmetric distribution has a Gaussian shape near its peak at $x=0$, but decays exponentially for large $|x|$. We also studied the mean first-passage time (MFPT) $T(0)$ to a target located at a distance $L$ from the initial position (the origin) of the particle. As a function of the initial position $x$, the MFPT $T(x)$ satisfies a nonlocal second order differential equation and we have solved it explicitly for $0 \leq a < 1$. For $-1

The Griffiths phase in systems with quenched disorder occurs below the ordering transition of the pure system down to the ordering transition of the actual disordered system. While it does not exhibit long-range order, large fluctuations in the disorder degrees of freedom result in exponentially rare, long-range ordered states and hence the occurrence of broad distributions in response functions. Inside the Griffiths phase of the two-dimensional bond-diluted Ising model the distribution of the magnetic susceptibility is expected to have such a broad, exponential tail. A large-deviations Monte Carlo algorithm is used to sample this distribution and the exponential tail is extracted over a wide range of the support down to very small probabilities of the order of $10^{-300}$. We study the behavior of the susceptibility distribution across the full phase diagram, from the paramagnetic state through the Griffiths phase to the ferromagnetically ordered system and down to the zero-temperature point. We extract the rate function of large-deviation theory as well as its finite-size scaling behavior and we reveal interesting differences and similarities between the cases. A connection between the fraction of ferromagnetic bonds in a given disorder sample and the size of the magnetic susceptibility is demonstrated numerically., Comment: 16 pages, 19 figures, RevTeX4.2, version accepted for publication

A regime of coexistence of asynchronous and clustered dynamics is analyzed for globally coupled homogeneous and heterogeneous inhibitory networks of quadratic integrate-and-fire (QIF) neurons subject to Gaussian noise. The analysis is based on accurate extensive simulations and complemented by a mean-field description in terms of low-dimensional next generation neural mass models for heterogeneously distributed synaptic couplings. The asynchronous regime is observable at low noise and becomes unstable via a sub-critical Hopf bifurcation at sufficiently large noise. This gives rise to a coexistence region between the asynchronous and the clustered regime. The clustered phase is characterized by population bursts in the {\gamma}-range (30-120 Hz), where neurons are split in two equally populated clusters firing in alternation. This clustering behaviour is quite peculiar: despite the global activity being essentially periodic, single neurons display switching between the two clusters due to heterogeneity and/or noise., Comment: 36 pages - 22 figures

A central theoretical issue at the core of the current research on many-body localization (MBL) consists in characterizing the statistics of rare long-range resonances in many-body eigenstates. This is of paramount importance to understand: (i) the critical properties of the MBL transition and the mechanism for its destabilization through quantum avalanches; (ii) the unusual transport and anomalously slow out-of-equilibrium relaxation when the transition is approached from the metallic side. In order to study and characterize such long-range rare resonances, we develop a large-deviations approach based on an analogy with the physics of directed polymers in random media, and in particular with their freezing glass transition on infinite-dimensional graphs. The basic idea is to enlarge the parameter space by adding an auxiliary parameter (which plays the role of the inverse temperature in the directed polymer formulation) which allows us to fine-tune the effect of anomalously large outliers in the far-tails of the probability distributions of the transmission amplitudes between far-away many-body configurations in the Hilbert space. We first benchmark our approach onto two non-interacting paradigmatic toy models, namely the single-particle Anderson model on the (loop-less) Cayley tree and the Rosenzweig-Porter random matrix ensemble, and then apply it to the study of a class of disordered quantum spin chains in a transverse field. This analysis shows the existence of a broad disorder range in which rare, long-distance resonances, that may form only for a few specific realizations of the disorder and a few specific choice of the random initial state, destabilize the MBL phase, while the genuine MBL transition is shifted to much larger values of the disorder than originally thought., Comment: 34 pages, 16 figures

The Higgs RNA-Model is studied in regard to finite-time driving protocols with minimal-work requirement. In this paper, RNA sequences which at low temperature exhibits hairpins are considered, which are often cited as typical template systems in stochastic thermodynamics. The optimized work protocols for this glassy many-particle system are determined numerically using the parallel tempering method. The protocols show distinct jumps at the beginning and end, which have been observed previously already for single-particle systems. Counter intuitively, optimality seems to be achieved by staying close to the equilibrium unfolding transition point. The change of work distributions, compared to those resulting from a naive linear driving protocol, are discussed generally and in terms of free energy estimation as well as the effect of optimized protocols on rare work process starting conditions., Comment: 7 pages, 6 figures

The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical extreme value theory. This Gumbel law describes the typical fluctuations of $M_t$ around its average $\sim \ln (r t)$ for large $t$ on a scale of $O(1)$. Here we compute the large-deviation tails of this distribution when $M_t = O(t)$ and show that the large-deviation function has a singularity where the second derivative is discontinuous, signalling a dynamical phase transition. Then we consider a collection of independent RBMs with initial (and resetting) positions uniformly distributed with a density $\rho$ over the negative half-line. We show that the fluctuations in the initial positions of the particles modify the distribution of $M_t$. The average over the initial conditions can be performed in two different ways, in analogy with disordered systems: (i) the annealed case where one averages over all possible initial conditions and (ii) the quenched case where one considers only the contributions coming from typical initial configurations. We show that in the annealed case, the limiting distribution of the maximum is characterized by a new scaling function, different from the Gumbel law but the large-deviation function remains the same as in the single particle case. In contrast, for the quenched case, the limiting (typical) distribution remains Gumbel but the large-deviation behaviors are new and nontrivial. Our analytical results, both for the typical as well as for the large-deviation regime of $M_t$, are verified numerically with extremely high precision, down to $10^{-250}$ for the probability density of $M_t$., Comment: 23 pages, 11 figures

We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump probabilities (a sample), a walker starting at the origin at time $t=0$ is at position beyond $\xi \sqrt{T/2}$ at time $T$. This probability fluctuates from sample to sample and we study the large-deviation rate function which characterizes the tails of its distribution at large time $T \gg 1$. It is argued that, up to a simple rescaling, this rate function is identical to the one recently obtained exactly by two of the authors for the continuum version of the model. That continuum model also appears in the macroscopic fluctuation theory of a class of lattice gases, e.g. in the so-called KMP model of heat transfer. An extensive numerical simulation of the Beta random walk, based on an importance sampling algorithm, is found in good agreement with the detailed analytical predictions. A first-order transition in the tilted measure, predicted to occur in the continuum model, is also observed in the numerics., Comment: 17 pages

We numerically study disease dynamics that lead to the disease switching from one host species to another, resulting in diseases gaining the ability to infect, e.g., humans. Unlike previous studies that focused on branching processes starting with the first infected humans, we begin by considering a disease pathogen that initially cannot infect humans. We model the entire process, starting from an infection in the animal population, including mutations that eventually enable the disease to cause an epidemic outbreak in the human population. We use an SIR model on a network consisting of 132 dog and 1320 human nodes, with a single parameter representing the gene of the pathogen. We use numerical large-deviation techniques, specifically the $1/t$ Wang-Landau algorithm, to calculate the potentially very small probability of the host switching event. With this approach we are able to resolve probabilities as small as $10^{-120}$. Additionally the $1/t$ Wang-Landau algorithm allows us to obtain the complete probability density function $P(C)$ of the cumulative fraction $C$ of infected humans, which is an indicator for the severity of the disease in the human population. We also calculate correlations of $C$ with selected quantities $q$ that characterize the outbreak. Due to the application of the rare-event algorithm, this is possible for the entire range of $C$ values.

We numerically investigate the dynamics of an SIR model with infection level-based lockdowns on Small-World networks. Using a large-deviation approach, namely the Wang-Landau algorithm, we study the distribution of the cumulative fraction of infected individuals. We are able to resolve the density of states for values as low as $10^{-85}$. Hence, we measure the distribution on its full support giving a complete characterization of this quantity. The lockdowns are implemented by severing a certain fraction of the edges in the Small-World network, and are initiated and released at different levels of infection, which are varied within this study. We observe points of non-analytical behaviour for the pdf and discontinuous transitions for correlations with other quantities such as the maximum fraction of infected and the duration of outbreaks. Further, empirical rate functions were calculated for different system sizes, for which a convergence is clearly visible indicating that the large-deviation principle is valid for the system with lockdowns.

The maximum-weight matching problem and the behavior of its energy landscape is numerically investigated. We apply a perturbation method adapted from the analysis of spin glasses. This gives inside into the complexity of the energy landscape of different ensembles. Erd\"os-Renyi graphs and ring graphs with randomly added edges are considered and two types of distributions for the random edge weighs are used. For maximum-weight matching, fast and scalable algorithms exist, such that we can study large graphs of more than $10^5$ nodes. Our results show that the structure of the energy landscape for standard ensembles of matching is simple, comparable to the energy landscape of a ferromagnet. Nonetheless, for some of the here presented ensembles our results allow for the presence of complex energy landscapes in the spirit of Replica-Symmetry Breaking., Comment: 9 pages, 5 figures

We consider a system of non-interacting particles on a line with initial positions distributed uniformly with density $\rho$ on the negative half-line. We consider two different models: (i) each particle performs independent Brownian motion with stochastic resetting to its initial position with rate $r$ and (ii) each particle performs run and tumble motion, and with rate $r$ its position gets reset to its initial value and simultaneously its velocity gets randomised. We study the effects of resetting on the distribution $P(Q,t)$ of the integrated particle current $Q$ up to time $t$ through the origin (from left to right). We study both the annealed and the quenched current distributions and in both cases, we find that resetting induces a stationary limiting distribution of the current at long times. However, we show that the approach to the stationary state of the current distribution in the annealed and the quenched cases are drastically different for both models. In the annealed case, the whole distribution $P_{\rm an}(Q,t)$ approaches its stationary limit uniformly for all $Q$. In contrast, the quenched distribution $P_{\rm qu}(Q,t)$ attains its stationary form for $Q Q_{\rm crit}(t)$. We show that $Q_{\rm crit}(t)$ increases linearly with $t$ for large $t$. On the scale where $Q \sim Q_{\rm crit}(t)$, we show that $P_{\rm qu}(Q,t)$ has an unusual large deviation form with a rate function that has a third-order phase transition at the critical point. We have computed the associated rate functions analytically for both models. Using an importance sampling method that allows to probe probabilities as tiny as $10^{-14000}$, we were able to compute numerically this non-analytic rate function for the resetting Brownian dynamics and found excellent agreement with our analytical prediction., Comment: 26 pages, 6 figures

The chapter starts with a historical summary of first attempts to optimize the spin glass Hamiltonian, comparing it to recent results on searching largest cliques in random graphs. Exact algorithms to find ground states in generic spin glass models are then explored in Section 1.2, while Section 1.3 is dedicated to the bidimensional case where polynomial algorithms exist and allow for the study of much larger systems. Finally Section 1.4 presents a summary of results for the assignment problem where the finite size corrections for the ground state can be studied in great detail., Comment: 24 pages, 4 figures, to appear as a contribution to the edited volume "Spin Glass Theory & Far Beyond - Replica Symmetry Breaking after 40 Years", World Scientific

We study numerically the maximum $z$-matching problems on ensembles of bipartite random graphs. The $z$-matching problems describes the matching between two types of nodes, users and servers, where each server may serve up to $z$ users at the same time. By using a mapping to standard maximum-cardinality matching, and because for the latter there exists a polynomial-time exact algorithm, we can study large system sizes of up to $10^6$ nodes. We measure the capacity and the energy of the resulting optimum matchings. First, we confirm previous analytical results for bipartite regular graphs. Next, we study the finite-size behaviour of the matching capacity and find the same scaling behaviour as before for standard matching, which indicates the universality of the problem. Finally, we investigate for bipartite Erd\H{o}s-R\'enyi random graphs the saturability as a function of the average degree, i.e., whether the network allows as many customers as possible to be served, i.e. exploiting the servers in an optimal way. We find phase transitions between unsaturable and saturable phases. These coincide with a strong change of the running time of the exact matching algorithm, as well with the point where a minimum-degree heuristic algorithm starts to fail., Comment: 10 pages, 9 figures, 3 tables

We present a new large-deviation approach to investigate the critical properties of the Anderson model on the Bethe lattice close to the localization transition in the thermodynamic limit. Our method allows us to study accurately the distribution of the local density of states (LDoS) down to very small probability tails as small as $10^{-50}$ which are completely out of reach for standard numerical techniques. We perform a thorough analysis of the functional form and of the tails of the probability distribution of the LDoS which yields for the first time a direct, transparent, and precise estimation of the correlation volume close to the Anderson transition. Such correlation volume is found to diverge exponentially when the localization is approached from the delocalized regime, in a singular way that is in agreement with the analytic predictions of the supersymmetric treatment., Comment: 11 pages, 6 figures. arXiv admin note: substantial text overlap with arXiv:1810.07545

We numerically study the dynamics of the SIR disease model on small-world networks by using a large-deviation approach. This allows us to obtain the probability density function of the total fraction of infected nodes and of the maximum fraction of simultaneously infected nodes down to very small probability densities like $10^{-2500}$. We analyze the structure of the disease dynamics and observed three regimes in all probability density functions, which correspond to quick mild, quick extremely severe and sustained severe dynamical evolutions, respectively. Furthermore, the mathematical rate functions of the densities are investigated. The results indicate that the so called large-deviation property hold for the SIR model. Finally, we measured correlations with other quantities like the duration of an outbreak or the peak position of the fraction of infections, also in the rare regions which are not accessible by standard simulation techniques.

Directed polymers on 1+1 dimensional lattices coupled to a heat bath at temperature $T$ are studied numerically for three ensembles of the site disorder. In particular correlations of the disorder as well as fractal patterning are considered. Configurations are directly sampled in perfect thermal equilibrium for very large system sizes with up to $N=L^2= 32768 \times 32768 \approx 10^{9}$ sites. The phase-space structure is studied via the distribution of overlaps and hierarchical clustering of configurations. One ensemble shows a simple behavior like a ferromagnet. The other two ensembles exhibit indications for complex behavior reminiscent of multiple replica-symmetry breaking. Also results for the ultrametricity of the phase space and the phase transition behavior of $P(q)$ when varying the temperature $T$ are studied. In total, the present model ensembles offer convenient numerical accesses to comprehensively studying complex behavior., Comment: 5 pages, 6 figures

Consider the short-time probability distribution $\mathcal{P}(H,t)$ of the one-point interface height difference $h(x=0,\tau=t)-h(x=0,\tau=0)=H$ of the stationary interface $h(x,\tau)$ described by the Kardar-Parisi-Zhang equation. It was previously shown that the optimal path -- the most probable history of the interface $h(x,\tau)$ which dominates the upper tail of $\mathcal{P}(H,t)$ -- is described by any of \emph{two} ramp-like structures of $h(x,\tau)$ traveling either to the left, or to the right. These two solutions emerge, at a critical value of $H$, via a spontaneous breaking of the mirror symmetry $x\leftrightarrow -x$ of the optimal path, and this symmetry breaking is responsible for a second-order dynamical phase transition in the system. We simulate the interface configurations numerically by employing a large-deviation Monte Carlo sampling algorithm in conjunction with the mapping between the KPZ interface and the directed polymer in a random potential at high temperature. This allows us to observe the optimal paths, which determine each of the two tails of $\mathcal{P}(H,t)$, down to probability densities as small as $10^{-500}$. At short times we observe mirror-symmetry-broken traveling optimal paths for the upper tail, and a single mirror-symmetric path for the lower tail, in good quantitative agreement with analytical predictions. At long times, even at moderate values of $H$, where the optimal fluctuation method is \emph{not} supposed to apply, we still observe two well-defined dominating paths. Each of them violates the mirror symmetry $x\leftrightarrow -x$ and is a mirror image of the other., Comment: 11 pages, 9 figures

We study numerically the behavior of RNA secondary structures under influence of a varying external force. This allows to measure the work $W$ during the resulting fast unfolding and refolding processes. Here, we investigate a medium-size hairpin structure. Using a sophisticated large-deviation algorithm, we are able to measure work distributions with high precision down to probabilities as small as $10^{-46}$. Due to this precision and by comparison with exact free-energy calculations we are able to verify the theorems of Crooks and Jarzynski. Furthermore, we analyze force-extension curves and the configurations of the secondary structures during unfolding and refolding for typical equilibrium processes and non-equilibrium processes, conditioned to selected values of the measured work $W$, typical and rare ones. We find that the non-equilibrium processes where the work values are close to those which are most relevant for applying Crooks and Jarzynski theorems, respectively, are most and quite similar to the equilibrium processes. Thus, a similarity of equilibrium and non-equilibrium behavior with respect to a mere scalar variable, which occurs with a very small probability but can be generated in a controlled but non-targeted way, is related to a high similarity for the set of configurations sampled along the full dynamical trajectory., Comment: 12 pages, 9 figures

We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling methods to determine it over a large part of territory sizes, including atypically small and large configurations, which occur with probability of less than $10^{-30}$. We find hints for the validity of a large deviation principle, the shape of the rate function for the right tail of the distribution and insight into the structure of atypical realizations., Comment: 9 pages, 9 figures

We study the entropy $S$ of longest increasing subsequences (LIS), i.e., the logarithm of the number of distinct LIS. We consider two ensembles of sequences, namely random permutations of integers and sequences drawn i.i.d.\ from a limited number of distinct integers. Using sophisticated algorithms, we are able to exactly count the number of LIS for each given sequence. Furthermore, we are not only measuring averages and variances for the considered ensembles of sequences, but we sample very large parts of the probability distribution $p(S)$ with very high precision. Especially, we are able to observe the tails of extremely rare events which occur with probabilities smaller than $10^{-600}$. We show that the distribution of the entropy of the LIS is approximately Gaussian with deviations in the far tails, which might vanish in the limit of long sequences. Further we propose a large-deviation rate function which fits best to our observed data., Comment: 10 pages, 8 figures

We study a phase transition in parameter learning of Hidden Markov Models (HMMs). We do this by generating sequences of observed symbols from given discrete HMMs with uniformly distributed transition probabilities and a noise level encoded in the output probabilities. By using the Baum-Welch (BW) algorithm, an Expectation-Maximization algorithm from the field of Machine Learning, we then try to estimate the parameters of each investigated realization of an HMM. We study HMMs with n=4, 8 and 16 states. By changing the amount of accessible learning data and the noise level, we observe a phase-transition-like change in the performance of the learning algorithm. For bigger HMMs and more learning data, the learning behavior improves tremendously below a certain threshold in the noise strength. For a noise level above the threshold, learning is not possible. Furthermore, we use an overlap parameter applied to the results of a maximum-a-posteriori (Viterbi) algorithm to investigate the accuracy of the hidden state estimation around the phase transition., Comment: 9 pages, 9 figures

We study the stochastic block model which is often used to model community structures and study community-detection algorithms. We consider the case of two blocks in regard to its largest connected component and largest biconnected component, respectively. We are especially interested in the distributions of their sizes including the tails down to probabilities smaller than $10^{-800}$. For this purpose we use sophisticated Markov chain Monte Carlo simulations to sample graphs from the stochastic block model ensemble. We use this data to study the large-deviation rate function and conjecture that the large-deviation principle holds. Further we compare the distribution to the well known Erd\H{o}s-R\'{e}nyi ensemble, where we notice subtle differences at and above the percolation threshold., Comment: 12 pages, 8 figures

We study the statistical properties of the convex hull of a planar run-and-tumble particle (RTP), also known as the "persistent random walk", where the particle/walker runs ballistically between tumble events at which it changes its direction randomly. We consider two different statistical ensembles where we either fix (i) the total number of tumblings $n$ or (ii) the total duration $t$ of the time interval. In both cases, we derive exact expressions for the average perimeter of the convex hull and then compare to numerical estimates finding excellent agreement. Further, we numerically compute the full distribution of the perimeter using Markov chain Monte Carlo techniques, in both ensembles, probing the far tails of the distribution, up to a precision smaller than $10^{-100}$. This also allows us to characterize the rare events that contribute to the tails of these distributions., Comment: 21 pages, 8 Figures, 1 Table

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling approach, the distribution is obtained over a large range of values, down to a probability density as small as $10^{-1000}$ in the tails. The short time behavior is investigated and compared with recent analytical predictions for the large-deviation forms of the probability of rare fluctuations, showing a spectacular agreement with the analytical expressions. The flat and stationary initial conditions are studied in the full space, together with the droplet initial condition in the half-space., Comment: 13 pages, 8 figures

We have studied the distribution of traffic flow $q$ for the Nagel-Schreckenberg model by computer simulations. We applied a large-deviation approach, which allowed us to obtain the distribution $P(q)$ over more than one hundred decades in probability, down to probabilities like $10^{-140}$. This allowed us to characterize the flow distribution over a large range of the support and identify the characteristics of rare and even very rare traffic situations. We observe a change of the distribution shape when increasing the density of cars from the free flow to the congestion phase. Furthermore, we characterize typical and rare traffic situations by measuring correlations of $q$ to other quantities like density of standing cars or number and size of traffic jams., Comment: 11 pages, 15 figures

Atypically large fluctuations in macroscopic non-equilibrium systems continue to attract interest. Their probability can often be determined by the optimal fluctuation method (OFM). The OFM brings about a conditional variational problem, the solution of which describes the "optimal path" of the system which dominates the contribution of different stochastic paths to the desired statistics. The OFM proved efficient in evaluating the probabilities of rare events in a host of systems. However, theoretically predicted optimal paths were observed in stochastic simulations only in diffusive lattice gases, where the predicted optimal density patterns are either stationary, or travel with constant speed. Here we focus on the one-point height distribution of the paradigmatic Kardar-Parisi-Zhang interface. Here the optimal paths, corresponding to the distribution tails at short times, are intrinsically non-stationary and can be predicted analytically. Using the mapping to the directed polymer in a random potential at high temperature, we obtain "snapshots" of the optimal paths in Monte-Carlo simulations which probe the tails with an importance sampling algorithm. For each tail we observe a very narrow "tube" of height profiles around a single optimal path which agrees with the analytical prediction. The agreement holds even at long times, supporting earlier assertions of the validity of the OFM in the tails well beyond the weak-noise limit., Comment: 6 pages, 4 figures

We numerically estimate the leading asymptotic behavior of the length $L_{n}$ of the longest increasing subsequence of random walks with step increments following Student's $t$-distribution with parameter in the range $1/2 \leq \nu \leq 5$. We find that the expected value $\mathbb{E}(L_{n}) \sim n^{\theta}\ln{n}$ with $\theta$ decreasing from $\theta(\nu=1/2) \approx 0.70$ to $\theta(\nu \geq 5/2) \approx 0.50$. For random walks with distribution of step increments of finite variance ($\nu > 2$), this confirms previous observation of $\mathbb{E}(L_{n}) \sim \sqrt{n}\ln{n}$ to leading order. We note that this asymptotic behavior (including the subleading term) resembles that of the largest part of random integer partitions under the uniform measure and that, curiously, both random variables seem to follow Gumbel statistics. We also provide more refined estimates for the asymptotic behavior of $\mathbb{E}(L_{n})$ for random walks with step increments of finite variance., Comment: 8 pages (REVTeX 4.1, twocolumn), several figures, 29 references, some conjectural thoughts. This version identical to the published one (minor differences are intentional)

We apply generalisations of the Swendson-Wang and Wolff cluster algorithms, which are based on the construction of Fortuin-Kasteleyn clusters, to the three-dimensional $\pm 1$ random-bond Ising model. The behaviour of the model is determined by the temperature $T$ and the concentration $p$ of negative (anti-ferromagnetic) bonds. The ground state is ferromagnetic for $0 \le p0$, our data suggest that the percolation transition is universal, irrespective of whether the ground state exhibits ferromagnetic or spin-glass order, and is in the universality class of standard percolation. This shows that correlations in the bond occupancy of the Fortuin-Kasteleyn clusters are irrelevant, except for $p=0$ where the clusters are tied to Ising correlations so the percolation transition is in the Ising universality class., Comment: 6 pages; 7 figures

We study numerically the distributions of the length $L$ of the longest increasing subsequence (LIS) for the two cases of random permutations and of one-dimensional random walks. Using sophisticated large-deviation algorithms, we are able to obtain very large parts of the distribution, especially also covering probabilities smaller than $P(L) = 10^{-1000}$. This enables us to verify for the length of the LIS of random permutations the analytically known asymptotics of the rate function and even the whole Tracy-Widom distribution, to which we observe a rather fast convergence in the larger than typical part. For the length $L$ of LIS of random walks, where no analytical results are known to us, we test a proposed scaling law and observe convergence of the tails into a collapse for increasing system size. Further, we obtain estimates for the leading order behavior of the rate functions of both tails., Comment: 7 pages, 8 figures

We study the size of the largest biconnected components in sparse Erd\H{o}s-R\'enyi graphs with finite connectivity and Barab\'asi-Albert graphs with non-integer mean degree. Using a statistical-mechanics inspired Monte Carlo approach we obtain numerically the distributions for different sets of parameters over almost their whole support, especially down to the rare-event tails with probabilities far less than $10^{-100}$. This enables us to observe a qualitative difference in the behavior of the size of the largest biconnected component and the largest $2$-core in the region of very small components, which is unreachable using simple sampling methods. Also, we observe a convergence to a rate function even for small sizes, which is a hint that the large deviation principle holds for these distributions., Comment: 8 pages, 8 figures

We study the distribution of the area and perimeter of the convex hull of the "true" self-avoiding random walk in a plane. Using a Markov chain Monte Carlo sampling method, we obtain the distributions also in their far tails, down to probabilities like $10^{-800}$. This enables us to test previous conjectures regarding the scaling of the distribution and the large-deviation rate function $\Phi$. In previous studies, e.g., for standard random walks, the whole distribution was governed by the Flory exponent $\nu$. We confirm this in the present study by considering expected logarithmic corrections. On the other hand, the behavior of the rate function deviates from the expected form. For this exception we give a qualitative reasoning., Comment: 11 pages, 6 figures, 1 table

We derive analytically the full distribution of the ground-state energy of $K$ non-interacting fermions in a disordered environment, modelled by a Hamiltonian whose spectrum consists of $N$ i.i.d.~random energy levels with distribution $p(\varepsilon)$ (with $\varepsilon \geq 0$), in the same spirit as the `Random Energy Model'. We show that for each fixed $K$, the distribution $P_{K,N}(E_0)$ of the ground-state energy $E_0$ has a universal scaling form in the limit of large $N$. We compute this universal scaling function and show that it depends only on $K$ and the exponent $\alpha$ characterizing the small $\varepsilon$ behaviour of $p(\varepsilon) \sim \varepsilon^\alpha$. We compared the analytical predictions with results from numerical simulations. For this purpose we employed a sophisticated importance-sampling algorithm that allowed us to obtain the distributions over a large range of the support down to probabilities as small as $10^{-160}$. We found asymptotically a very good agreement between analytical predictions and numerical results., Comment: 10 pages, 2 figures

We study the energy landscape of the Traveling Salesperson problem (TSP) using exact ground states and a novel linear programming approach to generate excited states with closely defined properties. We look at four different ensembles, notably the classic finite dimensional Euclidean TSP and the mean-field-like (1,2)-TSP, which has its origin directly in the mapping of the Hamiltonian circuit problem on the TSP. Our data supports previous conjectures that the Euclidean TSP does not show signatures of replica symmetry breaking neither in two nor in higher dimension. On the other hand the (1,2)-TSP exhibits some signature which does not exclude broken replica symmetry, making it a candidate for further studies in the future., Comment: 9 pages, 5 figures, 2 table

Networks that are fragmented into small disconnected components are prevalent in a large variety of systems. These include the secure communication networks of commercial enterprises, government agencies and illicit organizations, as well as networks that suffered multiple failures, attacks or epidemics. The properties of such networks resemble those of subcritical random networks, which consist of finite components, whose sizes are non-extensive. Surprisingly, such networks do not exhibit the small-world property that is typical in supercritical random networks, where the mean distance between pairs of nodes scales logarithmically with the network size. Unlike supercritical networks whose structure has been studied extensively, subcritical networks have attracted little attention. A special feature of these networks is that the statistical and geometric properties vary between different components and depend on their sizes and topologies. The overall statistics of the network can be obtained by a summation over all the components with suitable weights. We use a topological expansion to perform a systematic analysis of the degree distribution and the distribution of shortest path lengths (DSPL) on components of given sizes and topologies in subcritical Erdos-Renyi (ER) networks. From this expansion we obtain an exact analytical expression for the DSPL of the entire subcritical network, in the asymptotic limit. The DSPL, which accounts for all the pairs of nodes that reside on the same finite component (FC), is found to follow a geometric distribution of the form $P_{\rm FC}(L=\ell|L<\infty)=(1-c)c^{\ell-1}$, where $c<1$ is the mean degree. We confirm the convergence to this asymptotic result using computer simulations. Using the duality relations between subcritical and supercritical ER networks, we obtain the DSPL on the non-giant components above the percolation transition., Comment: 57 pages, 11 figures, 7 tables

A global picture of a random particle movement is given by the convex hull of the visited points. We obtained numerically the probability distributions of the volume and surface of the convex hulls of a selection of three types of self-avoiding random walks, namely the classical Self-Avoiding Walk, the Smart-Kinetic Self-Avoiding Walk, and the Loop-Erased Random Walk. To obtain a comprehensive description of the measured random quantities, we applied sophisticated large-deviation techniques, which allowed us to obtain the distributions over a large range of the support down to probabilities far smaller than $P = 10^{-100}$ . We give an approximate closed form of the so-called large-deviation rate function $\Phi$ which generalizes above the upper critical dimension to the previously studied case of the standard random walk. Further we show correlations between the two observables also in the limits of atypical large or small values., Comment: 10 pages, 8 figures

The distribution of the computational cost of linear-programming (LP) relaxation for vertex cover problems on Erdos-Renyi random graphs is evaluated by using the rare-event sampling method. As a large-deviation property, differences of the distribution for "easy" and "hard" problems are found reflecting the hardness of approximation by LP relaxation. In particular, by evaluating the total variation distance between conditional distributions with respect to the hardness, it is suggested that those distributions are almost indistinguishable in the replica symmetric (RS) phase while they asymptotically differ in the replica symmetry breaking (RSB) phase. In addition, we seek for a relation to graph structure by investigating a similarity to bipartite graphs, which exhibits a quantitative difference between the RS and RSB phase. These results indicate the nontrivial relation of the typical computational cost of LP relaxation to the RS-RSB phase transition as present in the spin-glass theory of models on the corresponding random graph structure., Comment: 9 pages, 9 figures

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling approach, the distribution is obtained over a large range of values, down to a probability density as small as 10^{-1000} in the tails. Both short and long times are investigated and compared with recent analytical predictions for the large-deviation forms of the probability of rare fluctuations. At short times the agreement with the analytical expression is spectacular. We observe that the far left and right tails, with exponents 5/2 and 3/2 respectively, are preserved until large time. We present some evidence for the predicted non-trivial crossover in the left tail from the 5/2 tail exponent to the cubic tail of Tracy-Widom, although the details of the full scaling form remains beyond reach., Comment: 6 pages, 5 figures

The distributions of the times to the first common ancestor t_mrca is numerically studied for an ecological population model, the extended Moran model. This model has a fixed population size N. The number of descendants is drawn from a beta distribution Beta(alpha, 2-alpha) for various choices of alpha. This includes also the classical Moran model (alpha->0) as well as the uniform distribution (alpha=1). Using a statistical mechanics-based large-deviation approach, the distributions can be studied over an extended range of the support, down to probabilities like 10^{-70}, which allowed us to study the change of the tails of the distribution when varying the value of alpha in [0,2]. We find exponential distributions p(t_mrca)~ delta^{t_mrca} in all cases, with systematically varying values for the base delta. Only for the cases alpha=0 and alpha=1, analytical results are known, i.e., delta=\exp(-2/N^2) and delta=2/3, respectively. We recover these values, confirming the validity of our approach. Finally, we also study the correlations between t_mrca and the number of descendants., Comment: 8 pages, 8 figures

Here we study the two-dimensional Kaya-Berker model, with a site occupancy p of one sub lattice, by using a polynomial-time exact ground-state algorithm. Thus, we were able to obtain T=0 results in exact equilibrium for rather large system sizes up to 777^2 lattice sites. We obtained sub-lattice magnetization and the corresponding Binder parameter. We found a critical point p_c=0.6423(3) beyond which the sub-lattice magnetization vanishes. This is clearly smaller than previous results which were obtained by using non-exact approaches for much smaller systems. We also created for each realization minimum-energy domain walls from two ground-state calculations for periodic and anti-periodic boundary conditions, respectively. The analysis of the mean and the variance of the domain-wall distribution shows that there is no thermodynamic stable spin-glass phase, in contrast to previous claims about this model., Comment: 7 pages, 10 figures

We study the distribution of diameters d of Erd\"os-R\'enyi random graphs with average connectivity c. The diameter d is the maximum among all shortest distances between pairs of nodes in a graph and an important quantity for all dynamic processes taking place on graphs. Here we study the distribution P(d) numerically for various values of c, in the non-percolating and the percolating regime. Using large-deviations techniques, we are able to reach small probabilities like 10^{-100} which allow us to obtain the distribution over basically the full range of the support, for graphs up to N=1000 nodes. For values c<1, our results are in good agreement with analytical results, proving the reliability of our numerical approach. For c>1 the distribution is more complex and no complete analytical results are available. For this parameter range, P(d) exhibits an inflection point, which we found to be related to a structural change of the graphs. For all values of c, we determined the finite-size rate function Phi(d/N) and were able to extrapolate numerically to N->infinity, indicating that the large deviation principle holds., Comment: 9 figures

The distribution of the hypervolume $V$ and surface $\partial V$ of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than $P = 10^{-1000}$ to estimate large deviation properties. For arbitrary dimensions and large walk lengths $T$, we suggest a scaling behavior of the distribution with the length of the walk $T$ similar to the two-dimensional case, and behavior of the distributions in the tails. We underpin both with numerical data in $d=3$ and $d=4$ dimensions. Further, we confirm the analytically known means of those distributions and calculate their variances for large $T$., Comment: 9 pages, 8 figures, 3 tables

Here we study the NP-complete $K$-SAT problem. Although the worst-case complexity of NP-complete problems is conjectured to be exponential, there exist parametrized random ensembles of problems where solutions can typically be found in polynomial time for suitable ranges of the parameter. In fact, random $K$-SAT, with $\alpha=M/N $ as control parameter, can be solved quickly for small enough values of $\alpha$. It shows a phase transition between a satisfiable phase and an unsatisfiable phase. For branch and bound algorithms, which operate in the space of feasible Boolean configurations, the empirically hardest problems are located only close to this phase transition. Here we study $K$-SAT ($K=3,4$) and the related optimization problem MAX-SAT by a linear programming approach, which is widely used for practical problems and allows for polynomial run time. In contrast to branch and bound it operates outside the space of feasible configurations. On the other hand, finding a solution within polynomial time is not guaranteed. We investigated several variants like including artificial objective functions, so called cutting-plane approaches, and a mapping to the NP-complete vertex-cover problem. We observed several easy-hard transitions, from where the problems are typically solvable (in polynomial time) using the given algorithms, respectively, to where they are not solvable in polynomial time. For the related vertex-cover problem on random graphs these easy-hard transitions can be identified with structural properties of the graphs, like percolation transitions. For the present random $K$-SAT problem we have investigated numerous structural properties also exhibiting clear transitions, but they appear not be correlated to the here observed easy-hard transitions. This renders the behaviour of random $K$-SAT more complex than, e.g., the vertex-cover problem., Comment: 11 pages, 5 figures

We consider a directed variant of the negative-weight percolation model in a two-dimensional, periodic, square lattice. The problem exhibits edge weights which are taken from a distribution that allows for both positive and negative values. Additionally, in this model variant all edges are directed. For a given realization of the disorder, a minimally weighted loop/path configuration is determined by performing a non-trivial transformation of the original lattice into a minimum weight perfect matching problem. For this problem, fast polynomial-time algorithms are available, thus we could study large systems with high accuracy. Depending on the fraction of negatively and positively weighted edges in the lattice, a continuous phase transition can be identified, whose characterizing critical exponents we have estimated by a finite-size scaling analyses of the numerically obtained data. We observe a strong change of the universality class with respect to standard directed percolation, as well as with respect to undirected negative-weight percolation. Furthermore, the relation to directed polymers in random media is illustrated., Comment: 8 pages, 8 figures

Parameters of a virtual synchronous machine in a small microgrid are optimised. The dynamical behaviour of the system is simulated after a perturbation, where the system needs to return to its steady state. The cost functional evaluates the system behaviour for different parameters. This functional is minimised by Parallel Tempering. Two perturbation scenarios are investigated and the resulting optimal parameters agree with analytical predictions. Dependent on the focus of the optimisation different optima are obtained for each perturbation scenario. During the transient the system leaves the allowed voltage and frequency bands only for a short time if the perturbation is within a certain range., Comment: 17 pages, 5 figures

We study the polygons governing the convex hull of a point set created by the steps of $n$ independent two-dimensional random walkers. Each such walk consists of $T$ discrete time steps, where $x$ and $y$ increments are i.i.d. Gaussian. We analyze area $A$ and perimeter $L$ of the convex hulls. We obtain probability densities for these two quantities over a large range of the support by using a large-deviation approach allowing us to study densities below $10^{-900}$. We find that the densities exhibit a universal scaling behavior as a function of $A/T$ and $L/\sqrt{T}$, respectively. As in the case of one walker ($n=1$), the densities follow Gaussian distributions for $L$ and $\sqrt{A}$, respectively. We also obtained the rate functions for the area and perimeter, rescaled with the scaling behavior of their maximum possible values, and found limiting functions for $T \rightarrow \infty$, revealing that the densities follow the large-deviation principle. These rate functions can be described by a power law for $n \rightarrow \infty$ as found in the $n=1$ case. We also investigated the behavior of the averages as a function of the number of walks $n$ and found good agreement with the predicted behavior., Comment: 11 pages, 14 figures