Francesco Coghi

Francesco Coghi
Nordic Institute for Theoretical Physics | Nordita

Doctor of Philosophy
NORDITA Postdoctoral Fellow

About

15
Publications
853
Reads
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57
Citations
Citations since 2016
15 Research Items
57 Citations
20162017201820192020202120220510152025
20162017201820192020202120220510152025
20162017201820192020202120220510152025
20162017201820192020202120220510152025
Additional affiliations
October 2017 - present
Queen Mary, University of London
Position
  • PhD Student
Description
  • Working on large deviations
May 2017 - July 2017
Scuola Internazionale Superiore di Studi Avanzati di Trieste
Position
  • Master's Student
Description
  • Completing the MSc thesis
January 2017 - April 2017
National Institute for Theoretical Physics
Position
  • Master's Student
Description
  • Working on large deviations of random walks on random graphs under the supervision of Hugo Touchette
Education
October 2015 - July 2017
Politecnico di Torino/UPMC/SISSA & ICTP
Field of study
  • Physics of complex systems
October 2012 - July 2015
University of Padova
Field of study
  • Physics
October 2009 - July 2012
University of Padova
Field of study
  • Biotechnology

Publications

Publications (15)
Preprint
Full-text available
The Integral Fluctuation Theorem for entropy production (IFT) is among the few equalities that are known to be valid for physical systems arbitrarily driven far from equilibrium. Microscopically, it can be understood as an inherent symmetry for the fluctuating entropy production rate implying the second law of thermodynamics. Here, we examine an IF...
Preprint
Full-text available
We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model nonequilibrium systems. This algorithm was introduced in the context of risk-sensitive control of Markov chains and wa...
Preprint
Full-text available
We consider random walks evolving on two models of connected and undirected graphs and study the exact large deviations of a local dynamical observable. We prove, in the thermodynamic limit, that this observable undergoes a first-order dynamical phase transition (DPT). This is interpreted as a `co-existence' of paths in the fluctuations that visit...
Article
Full-text available
We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function, which is split in cycles and paths contributions, and scaled cumulant generati...
Preprint
Full-text available
Random walks are the most versatile tool to explore a complex network. These include maximum entropy random walks (MERWs), which are maximally dispersing and therefore play a key role as they optimize information spreading. However, building a MERW comes at the cost of knowing beforehand the global structure of the network to be explored. Here, we...
Preprint
Full-text available
We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function and scaled cumulant generating function of the pair empirical occupation measur...
Thesis
Full-text available
In this thesis we study rare events in different nonequilibrium stochastic models -- both in discrete and continuous time -- by means of spectral and variational large deviation approaches. Large deviation theory is a branch of probability that concerns the asymptotic study of exponentially-distributed sums of random variables. As many of these sum...
Article
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is used in practice to accelerate Markov chain Monte Carlo algorithms that sample the Gibbs distribution by adding...
Preprint
Full-text available
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is used in practice to accelerate Markov chain Monte Carlo algorithms that sample the Gibbs distribution by adding...
Article
Full-text available
We study large deviations of a ratio observable in discrete-time reset processes. The ratio takes the form of a current divided by the number of reset steps and as such it is not extensive in time. A large deviation rate function can be derived for this observable via contraction from the joint probability density function of current and number of...
Preprint
Full-text available
We study large deviations of a ratio observable in discrete-time reset processes. The ratio takes the form of a current divided by the number of reset steps and as such it is not extensive in time. A large deviation rate function can be derived for this observable via contraction from the joint probability density function of current and number of...
Article
Full-text available
We study the rare fluctuations or large deviations of time-integrated functionals or observables of an unbiased random walk evolving on Erdös-Rényi random graphs, and construct a modified, biased random walk that explains how these fluctuations arise in the long-time limit. Two observables are considered: the sum of the degrees visited by the rando...
Article
Full-text available
We reveal large fluctuations in the response of real multiplex networks to random damage of nodes. These results indicate that the average response to random damage, traditionally considered in mean-field approaches to percolation, is a poor metric of system robustness. We show instead that a large-deviation approach to percolation provides a more...
Preprint
Full-text available
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these fluctuations arise in the long-time limit. Two observables are considered: the sum of the degrees visited by...
Preprint
Full-text available
We reveal large fluctuations in the response of real multiplex networks to random damage of nodes. These results indicate that the average response to random damage, traditionally considered in mean-field approaches to percolation, is a poor metric of system robustness. We show instead that a large deviation approach to percolation provides a more...

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Projects

Projects (4)
Project
Study of current large deviations in nonequilibrium systems. Do they have a structure that reveal fundamental features of nonequilibrium?