# Francesco CoghiNordic Institute for Theoretical Physics | Nordita

Francesco Coghi

Doctor of Philosophy

NORDITA Postdoctoral Fellow

## About

15

Publications

853

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57

Citations

Citations since 2016

Introduction

Additional affiliations

Education

October 2015 - July 2017

**Politecnico di Torino/UPMC/SISSA & ICTP**

Field of study

- Physics of complex systems

October 2012 - July 2015

October 2009 - July 2012

## Publications

Publications (15)

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

## Projects

Projects (4)

Study of current large deviations in nonequilibrium systems. Do they have a structure that reveal fundamental features of nonequilibrium?