In this first lecture I will introduce a class of stochastic microscopic models very useful as toy models in non equilibrium statistical mechanics. These are multi-component stochastic particle systems like the exclusion process, the zero range process and the KMP model. I will discuss their scaling limits and the corresponding large deviations principles. Problems of interest are the computation of the current flowing across a system and the understanding of the structure of the stationary non equilibrium states. I will discuss these problems in specific examples and from two different perspectives. The stochastic microscopic and combinatorial point of view and the macroscopic variational approach where the microscopic details of the models are encoded just by the transport coefficients.[-]

The Smoluchowski's coagulation equation is an integro-differential equation of kinetic type which provides a mean-field description for mass aggregation phenomena. In this talk I will present some recent results on the problem of existence or non-existence of stationary solutions, both for single and multi-component systems, under non-equilibrium conditions which are induced by the addition of a source term for small cluster sizes. The most striking feature of these stationary solutions is that, whenever they exist, the solutions to multi-component systems exhibit an unusual “spontaneous localization” phenomenon: they localize along a line in the composition space as the total size of the particles increase. This localization is a universal property of multicomponent systems and it has also been recently proved to occur in time dependent solutions to mass conserving coagulation equations.[-]

In this second lecture I will discuss the basic ideas of the macroscopic fluctuation theory as an effective theory in non equilibrium statistical mechanics. All the theory develops starting from a principal formula that describes the distribution at large deviations scale of the joint fluctuations of the density and the current for a diffusive system. The validity of such a formula can be proved for diffusive stochastic lattice gases. I will discuss an infinite dimensional Hamilton-Jacobi equation for the quasi-potential of stationary non equilibrium states, fluctuation-dissipation relationships, the underlying Hamiltonian structure, a relation with work and Clausius inequality, a large deviations functional for the current flowing through a system.[-]

In the last lecture I will apply the macroscopic fluctuation theory to solve specific problems. I will show that several features and behaviors of non equilibrium systems can be deduced within the theory. In particular I will discuss the following issues: the presence of long range correlations in stationary non equilibrium states; the explicit computation of the large deviations rate functional for a few one dimensional stationary non equilibrium states; the existence of dynamical phase transitions in terms of the current flowing across the system, the existence of Lagrangian phase transitions.[-]