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We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

Statistical Mechanics · Physics 2023-03-30 Grégoire Ferré , Hugo Touchette

Phase space structures such as dividing surfaces, normally hyperbolic invariant manifolds, their stable and unstable manifolds have been an integral part of computing quantitative results such as transition fraction, stability erosion in…

Dynamical Systems · Mathematics 2019-07-09 Shibabrat Naik , Víctor J. García-Garrido , Stephen Wiggins

We present a family of algorithms for the fast determination of reaction paths and barriers in phase space and the computation of the corresponding rates. The method requires the reaction times be large compared to the microscopic time,…

Statistical Mechanics · Physics 2009-11-10 Sorin Tanase-Nicola , Jorge Kurchan

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

We study the trajectories of a solution $X_t$ to an It\^o stochastic differential equation in $\Rm^d$, as the process passes between two disjoint open sets, $A$ and $B$. These segments of the trajectory are called transition paths or…

Probability · Mathematics 2013-03-08 Jianfeng Lu , James Nolen

A discrete-time model of reacting evolving fields, transported by a bidimensional chaotic fluid flow, is studied. Our approach is based on the use of a Lagrangian scheme where {\it fluid particles} are advected by a $2d$ symplectic map…

After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…

Data Analysis, Statistics and Probability · Physics 2023-07-19 A. M. Mathai , H. J. Haubold

A general system of particles (of one or several species) on a one dimensional lattice with boundaries is considered. Two general behaviors of such systems are investigated. The stationary behavior of the system, and the dominant way of the…

Statistical Mechanics · Physics 2015-06-24 Mohammad Khorrami , Amir Aghamohammadi

We introduce a rigorous method to microscopically compute the observables which characterize the thermodynamics and kinetics of rare macromolecular transitions for which it is possible to identify a priori a slow reaction coordinate. In…

Biomolecules · Quantitative Biology 2015-06-05 P. Faccioli , F. Pederiva

Reaction-diffusion systems have been proposed as a model for pattern formation and morphogenesis. The Fickian diffusion typically employed in these constructions model the Brownian motion of particles. The biological and chemical elements…

Quantitative Methods · Quantitative Biology 2023-11-09 Siddhartha Srivastava , Krishna Garikipati

Path thermodynamic formulation of non-equilibrium reactive systems is considered. It is shown through simple practical examples that this approach can lead to results that contradict well established thermodynamic properties of such…

Mathematical Physics · Physics 2020-05-27 M. Malek Mansour , Alejandro L. Garcia

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

Statistical Mechanics · Physics 2024-08-19 Roberto da Silva , Sandra D. Prado

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

The primary goal of this paper is to characterize solutions to coupled reaction-diffusion systems. Indeed, we use operators theory to show that under suitable assumptions, then the solutions to the reaction-diffusion equations exist. As…

Analysis of PDEs · Mathematics 2007-05-23 Toka Diagana

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

Statistical Mechanics · Physics 2024-12-05 Ion Santra , Kristian Stølevik Olsen , Deepak Gupta

We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

Probability · Mathematics 2026-05-28 Songbo Wang

This paper addresses the problem of generating dynamically admissible trajectories for control tasks using diffusion models, particularly in scenarios where the environment is complex and system dynamics are crucial for practical…

Robotics · Computer Science 2025-10-15 Darshan Gadginmath , Fabio Pasqualetti

A wide variety of numerical methods are evaluated and compared for solving the stochastic differential equations encountered in molecular dynamics. The methods are based on the application of deterministic impulses, drifts, and Brownian…

Computational Physics · Physics 2013-05-14 Benedict Leimkuhler , Charles Matthews

To study the role of fluctuation in the collisional dynamics, Boltzmann- Langevin formalism is applied in a two dimensional scenario. The importance of collective flow towards the formation of hollow structure is exhibited in our simulation…

Nuclear Theory · Physics 2007-05-23 S. Chattopadhyay

Generative diffusion models apply the concept of Langevin dynamics in physics to machine leaning, attracting a lot of interests from engineering, statistics and physics, but a complete picture about inherent mechanisms is still lacking. In…

Statistical Mechanics · Physics 2025-01-07 Zhendong Yu , Haiping Huang