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We demonstrate that the paths followed by a system in fluctuation-activated switching form a narrow tube in phase space. A theory of the path distribution is developed and its direct measurement is performed in a micromechanical oscillator.…

Statistical Mechanics · Physics 2009-11-13 H. B. Chan , M. I. Dykman , C. Stambaugh

Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Jianyu Hu

We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational…

Statistical Mechanics · Physics 2015-06-04 M. I. Dykman , I. B. Schwartz

Current fluctuations in a dissipative two-state system have been studied using a novel quantum dynamics simulation method. After a transformation of the path integrals, the tunneling dynamics is computed by deterministic integration over…

Statistical Mechanics · Physics 2009-10-31 J. Stockburger , C. H. Mak

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Statistical Mechanics · Physics 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski

In this paper, we consider the relationship between phase-type distributions and positive systems through practical examples. Phase-type distributions, commonly used in modelling dynamic systems, represent the temporal evolution of a set of…

Methodology · Statistics 2024-08-20 Luz Judith Rodríguez Esparza , Fernando Baltazar Larios

Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…

Statistical Mechanics · Physics 2015-10-28 Purushottam D. Dixit

We study switching current distributions in superconducting nanostrips using theoretical models and numerical simulations. Switching current distributions are commonly measured in experiments and may provide a window into the microscopic…

Superconductivity · Physics 2024-06-28 Robert Vedin , Jack Lidmar

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the…

Statistical Mechanics · Physics 2008-03-03 M. I. Dykman , V. N. Smelyanskiy

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

Chaotic Dynamics · Physics 2009-11-07 R. Klages

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

Statistical Mechanics · Physics 2015-05-14 Sven Dorosz , Michel Pleimling

This paper introduces the use of statistical distributions based on transport differential equations for clear distinction of transport modes within transient kinetic experiments. More specifically,novel techniques are developed for the…

Applications · Statistics 2025-01-08 M. Ross Kunz , Debtanu Maiti , Gregory Yablonsky , Rebecca Fushimi

We investigate path-wise observables in experiments on driven colloids in a periodic light field to dissect selected intricate transport features, kinetics, and transition-path time statistics out of thermodynamic equilibrium. These…

In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…

Probability · Mathematics 2014-10-29 Junhao Hu , Jianhai Bao , Chenggui Yuan

In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…

Condensed Matter · Physics 2009-10-22 Eugene Kogan , Moshe Kaveh

Spreading phenomena on networks are essential for the collective dynamics of various natural and technological systems, from information spreading in gene regulatory networks to neural circuits or from epidemics to supply networks…

Physics and Society · Physics 2021-06-01 Justine Wolter , Benedict Lünsmann , Xiaozhu Zhang , Malte Schröder , Marc Timme

In the context of fluctuation relations, we study the distribution of energy dissipated by a driven two-level system. Incorporating an energy counting field into the well known spin-boson model enables us to calculate the distribution…

Mesoscale and Nanoscale Physics · Physics 2014-10-22 Philip Wollfarth , Alexander Shnirman , Yasuhiro Utsumi

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the…

Statistical Mechanics · Physics 2018-12-10 M. Laleman , E. Carlon , H. Orland
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