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We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…
A generic non-integrable (unitary) out-of-equilibrium quantum process, when interrogated across many times, is shown to yield the same statistics as an (non-unitary) equilibrated process. In particular, using the tools of quantum stochastic…
The approach to equilibrium, from a nonequilibrium initial state, in a system at its critical point is usually described by a scaling theory with a single growing length scale, $\xi(t) \sim t^{1/z}$, where z is the dynamic exponent that…
We study the relaxation of an elastic string in a two dimensional pinning landscape using Langevin dynamics simulations. The relaxation of a line, initially flat, is characterized by a growing length, $L(t)$, separating the equilibrated…
We consider the problem of finding a stopping time that minimises the $L^1$-distance to $\theta$, the time at which a L\'evy process attains its ultimate supremum. This problem was studied in [12] for a Brownian motion with drift and a…
We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{\'e}vy processes with positive jumps. Assuming the branching mechanism is critical…
We study the formation of coherent structures in a system with long-range interactions where particles moving on a circle interact through a repulsive cosine potential. Non equilibrium structures are shown to correspond to statistical…
We demonstrate that non-exponential decays of unstable systems can be understood as yet another example of nonextensivity encountered in many physical systems and as such can be characterized by the nonextensivity parameter q.
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We study supercritical branching processes in which all particles evolve according to some general Markovian motion (which may possess absorbing states) and branch independently at a fixed constant rate. Under fairly natural assumptions on…
We study non-equilibrium defect accumulation dynamics on a cellular automaton trajectory: a branching walk process in which a defect creates a successor on any neighborhood site whose update it affects. On an infinite lattice, defects…
A stochastically continuous process $\xi(t)$, $t\geq0$, is said to be time-stable if the sum of $n$ i.i.d. copies of $\xi$ equals in distribution to the time-scaled stochastic process $\xi(nt)$, $t\geq0$. The paper advances the…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We discuss differential-- versus integral--equation based methods describing out--of thermal equilibrium systems and emphasize the importance of a well defined reduction to statistical observables. Applying the projection operator approach,…
Recent research on the non-stationary nature of the dynamics of complex systems is reviewed through three specific models. The long time dynamics consists of a slow, decelerating but spasmodic release of generalized intrinsic strain. These…
This paper studies a discrete-time version of the Lucas-Uzawa endogenous growth model with physical and human capital in the presence of externalities. Existence of an optimal equilibrium is proved using tools from dynamic programming with…
The nonextensivity in a non-isothermal plasma system with the Coulombian long-range interactions is studied in the framework of Tsallis statistics. We present for first time a mathematical expression of the nonextensive parameter q based on…
We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a…
Systems out of equilibrium, in stationary as well as in nonstationary regimes, display a linear response to energy impulses simply expressed as the sum of two specific temporal correlation functions. There is a natural interpretation of…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…