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We give an introduction to phase transitions in the steady states of systems that evolve stochastically with equilibrium and nonequilibrium dynamics, the latter defined as those that do not possess a time-reversal symmetry. We try as much…

Statistical Mechanics · Physics 2009-11-11 R. A. Blythe

We introduce the general formulation of a renormalization method suitable to study the critical properties of non-equilibrium systems with steady-states: the Dynamically Driven Renormalization Group. We renormalize the time evolution…

Statistical Mechanics · Physics 2008-02-03 Alessandro Vespignani , Stefano Zapperi , Vittorio Loreto

This paper gives an overview of recent results concerning the long time dynamics of repeated interaction quantum systems in a deterministic and random framework. We describe the non equilibrium steady states (NESS) such systems display and…

Mathematical Physics · Physics 2017-08-23 Alain Joye

We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe

We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…

Adaptation and Self-Organizing Systems · Physics 2020-08-26 Igor Franović , Serhiy Yanchuk , Sebastian Eydam , Iva Bačić , Matthias Wolfrum

For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…

Molecular Networks · Quantitative Biology 2009-11-13 Matthew Scott , Terence Hwa , Brian Ingalls

Cortical neurons emit seemingly erratic trains of action potentials or "spikes," and neural network dynamics emerge from the coordinated spiking activity within neural circuits. These rich dynamics manifest themselves in a variety of…

Neurons and Cognition · Quantitative Biology 2022-04-01 Braden A. W. Brinkman , Han Yan , Arianna Maffei , Il Memming Park , Alfredo Fontanini , Jin Wang , Giancarlo La Camera

Stochastic resetting models diverse phenomena across numerous scientific disciplines. Current understanding stems from the renewal framework, which relates systems subject to global resetting to their non-resetting counterparts. Yet, in…

Statistical Mechanics · Physics 2021-03-10 Asaf Miron , Shlomi Reuveni

Stochastic resetting is known for its ability to accelerate search processes and induce non-equilibrium steady states. Here, we compare the relaxation times and resulting steady states of resetting and thermal relaxation for Brownian motion…

Statistical Mechanics · Physics 2025-10-31 Nir Sherf , Remi Goerlich , Barak Hirshberg , Yael Roichman

This paper introduces a novel approach to investigate the dynamics of state distributions, which accommodate both cross-sectional distributions of repeated panels and intra-period distributions of a time series observed at high frequency.…

Econometrics · Economics 2025-05-22 Bo Hu , Joon Y. Park , Junhui Qian

The discrete stochastic dynamics of a random walker in the presence of resetting and memory is analyzed. Resetting and memory effects may compete for certain parameter regime and lead to significant changes in the long time dynamics of the…

Statistical Mechanics · Physics 2023-11-15 Upendra Harbola

The theoretical description of non-renewal stochastic systems is a challenge. Analytical results are often not available or can only be obtained under strong conditions, limiting their applicability. Also, numerical results have mostly been…

Neurons and Cognition · Quantitative Biology 2017-06-07 Wilhelm Braun , Rüdiger Thul , André Longtin

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…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…

Numerical Analysis · Mathematics 2014-12-25 Joran Rolland , Eric Simonnet

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

Non-reciprocal interactions are present in many systems out of equilibrium. The rate of entropy production is a measure that quantifies the time irreversibility of a system, and thus how far it is from equilibrium. In this work, we…

Statistical Mechanics · Physics 2022-11-28 Ziluo Zhang , Rosalba Garcia-Millan

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Probability · Mathematics 2015-06-12 Antonio Galves , Eva Löcherbach

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

Statistical Mechanics · Physics 2016-04-11 Gianmaria Falasco , Marco Baiesi

Analyzing the dynamics of open quantum systems has a long history in mathematics and physics. Depending on the system at hand, basic physical phenomena that one would like to explain are, for example, convergence to equilibrium, the…

Mathematical Physics · Physics 2015-06-15 Laurent Bruneau , Alain Joye , Marco Merkli