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We study the large-time behavior of a class of periodically driven macroscopic systems. We find, for a certain range of the parameters of either the system or the driving fields, the time-averaged asymptotic behavior effectively is that of…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

Statistical Finance · Quantitative Finance 2024-08-30 Rubina Zadourian

Understanding the physics of nonequilibrium systems remains as one of the major challenges of theoretical physics. This problem can be cracked in part by investigating the macroscopic fluctuations of the currents characterizing…

Statistical Mechanics · Physics 2014-03-18 Pablo I. Hurtado , Carlos P. Espigares , Jesus J. del Pozo , Pedro L. Garrido

Starting from the recognition that hadrons are not produced smoothly at phase transition, the fluctuation of spatial patterns is investigated by finding a measure of the voids that exhibits scaling behavior. The Ising model is used to…

Nuclear Theory · Physics 2009-11-06 Rudolph C. Hwa , Qing-hui Zhang

The study of biological cells in terms of mesoscopic, nonequilibrium, nonlinear, stochastic dynamics of open chemical systems provides a paradigm for other complex, self-organizing systems with ultra-fast stochastic fluctuations, short-time…

Chemical Physics · Physics 2014-11-06 Hong Qian

Critical phenomena in non-equilibrium systems have been studied by means of a wide variety of theoretical and experimental approaches. Mode-coupling, renormalization group, complex Lie algebras and diagrammatic techniques are some of the…

Statistical Mechanics · Physics 2015-05-13 Enrique Hernandez-Lemus , Leopoldo S. Garcia-Colin

We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…

Statistical Mechanics · Physics 2009-11-07 C. Beck , E. G. D. Cohen

We examine a model of non-self-avoiding, fluctuating surfaces as a candidate continuum string theory of surfaces in three dimensions. This model describes Dynamically Triangulated Random Surfaces embedded in three dimensions with an…

High Energy Physics - Theory · Physics 2007-05-23 Mark Bowick , Paul Coddington , Leping Han , Geoff Harris , Enzo Marinari

A simple kinetic model of a two-component deformable and reactive bilayer is presented. The two differently shaped components are interconverted by a nonequilibrium reaction, and a phenomenological coupling between local composition and…

Soft Condensed Matter · Physics 2009-11-11 Ramon Reigada , Javier Buceta , Katja Lindenberg

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

Statistical Mechanics · Physics 2025-10-22 Raphael Chetrite , Stefano Marcantoni

Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…

Statistics Theory · Mathematics 2010-01-14 Efstathios Paparoditis

The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…

adap-org · Physics 2016-08-16 G. Grinstein , M. A. Muñoz , Yuhai Tu

A stochastical description is applied in order to understand how ferroelectric structures can be formed. The predictions are compared with experimental data of the so-called electrical fixing: Domains are patterned in photorefractive…

Optics · Physics 2009-11-13 Felix Kalkum , Helge A. Eggert , Tobias Jungk , Karsten Buse

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

Nonequilibrium topological matter has been a fruitful topic of both theoretical and experimental interest. A great variety of exotic topological phases unavailable in static systems may emerge under nonequilibrium situations, often…

Mesoscale and Nanoscale Physics · Physics 2022-04-06 Nannan Ma , Jiangbin Gong

Based on static and dynamical density functional theory, a phase-field-crystal model is derived which involves both the translational density and the orientational degree of ordering as well as a local director field. The model exhibits…

Soft Condensed Matter · Physics 2015-05-19 Hartmut Löwen

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

Time crystals are genuinely non-equilibrium quantum phases of matter that break time-translational symmetry. While in non-equilibrium closed systems time crystals have been experimentally realized, it remains an open question whether or not…

Quantum Physics · Physics 2020-05-27 Andreu Riera-Campeny , Maria Moreno-Cardoner , Anna Sanpera

We study a continuum model of dislocation transport in order to investigate the formation of heterogeneous dislocation patterns. We propose a physical mechanism which relates the formation of heterogeneous patterns to the dynamics of a…

Materials Science · Physics 2018-08-29 Ronghai Wu , Daniel Tüzes , Péter Dusán Ispánovity , István Groma , Michael Zaiser