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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

These notes provide a review of basic stochastic population models including branching processes and models of population genetics. Measure-valued population models including superprocesses and Fleming-Viot processes are also introduced…

Probability · Mathematics 2017-05-11 Donald A. Dawson

It is argued that in the description of macroscopic systems inside quantum mechanics the study of the dynamics of selected degrees of freedom slowly varying on a suitable time scale, corresponding to relevant observables for the given…

Quantum Physics · Physics 2007-05-23 B. Vacchini

In these lectures I will present an introduction to the results that have been recently obtained in constraint optimization of random problems using statistical mechanics techniques. After presenting the general results, in order to…

Computational Complexity · Computer Science 2007-05-23 Giorgio Parisi

We discuss several algorithms for sampling from unnormalized probability distributions in statistical physics, but using the language of statistics and machine learning. We provide a self-contained introduction to some key ideas and…

Computation · Statistics 2025-05-05 Michael F. Faulkner , Samuel Livingstone

Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…

Statistical Mechanics · Physics 2024-06-21 Shaohua Guan , Qiang Chang , Wen Yao

We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…

Dynamical Systems · Mathematics 2012-05-09 J. -R. Chazottes

In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renat M. Yulmetyev , Anatolii V. Mokshin , Peter Hänggi

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

Statistical Mechanics · Physics 2026-02-26 Tobias Galla

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

Optimization and Control · Mathematics 2013-04-02 Quang-Cuong Pham , Jean-Jacques Slotine

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

Statistical Mechanics · Physics 2017-03-22 Tamás Biró , Zoltán Néda

This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture,…

Statistical Mechanics · Physics 2009-11-11 Silvio M. Duarte Queiros

The paper is devoted to the construction of the superstatistical description for nonequilibrium Markovian systems. It is based on Kirchhoff's diagram technique and the assumption on the system under consideration to possess a wide variety…

Statistical Mechanics · Physics 2007-06-07 Ihor Lubashevsky , Rudolf Friedrich , Andrey Ushakov , Andreas Heuer

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

Focusing on isolated macroscopic systems, described either in terms of a quantum mechanical or a classical model, our two key questions are: In how far does an initial ensemble (usually far from equilibrium and largely unknown in detail)…

Statistical Mechanics · Physics 2013-11-13 Peter Reimann , Mykhaylo Evstigneev

We will review some of the theoretical progresses that have been recently done in the study of slow dynamics of glassy systems: the general techniques used for studying the dynamics in the mean field approximation and the emergence of a…

Condensed Matter · Physics 2009-10-22 Giorgio Parisi

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

We study the formulation of statistical mechanics on noncommutative classical phase space, and construct the corresponding canonical ensemble theory. For illustration, some basic and important examples are considered in the framework of…

High Energy Physics - Theory · Physics 2020-05-06 Mojtaba Najafizadeh , Mehdi Saadat

The statistical mechanics of Gibbs is a juxtaposition of subjective, probabilistic ideas on the one hand and objective, mechanical ideas on the other. In this paper, we follow the path set out by Jaynes, including elements added…

Statistical Mechanics · Physics 2015-11-24 David M. Rogers , Thomas L. Beck , Susan B. Rempe

We survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…

Dynamical Systems · Mathematics 2011-04-15 Stefano Galatolo , Mathieu Hoyrup , Cristóbal Rojas
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