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The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…

Statistical Mechanics · Physics 2013-07-01 George W A Constable , Alan J McKane , Tim Rogers

Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate…

Dynamical Systems · Mathematics 2009-11-13 A. J. Roberts

We present a systematic expansion in the ratio between the level spacing and temperature and employ it to evaluate differences between statistical mechanics and thermodynamics in finite disordered systems. These differences are related to…

Condensed Matter · Physics 2009-10-28 Alex Kamenev , Yuval Gefen

This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

Statistical Mechanics · Physics 2025-08-19 Marco Biroli

We study the dynamics of condensation for a stochastic continuous mass transport process defined on a one-dimensional lattice. Specifically we introduce three different variations of the truncated random average process. We generalize…

Statistical Mechanics · Physics 2017-07-27 Christos Christou , Andreas Schadschneider

A detailed analysis of conditions on 2-body interaction potential, which ensure stability, superstability or strong superstability of statistical systems is given. There has been given the connection between conditions of superstability…

Mathematical Physics · Physics 2008-06-11 Oleksey Rebenko , Maksym Tertychnyi

Plasmas and other systems with long-range interactions are commonly found in non-equilibrium steady states that are outside traditional Boltzmann-Gibbs statistics, but can be described using generalized statistical mechanics frameworks such…

Statistical Mechanics · Physics 2025-07-15 Sergio Davis

The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results…

Statistics Theory · Mathematics 2012-06-19 Kevin McGoff , Sayan Mukherjee , Natesh S. Pillai

We introduce a rigorous framework for stochastic cell transmission models for general traffic networks. The performance of traffic systems is evaluated based on preference functionals and acceptable designs. The numerical implementation…

Machine Learning · Computer Science 2023-04-25 Zachary Feinstein , Marcel Kleiber , Stefan Weber

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…

Statistical Finance · Quantitative Finance 2011-05-26 H. Quevedo , M. N. Quevedo

Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic…

Statistical Mechanics · Physics 2023-01-31 David Guéry-Odelin , Christopher Jarzynski , Carlos A. Plata , Antonio Prados , Emmanuel Trizac

In this paper I will review some basic aspects of the mechanism of stochastic resonance. Stochastic resonance was first introduced as a possible mechanism to explain long term climatic variation. Since then, there have been many…

Chaotic Dynamics · Physics 2017-08-23 Roberto Benzi

Thermodynamics and its quantum counterpart are traditionally described with statistical ensembles. Canonical typicality has related statistical mechanics for a system to ensembles of global energy eigen- states of system and its environment…

Quantum Physics · Physics 2024-05-13 Sebastian Gemsheim , Jan M. Rost

The existence of fluctuations of temperature has been a somewhat controversial topic in thermodynamics but nowadays it is recognized that they must be taken into account in small, finite systems. Although for nonequilibrium steady states…

Statistical Mechanics · Physics 2022-01-05 Sergio Davis

In traditional thermodynamical and statistical-mechanical approaches one has (some) detailed knowledge of the principles governing the microdynamics of a system. However in many instances we may not have a Hamiltonian or good information…

Statistical Mechanics · Physics 2007-05-23 David Ford

Complex nonequilibrium systems are often effectively described by a `statistics of a statistics', in short, a `superstatistics'. We describe how to proceed from a given experimental time series to a superstatistical description. We argue…

Statistical Mechanics · Physics 2009-11-11 Christian Beck , Ezechiel G. D. Cohen , Harry L. Swinney

We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…

Statistical Mechanics · Physics 2009-11-07 Christian Beck

Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…

Statistical Mechanics · Physics 2015-12-18 Lorenzo Bertini , Alberto De Sole , Davide Gabrielli , Giovanni Jona-Lasinio , Claudio Landim

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

Statistical modeling of data sets by neural-network techniques is offered as an alternative to traditional semiempirical approaches to global modeling of nuclear properties. New results are presented to support the position that such novel…

Nuclear Theory · Physics 2017-08-23 J. W. Clark , E. Mavrommatis , S. Athanassopoulos , A. Dakos , K. Gernoth
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