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The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

The long-time dynamics of reaction-diffusion processes in low dimensions is dominated by fluctuation effects. The one-dimensional coagulation-diffusion process describes the kinetics of particles which freely hop between the sites of a…

Statistical Mechanics · Physics 2013-01-15 Xavier Durang , Jean-Yves Fortin , Diego Del Biondo , Malte Henkel , Jean Richert

Diffusion models generate high-dimensional data such as images by learning a process that gradually removes noise from corrupted data. Recent studies have shown that the backward dynamics of diffusion models exhibit two characteristic…

Statistical Mechanics · Physics 2026-04-14 Tomoei Takahashi , Takashi Takahashi , Yoshiyuki Kabashima

This article illustrates the application of multiple scales analysis to two archetypal quasilinear systems; i.e. to systems involving fast dynamical modes, called fluctuations, that are not directly influenced by fluctuation--fluctuation…

Fluid Dynamics · Physics 2019-03-14 G. Michel , G. P. Chini

A simple tight-coupling model of a molecular chemical engine is proposed. The efficiency of the chemical engine and its average velocity can be explicitly calculated. The diffusion constant is evaluated approximately using the fluctuation…

Statistical Mechanics · Physics 2009-11-11 Hidetsugu Sakaguchi

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

Taylor's power law (or fluctuation scaling) states that on comparable populations, the variance of each sample is approximately proportional to a power of the mean of the population. It has been shown to hold by empirical observations in a…

Statistics Theory · Mathematics 2020-10-22 Victor De la Pena , Paul Doukhan , Yahia Salhi

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

We develop a moment equation closure minimization method for the inexpensive approximation of the steady state statistical structure of nonlinear systems whose potential functions have bimodal shapes and which are subjected to correlated…

Chaotic Dynamics · Physics 2015-10-08 Han Kyul Joo , Themistoklis P. Sapsis

The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…

Computational Physics · Physics 2007-05-23 C. W. Gear , T. J. Kaper , I. G. Kevrekidis , A. Zagaris

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

In this work, we present a multiple-scale perturbation technique suitable for the study of open quantum systems, which is easy to implement and in few iterative steps allows us to find excellent approximate solutions. For any time-local…

Quantum Physics · Physics 2019-04-30 D. N. Bernal-García , B. A. Rodríguez , H. Vinck-Posada

In continuum models of dislocations, proper formulations of short-range elastic interactions of dislocations are crucial for capturing various types of dislocation patterns formed in crystalline materials. In this article, the continuum…

Materials Science · Physics 2016-08-12 Yichao Zhu , Xiaohua Niu , Yang Xiang

We propose a simple and accurate method for computing analytically the mass correlation function for cold dark matter and scale-free models that fits N-body simulations over a range that extends from the linear to the strongly non-linear…

Astrophysics · Physics 2009-10-31 R. R. Caldwell , Roman Juszkiewicz , Paul J. Steinhardt , Francois Bouchet

We propose a latent score-based generative AI framework for learning stochastic, non-local closure models and constitutive laws in nonlinear dynamical systems of computational mechanics. This work addresses a key challenge of modeling…

Machine Learning · Computer Science 2025-06-27 Xinghao Dong , Huchen Yang , Jin-Long Wu

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…

Chemical Physics · Physics 2015-06-18 Maria Bruna , S. Jonathan Chapman , Matthew J. Smith

We propose and analyze a stabilizing iteration scheme for the algorithmic implementation of model predictive control for linear discrete-time systems. Polytopic input and state constraints are considered and handled by means of so-called…

Optimization and Control · Mathematics 2016-04-07 Christian Feller , Christian Ebenbauer

We analytically study a one dimensional compaction model in the glassy regime. Both correlation and response functions are calculated exactly in the evolving dense and low tapping strength limit, where the density relaxes in a $1/\ln t$…

Statistical Mechanics · Physics 2009-11-10 Martin Depken , Robin Stinchcombe

Coupling is a widely used technique in the theoretical study of interacting stochastic processes. In this paper I present an example demonstrating its usefulness also in the efficient computer simulation of such processes. I first describe…

Populations and Evolution · Quantitative Biology 2012-04-16 Ilmari Karonen

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal…

Statistical Mechanics · Physics 2017-04-26 Gabriel Stoltz