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A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…

Statistics Theory · Mathematics 2018-03-29 Frédéric Proïa , Marius Soltane

We study the asymptotic behavior of random time changes of dynamical systems. As random time changes we propose three classes which exhibits different patterns of asymptotic decays. The subordination principle may be applied to study the…

Probability · Mathematics 2021-03-11 José L. da Silva , Yuri G. Kondratiev

We analyze a class of linear shell models subject to stochastic forcing in finitely many degrees of freedom. The unforced systems considered formally conserve energy. Despite being formally conservative, we show that these dynamical systems…

Mathematical Physics · Physics 2009-11-11 Jonathan C. Mattingly , Toufic Suidan , Eric Vanden-Eijnden

Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…

Statistical Mechanics · Physics 2020-04-15 Xudong Wang , Yao Chen , Weihua Deng

This article is devoted to the long-time dynamics of point-vortex type systems near thermal equilibrium and to the possible emergence of collisional relaxation. More precisely, we consider a tagged particle coupled to a large number of…

Analysis of PDEs · Mathematics 2025-10-15 Mitia Duerinckx , Pierre-Emmanuel Jabin

We are interested in the rate of convergence of a subordinate Markov process to its invariant measure. Given a subordinator and the corresponding Bernstein function (Laplace exponent) we characterize the convergence rate of the subordinate…

Probability · Mathematics 2017-09-01 Chang-Song Deng , René L. Schilling , Yan-Hong Song

Analytical representations in the time and frequency domains are derived for the most frequently used phenomenological fit functions for non-Debye relaxation processes. In the time domain the relaxation functions corresponding to the…

Disordered Systems and Neural Networks · Physics 2009-11-07 R. Hilfer

Drawing from exact, approximate and numerical results an overview of the properties of the out of equilibrium response function in phase ordering kinetics is presented. Focusing on the zero field cooled magnetization, emphasis is on those…

Statistical Mechanics · Physics 2009-11-10 Federico Corberi , Nicola Fusco , Eugenio Lippiello , Marco Zannetti

We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…

Statistical Mechanics · Physics 2009-10-31 S. K. Banik , J. R. Chaudhuri , D. S. Ray

We investigate how to minimize the work dissipated during nonequilibrium processes. To this end, we employ methods from linear response theory to describe slowly varying processes, i.e., processes operating within the linear regime around…

Statistical Mechanics · Physics 2014-07-03 Marcus V. S. Bonança , Sebastian Deffner

Functional renormalization yields a simple unified description of bosons at zero temperature, in arbitrary space dimension $d$ and for $M$ complex fields. We concentrate on nonrelativistic bosons and an action with a linear time derivative.…

Superconductivity · Physics 2009-11-13 C. Wetterich

For a wide class of second order nonlinear non-autonomous models, we illustrate that combining proportional state control with the feedback that is proportional to the derivative of the chaotic signal, allows to stabilize unstable motions…

Dynamical Systems · Mathematics 2016-06-10 Leonid Berezansky , Elena Braverman , Lev Idels

We introduce a response theory for open quantum systems within nonequilibrium steady-states subject to a Hamiltonian perturbation. Working in the weak system-bath coupling regime, our results are derived within the…

Quantum Physics · Physics 2021-07-07 Amikam Levy , Eran Rabani , David T. Limmer

Coupled relaxation oscillators, realized via chemical or other means, can exhibit a multiplicity of steady states, characterized by spatial patterns resulting from lateral inhibition. We show that perturbation-initiated transformations…

Pattern Formation and Solitons · Physics 2023-06-22 A. Parveena Shamim , Shakti N. Menon , Sitabhra Sinha

We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…

Probability · Mathematics 2017-03-08 Farzad Sabzikar , Donatas Surgailis

Isotropization occurs on time scales much shorter than the thermal equilibration time. This is a crucial ingredient for the understanding of collision experiments of heavy nuclei or other nonequilibrium phenomena in complex many body…

High Energy Physics - Phenomenology · Physics 2010-11-05 J. Berges , Sz. Borsanyi , C. Wetterich

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Statistical Mechanics · Physics 2016-03-23 Stephan Eule , Jakob Metzger

In this paper, we derive general theorems for controlling (vector-valued) first order ordinary differential equations such that its solutions stop at a finite time $T>0$ and apply them to relaxation and dissipative oscillation processes. We…

Analysis of PDEs · Mathematics 2019-03-18 Richard Kowar

In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…

Probability · Mathematics 2013-06-11 Michael Grabchak

Relaxation processes in supercooled liquids are known to exhibit interesting as well as complex behavior. One of the hallmarks of this relaxation process observed in the measured auto correlation function is occurrence of multiple steps of…

Soft Condensed Matter · Physics 2018-08-01 Rajsekhar Das , Indrajit Tah , Smarajit Karmakar
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