English
Related papers

Related papers: Truncated L\'evy Flights and Weak Ergodicity Break…

200 papers

We investigate the dynamics of many-body long-range interacting systems, taking the Hamiltonian Mean Field model as a case study. We show that an abundance of regular trajectories, associated with invariant tori of the single-particle…

Statistical Mechanics · Physics 2009-01-12 Romain Bachelard , Cristel Chandre , Duccio Fanelli , Xavier Leoncini , Stefano Ruffo

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

Statistical Mechanics · Physics 2015-05-13 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

The movement of organisms and cells can be governed by occasional long distance runs, according to an approximate L\'evy walk. For T cells migrating through chronically-infected brain tissue, runs are further interrupted by long pauses, and…

Biological Physics · Physics 2020-03-06 Gissell Estrada-Rodriguez , Heiko Gimperlein , Kevin J. Painter , Jakub Stocek

Under sufficiently slow driving, thermodynamics predicts reversible evolution through a sequence of equilibrium states. We show that this expectation fails near spectral degeneracy in driven quadratic Hamiltonian systems. As the soft-mode…

Statistical Mechanics · Physics 2026-04-14 Ilki Kim

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

We study a class of random walk, the stored-energy-driven L\'evy flight (SEDLF), whose jump length is determined by a stored energy during a trapped state. The SEDLF is a continuous-time random walk with jump lengths being coupled with the…

Statistical Mechanics · Physics 2013-06-26 Takuma Akimoto , Tomoshige Miyaguchi

Scrambling in interacting quantum systems out of equilibrium is particularly effective in the chaotic regime. Under time evolution, initially localized information is said to be scrambled as it spreads throughout the entire system. This…

Strongly Correlated Electrons · Physics 2018-09-26 Adolfo del Campo , Javier Molina Vilaplana , Lea F. Santos , Julian Sonner

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…

Statistical Mechanics · Physics 2009-06-10 Tomasz Srokowski

Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…

Statistical Mechanics · Physics 2026-03-18 Dan Shafir , Stanislav Burov

The dynamics and the thermodynamics of particles/spins interacting via long-range forces display several unusual features with respect to systems with short-range interactions. The Hamiltonian Mean Field (HMF) model, a Hamiltonian system of…

Statistical Mechanics · Physics 2016-08-31 Alessandro Pluchino , Vito Latora , Andrea Rapisarda

In contrast to lattice systems where powerful numerical techniques such as matrix product state based methods are available to study the non-equilibrium dynamics, the non-equilibrium behaviour of continuum systems is much harder to…

Statistical Mechanics · Physics 2019-03-20 Tibor Rakovszky , Márton Mestyán , Mario Collura , Márton Kormos , Gábor Takács

This paper considers a continuous time analogue of the classical autoregressive moving average processes, L\'evy-driven CARMA processes. First we describe limiting properties of the periodogram by means of the so-called truncated Fourier…

Probability · Mathematics 2016-08-16 Robert Stelzer , Żywilla fechner

We review some of the most recent results on the dynamics of the Hamiltonian Mean Field (HMF) model, a systems of N planar spins with ferromagnetic infinite-range interactions. We show, in particular, how some of the dynamical anomalies of…

Statistical Mechanics · Physics 2017-08-23 A. Pluchino , A. Rapisarda , V. Latora

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…

Statistical Mechanics · Physics 2023-07-19 A. Kamińska , T. Srokowski

The Hamiltonian Mean-Field (HMF) model is a long-range interaction model that exhibits quasi-stationary states associated with a phase transition. Its quasi-stationary states with a lifetime diverging with the number of particles in the…

Statistical Mechanics · Physics 2025-05-15 Melissa Fuentealba , Danilo M. Rivera , Roberto E. Navarro

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

Statistical Mechanics · Physics 2013-03-27 Tomoshige Miyaguchi , Takuma Akimoto

We investigate the time average mean square displacement $\overline{\delta^2}(x(t))=\int_0^{t-\Delta}[x(t^\prime+\Delta)-x(t^\prime)]^2 dt^\prime/(t-\Delta)$ for fractional Brownian and Langevin motion. Unlike the previously investigated…

Data Analysis, Statistics and Probability · Physics 2014-01-30 Weihua Deng , Eli Barkai

We present a theory of collisionless relaxation in systems with long-range interactions. Contrary to Lynden-Bell's theory of violent relaxation, which assumes global ergodicity and mixing, we show that quasi-stationary states (qSS) observed…

Statistical Mechanics · Physics 2025-04-28 Tarcísio Nunes Teles , Renato Pakter , Yan Levin