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Usually the calculation of work distributions in an arbitrary nonequilibrium process in a quantum system, especially in a quantum many-body system is extremely cumbersome. For all quantum systems described by quadratic Hamiltonians, we…

Statistical Mechanics · Physics 2019-12-18 Zhaoyu Fei , H. T. Quan

We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…

Probability · Mathematics 2017-10-10 E. Ostrovsky , L. Sirota

We study a discrete-time interacting particle system with continuous state space which is motivated by a mathematical model for turnover through branching in actin filament networks. It gives rise to transient clusters reminiscent of actin…

Probability · Mathematics 2024-10-01 Cecilia González-Tokman , Dietmar B. Oelz

In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…

Probability · Mathematics 2019-03-11 Mathias Rousset , Yushun Xu , Pierre-André Zitt

Numerical simulation of stochastic dynamics of vortex filaments under action of random (Langevin) force is fulfilled. Calculations are performed on base of the full Biot--Savart law for different intensities of the Langevin force. A new…

Statistical Mechanics · Physics 2008-10-06 Luiza P. Kondaurova , Sergey K. Nemirovskii

We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

Statistical thermodynamics has a universal appeal that extends beyond molecular systems, and yet, as its tools are being transplanted to fields outside physics, the fundamental question, \textit{what is thermodynamics?}, has remained…

Statistical Mechanics · Physics 2019-09-17 Themis Matsoukas

The thermodynamic properties of time-delayed dynamics remain largely unexplored, especially for systems that exhibit asymptotically non-stationary behavior. Here, we investigate heat dissipation in two classes of marginally stable linear…

Statistical Mechanics · Physics 2026-02-06 Xin Wang

We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional $\alpha$-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of $\alpha$ close to $2$…

Probability · Mathematics 2020-11-30 Witold M. Bednorz , Rafał M. Łochowski , Rafał Martynek

We review the physical properties of macromolecular networks, consisting of semiflexible polymers such as actin. We start by giving a theoretical analysis of the conformational statistics and mechanical response of single filaments.…

Soft Condensed Matter · Physics 2008-02-03 Erwin Frey , Klaus Kroy , Jan Wilhelm , Erich Sackmann

We prove that the transport of any differentiable scalar observable in $d$-dimensional non-equilibrium systems is bounded from above by the total entropy production scaled by the amount the observation "stretches" microscopic coordinates.…

Statistical Mechanics · Physics 2024-10-10 Cai Dieball , Aljaž Godec

We present a general molecular-dynamics simulation scheme, based on the Nose' thermostat, for sampling according to arbitrary phase space distributions. We formulate numerical methods based on both Nose'-Hoover and Nose'-Poincare'…

Statistical Mechanics · Physics 2009-11-07 Eric J. Barth , Brian B. Laird , Benedict J. Leimkuhler

A method is presented for finding anisotropic distribution functions for stellar systems with known, spherically symmetric, densities, which depends only on the two classical integrals of the energy and the magnitude of the angular…

Astrophysics · Physics 2008-12-31 Zhenglu Jiang , Leonid Ossipkov

In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…

Probability · Mathematics 2009-09-29 Philippe Barbe

The discretized equilibrium distributions of the lattice Boltzmann method are presented by using the coefficients of the Lagrange interpolating polynomials that pass through the points related to discrete velocities and using moments of the…

Computational Physics · Physics 2020-11-10 Jae Wan Shim

In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…

Statistical Mechanics · Physics 2023-02-28 Pedro V. Paraguassú , Rui Aquino , Welles A. M. Morgado

We study functionals, such as heat and work, along trajectories of a class of multi-dimensional generalized Langevin systems in various limiting situations that correspond to different level of homogenization. These are the situations where…

Probability · Mathematics 2021-02-25 Soon Hoe Lim

This review is a kinetic theory study investigating the effects of inelasticity on the structure of the non-equilibrium states, in particular on the behavior of the velocity distribution in the high energy tails. Starting point is the…

Statistical Mechanics · Physics 2007-05-23 R. Brito , M. H. Ernst

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong