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The statistics of transitions between the metastable states of a periodically driven bistable Brownian oscillator are investigated on the basis of a two-state description by means of a master equation with time-dependent rates. The results…

Data Analysis, Statistics and Probability · Physics 2011-11-09 Peter Talkner , Lukasz Machura , Michael Schindler , Peter Hanggi , Jerzy Luczka

We consider a one-dimensional microscopic reaction-diffusion process obtained as a superposition of a Glauber and a Kawasaki dynamics. The reaction term is tuned so that a dynamical phase transition occurs in the model as a suitable…

Probability · Mathematics 2025-05-27 Benoit Dagallier , Claudio Landim

Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…

Probability · Mathematics 2025-04-28 Axel Ringh , Akash Sharma

We consider a toy model of two kinetically coupled stochastic oscillators whose dynamics is described as a Markov jump process among $N$ discrete phase states. For large $N$, it maps onto the deterministic two-oscillator Kuramoto model of…

Statistical Mechanics · Physics 2026-03-24 Maciej Chudak , Massimiliano Esposito , Krzysztof Ptaszynski

We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…

Numerical Analysis · Mathematics 2022-03-30 R. D. Mills-Williams , B. D. Goddard , G. A. Pavliotis

We present the simplest discrete model to date that leads to synchronization of stochastic phase-coupled oscillators. In the mean field limit, the model exhibits a Hopf bifurcation and global oscillatory behavior as coupling crosses a…

Statistical Mechanics · Physics 2009-11-11 Kevin Wood , C. Van den Broeck , R. Kawai , Katja Lindenberg

We study the complexity of sampling from the stationary distribution of a mean-field SDE, or equivalently, the complexity of minimizing a functional over the space of probability measures which includes an interaction term. Our main insight…

Statistics Theory · Mathematics 2024-07-08 Yunbum Kook , Matthew S. Zhang , Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li

The nature of phase boundaries in the QCD phase diagram has not been satisfactorily explored by experiments. Based on the Ginzburg-Landau free energy with a spatially inhomogeneous term as a function of a scalar order parameter, it is…

Nuclear Experiment · Physics 2008-11-26 Kensuke Homma , the PHENIX collaboration

The notion of phase synchronization in time-delay systems, exhibiting highly non-phase-coherent attractors, has not been realized yet even though it has been well studied in chaotic dynamical systems without delay. We report the…

Chaotic Dynamics · Physics 2009-11-13 D. V. Senthilkumar , M. Lakshmanan , J. Kurths

We analyze large deviations of the time-averaged activity in the one dimensional Fredrickson-Andersen model, both numerically and analytically. The model exhibits a dynamical phase transition, which appears as a singularity in the large…

Statistical Mechanics · Physics 2017-03-17 Takahiro Nemoto , Robert L. Jack , Vivien Lecomte

We present analytical calculations and numerical simulations for the synchronization of oscillators interacting via a long range power law interaction on a one dimensional lattice. We have identified the critical value of the power law…

Statistical Mechanics · Physics 2010-08-03 Debanjan Chowdhury , M. C. Cross

We introduce a Brownian $p$-state clock model in two dimensions and investigate the nature of phase transitions numerically. As a nonequilibrium extension of the equilibrium lattice model, the Brownian $p$-state clock model allows spins to…

Statistical Mechanics · Physics 2023-12-29 Chul-Ung Woo , Jae Dong Noh

We study the dynamics of phase synchronization in growing populations of discrete phase oscillatory systems when the division process is coupled to the distribution of oscillator phases. Using mean field theory, linear stability analysis,…

Statistical Mechanics · Physics 2015-06-16 Wen Yu , Kevin B. Wood

We construct Brownian Sachdev-Ye-Kitaev (SYK) chains subjected to continuous monitoring and explore possible entanglement phase transitions therein. We analytically derive the effective action in the large-$N$ limit and show that an…

Strongly Correlated Electrons · Physics 2021-09-30 Shao-Kai Jian , Chunxiao Liu , Xiao Chen , Brian Swingle , Pengfei Zhang

Synchronization is a hallmark of collective behavior that emerges when nonlinear systems interact, spanning scales from mechanical oscillators to planetary orbits. As a universal phenomenon it underpins the study of complex systems and has…

Quantum Physics · Physics 2025-11-20 Jiarui Liu , Qiming Wu , Joel E. Moore , Hartmut Haeffner , Christopher W. Wächtler

We study the emergence of anticoncentration and approximate unitary design behavior in local Brownian circuits. The dynamics of circuit averaged moments of the probability distribution and entropies of the output state can be represented as…

Quantum Physics · Physics 2024-05-21 Subhayan Sahu , Shao-Kai Jian

We are interested in reconstructing the initial condition of a non-linear partial differential equation (PDE), namely the Fokker-Planck equation, from the observation of a Dyson Brownian motion at a given time $t>0$. The Fokker-Planck…

Probability · Mathematics 2020-06-23 Mylène Maïda , Tien Dat Nguyen , Thanh Mai Pham Ngoc , Vincent Rivoirard , Viet Chi Tran

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz

We consider the (noisy) Kuramoto model, that is a population of N oscillators, or rotators, with mean-field interaction. Each oscillator has its own randomly chosen natural frequency (quenched disorder) and it is stirred by Brownian motion.…

Adaptation and Self-Organizing Systems · Physics 2011-11-16 Giambattista Giacomin , Eric Luçon , Christophe Poquet

The Hamiltonian Mean Field (HMF) model of coupled inertial, Hamiltonian rotors is a prototype for conservative dynamics in systems with long-range interactions. We consider the case where the interactions between the rotors are governed by…

Statistical Mechanics · Physics 2016-02-09 Yogesh S. Virkar , Juan G. Restrepo , James D. Meiss