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A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…

Statistical Mechanics · Physics 2019-01-30 V. Sposini , A. V. Chechkin , R. Metzler

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

In this paper we consider switched nonlinear systems under average dwell time switching signals, with an otherwise arbitrary compact index set and with additional constraints in the switchings. We present invariance principles for these…

Optimization and Control · Mathematics 2009-12-24 J. L. Mancilla-Aguilar , R. A. Garcia

The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example…

Statistical Finance · Quantitative Finance 2017-08-01 Vygintas Gontis , Aleksejus Kononovicius

We study the first-passage dynamics of a non-Markovian stochastic process with time-averaged feedback, which we model as a one-dimensional Ornstein--Uhlenbeck process wherein the particle drift is modified by the empirical mean of its…

Statistical Mechanics · Physics 2025-09-16 Francesco Coghi , Romain Duvezin , John S. Wettlaufer

The evolution of physical systems are often modeled by simple Markovian processes. When settled into stationary states, the probability distributions of such systems are time independent, by definition. However, they do not necessarily fall…

Statistical Mechanics · Physics 2024-11-07 R. K. P. Zia

We provide some criteria on the stability of regime-switching diffusion processes. Both the state-independent and state-dependent regime-switching diffusion processes with switching in a finite state space and an infinite countable state…

Probability · Mathematics 2015-03-10 Jinghai Shao , Fubao Xi

We review the depinning and nonequilibrium phases of collectively interacting particle systems driven over random or periodic substrates. This type of system is relevant to vortices in type-II superconductors, sliding charge density waves,…

Superconductivity · Physics 2017-12-06 C. Reichhardt , C. J. Olson Reichhardt

First passage time statistics in disordered systems exhibiting scale invariance are studied widely. In particular, long trapping times in energy or entropic traps are fat-tailed distributed, which slow the overall transport process. We…

Statistical Mechanics · Physics 2023-09-26 Marc Höll , Alon Nissan , Brian Berkowitz , Eli Barkai

This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…

Machine Learning · Computer Science 2024-03-04 Igor Pontes Duff , Pawan Goyal , Peter Benner

The concept of cross diffusion is applied to some biological systems. The conditions for persistence and Turing instability in the presence of cross diffusion are derived. Many examples including: predator-prey, epidemics (with and without…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 E. Ahmed , A. S. Hegazi , A. S. Elgazzar

We here describe the possibility of a synthetic description of the onset of Chaos in many degrees of freedom dynamical systems within the framework of the geometric description of dynamics. We show how this approach to instability helps to…

chao-dyn · Physics 2008-02-03 Cipriani Piero , Di Bari Maria

Driven by breakthroughs in experimental and theoretical techniques, the study of non-equilibrium quantum physics is a rapidly expanding field with many exciting new developments. Amongst the manifold ways the topic can be investigated, one…

Quantum Gases · Physics 2020-04-28 Colin Rylands , Natan Andrei

For a class of typical states, the real-time and real-space dynamics of non-equilibrium density profiles has been recently studied for integrable models, i.e. the spin-1/2 XXZ chain [PRB 95, 035155 (2017)] and the Fermi-Hubbard chain [PRE…

Strongly Correlated Electrons · Physics 2018-05-31 Jonas Richter , Fengping Jin , Hans De Raedt , Kristel Michielsen , Jochen Gemmer , Robin Steinigeweg

A regime-switching geometric Brownian motion is used to model a geometric Brownian motion with its coefficients changing randomly according to a Markov chain. In this work, we give a complete characterization of the recurrent property of…

Probability · Mathematics 2016-06-15 Jinghai Shao

An analogy is drawn between version of non-equilibrium thermodynamics a distribution-based containing an additional thermodynamic first-passage time parameter, nonequilibrium statistical operator method and extended irreversible…

Statistical Mechanics · Physics 2024-07-30 V. V. Ryazanov

In this paper we introduce the notion of a patient first-mean stable system. Such systems are switched systems that are first-mean stable meaning that they converge to a globally attracting fixed point on average. They are also patient so…

Dynamical Systems · Mathematics 2020-12-15 Camille Carter , Jacob Murri , David Reber , Benjamin Webb

We study the phenomenon of system size stochastic resonance within the nonequilibrium potential's framework. We analyze three different cases of spatially extended systems, exploiting the knowledge of their nonequilibrium potential, showing…

Statistical Mechanics · Physics 2009-11-11 B. von Haeften , G. Izus , H. S. Wio

Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…

Probability · Mathematics 2012-08-31 Mark Freidlin , Wenqing Hu

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi
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