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Recent research has considered the stochastic thermodynamics of multiple interacting systems, representing the overall system as a Bayes net. I derive fluctuation theorems governing the entropy production (EP)of arbitrary sets of the…

Statistical Mechanics · Physics 2025-09-01 David H. Wolpert

Fluctuation relations for the entropy production in non equilibrium stationary states of Ising models are investigated by Monte Carlo simulations. Systems in contact with heat baths at two different temperatures or subject to external…

Statistical Mechanics · Physics 2009-11-13 A. Piscitelli , F. Corberi , G. Gonnella , A. Pelizzola

We explore a new definition of the persistence exponent, measuring the probability that a spin never flips after a quench of an Ising-like model at a temperature 0<T<Tc, while the usual definition only makes sense at T=0. This probability…

Statistical Mechanics · Physics 2008-02-03 Stephane Cueille , Clement Sire

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

In low temperature supercooled liquid, below the ideal mode coupling theory transition temperature, hopping and continuous diffusion are seen to coexist. We present a theory which incorporates interaction between the two processes and shows…

Statistical Mechanics · Physics 2008-07-08 Sarika Maitra Bhattacharyya , Biman Bagchi , Peter G. Wolynes

We investigate the extent to which the probabilistic properties of a chaotic scattering system with dissipation can be understood from the properties of the dissipation-free system. For large energies $E$, a fully chaotic scattering leads…

Statistical Mechanics · Physics 2023-12-01 Lachlan Burton , Holger Dullin , Eduardo G. Altmann

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

Statistical Mechanics · Physics 2020-12-02 Jie Yao , Yanting Wang

Ising's solution of a classical spin model famously demonstrated the absence of a positive-temperature phase transition in one-dimensional equilibrium systems with short-range interactions. No-go arguments established that the energy cost…

Statistical Mechanics · Physics 2020-03-24 Petro Sarkanych , Yurij Holovatch , Ralph Kenna

We consider the asymmetric simple exclusion processes (ASEP) on a ring constrained to produce an atypically large flux, or an extreme activity. Using quantum free fermion techniques we find the time-dependent conditional transition…

Statistical Mechanics · Physics 2015-05-20 V. Popkov , G. M. Schütz

We investigate the laws of coarsening of a two-dimensional system of Ising spins evolving under single-spin-flip irreversible dynamics at low temperature from a disordered initial condition. The irreversibility of the dynamics comes from…

Statistical Mechanics · Physics 2015-07-28 C. Godreche , M. Pleimling

Many systems involve numerous interacting parts and the whole system can have properties that the individual parts do not. I take this novelty as the defining characteristic of an emergent property. Other characteristics associated with…

History and Philosophy of Physics · Physics 2025-11-05 Ross H. McKenzie

The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…

Statistical Mechanics · Physics 2007-09-12 Julia Hinkel , Reinhard Mahnke

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…

Statistical Mechanics · Physics 2017-11-22 Robert L. Jack , Marcus Kaiser , Johannes Zimmer

The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk…

Statistical Finance · Quantitative Finance 2013-10-31 Rosario Bartiromo

This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…

Probability · Mathematics 2018-10-02 Xiaoshan Chen , Zhen-Qing Chen , Ky Tran , George Yin

We consider a diffusing particle, with diffusion constant D', moving in one dimension in an infinite sea of noninteracting mobile traps with diffusion constant D and density rho. We show that the asymptotic behavior of the survival…

Statistical Mechanics · Physics 2009-11-07 Alan J. Bray , Richard A. Blythe

We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational…

Statistical Mechanics · Physics 2015-06-04 M. I. Dykman , I. B. Schwartz

There is considerable current interest in the emergence of statistical correlations within a population of otherwise non-interacting Brownian particles subject to a common fluctuating environment or drive. Examples include global stochastic…

Statistical Mechanics · Physics 2026-05-19 Paul C Bressloff

We investigate the dynamic behavior of spin reversal events in the dilute Ising model, focusing on the influence of static disorder introduced by pinned spins. Our Monte Carlo simulations reveal that in a homogeneous, defect-free system,…

Statistical Mechanics · Physics 2025-03-07 Federico Ettori , Timothy J. Sluckin , Paolo Biscari

The narrow escape problem deals with the calculation of the mean escape time (MET) of a Brownian particle from a bounded domain through a small hole on the domain's boundary. Here we develop a formalism that allows us to evaluate the…

Statistical Mechanics · Physics 2018-03-28 Tal Agranov , Baruch Meerson