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We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

The aim of this paper is twofold: - To give an elementary and self-contained proof of an explicit formula for the free energy for a general class of polymer chains interacting with an environment through periodic potentials. This…

Probability · Mathematics 2007-05-23 Francesco Caravenna , Giambattista Giacomin , Lorenzo Zambotti

We study nonequilibrium steady states of the driven lattice gas with two particles, using the most general stochastic transition rules that satisfy the local detailed balance condition. We observe that i) the universal $1/r^d$ long range…

Statistical Mechanics · Physics 2007-05-23 Hal Tasaki

We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…

Numerical Analysis · Mathematics 2026-04-24 Anita Gjesteland , Sigrun Ortleb , Salim Elghawi , David C. Del Rey Fernández

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona--Lasinio , C. Landim

In genuine nonequilibrium systems that undergo continuous driving, the thermodynamic forces are nonconservative, meaning they cannot be described by any free energy potential. Nonetheless, we show that the dynamics of such systems are…

Statistical Mechanics · Physics 2026-04-10 Artemy Kolchinsky , Andreas Dechant , Kohei Yoshimura , Sosuke Ito

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition…

Statistical Mechanics · Physics 2015-05-18 Vladimir Y. Chernyak , Michael Chertkov , David A. Goldberg , Konstantin Turitsyn

In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…

Statistical Mechanics · Physics 2015-05-13 Vladimir Y. Chernyak , Michael Chertkov , Sergey V. Malinin , Razvan Teodorescu

In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…

Probability · Mathematics 2025-08-05 Grigorios A. Pavliotis , Andrea Zanoni

Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, nonlocal PDEs. The SDE is driven by both Brownian motion and…

Probability · Mathematics 2025-04-02 Ke Song , Zimo Hao , Mingkun Ye

We provide a new version of the Tikhonov theorem for both two-scale forward systems and also two-scale forward-backward systems of stochastic differential equations, which also covers the McKean-Vlasov case. Differently from what is usually…

Probability · Mathematics 2024-03-26 Matteo Burzoni , Alekos Cecchin , Andrea Cosso

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

Statistical Mechanics · Physics 2011-03-07 Cecile Monthus

We propose an open-boundary molecular dynamics method in which an atomistic system is in contact with an infinite particle reservoir at constant temperature, volume and chemical potential. In practice, following the Hamiltonian adaptive…

Statistical Mechanics · Physics 2020-06-24 Maziar Heidari , Kurt Kremer , Ramin Golestanian , Raffaello Potestio , Robinson Cortes-Huerto

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 analyse a picture of transport in which two large but finite charged electrodes discharge across a nanoscale junction. We identify a functional whose minimisation, within the space of all bound many-body wavefunctions, defines an…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 M. Di Ventra , T. N. Todorov

Transferring a physical system from an initial to a final state while minimizing energetic losses is an interdisciplinary control problem that bridges stochastic thermodynamics and optimal transport theory. Recent research typically…

Statistical Mechanics · Physics 2026-02-23 Jann van der Meer , Andreas Dechant

There has been interest in finding a general variational principle for non-equilibrium statistical mechanics. We give evidence that Maximum Caliber (Max Cal) is such a principle. Max Cal, a variant of Maximum Entropy, predicts dynamical…

Statistical Mechanics · Physics 2015-09-02 Michael J. Hazoglou , Valentin Walther , Purushottam D. Dixit , Ken A. Dill

We investigate linear-quadratic dynamical systems with energy preserving quadratic terms. These systems arise for instance as Galerkin systems of incompressible flows. A criterion is presented to ensure long-term boundedness of the system…

Fluid Dynamics · Physics 2013-10-02 Michael Schlegel , Bernd R. Noack

Transport properties of strongly correlated quantum systems are of central interest in condensed matter, ultracold atoms and in dense plasmas. There, the proper treatment of strong correlations poses a great challenge to theory. Here, we…

Strongly Correlated Electrons · Physics 2015-03-06 M. Bonitz , N. Schluenzen , S. Hermanns