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Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. It is known that, for discrete-time systems, the power-law exponent decreases as the…
We study the out-of-equilibrium large time dynamics of a gaussian polymer chain in a quenched random potential. The dynamics studied is a simple Langevin dynamics commonly referred to as the Rouse model. The equations for the two-time…
A thermodynamic system is driven into a nonequilibrium condition when a time-dependent force or a nonconservative force represented by a protocol $\lambda(t)$ is applied. Such a system is time irreversible in the sense that the motion under…
We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
Arrhythmias are potentially fatal disruptions to the normal heart rhythm, but their underlying dynamics is still poorly understood. Theoretical modeling is an important tool to fill this gap. Typical studies often employ detailed…
We derive analytical solutions for the autocorrelation and cross-correlation functions of the kinetic, potential and total energy of a Langevin oscillator. These functions are presented in both the time and frequency domains and validated…
What features characterise complex system dynamics? Power laws and scale invariance of fluctuations are often taken as the hallmarks of complexity, drawing on analogies with equilibrium critical phenomena[1-3]. Here we argue that slow,…
A trade-off between the precision of an arbitrary current and the dissipation, known as the thermodynamic uncertainty relation, has been investigated for various Markovian systems. Here, we study the thermodynamic uncertainty relation for…
The classical work by Zwanzig [J. Stat. Phys. 9 (1973) 215-220] derived Langevin dynamics from a Hamiltonian system of a heavy particle coupled to a heat bath. This work extends Zwanzig's model to a quantum system and formulates a more…
We derive exact Langevin-type equations governing quasispecies dynamics. The inherent multiplicative noise has both real and imaginary parts. The numerical simulation of the underlying complex stochastic partial differential equations is…
For a wide class of stochastic athermal systems, we derive Langevin-like equations driven by non-Gaussian noise, starting from master equations and developing a new asymptotic expansion. We found an explicit condition whereby the…
Employing both Bayesian statistics and the theory of nonlinear dynamics, we present a practically efficient method to extract a phase description of weakly coupled limit-cycle oscillators directly from time series observed in a rhythmic…
We present a time-dependent Langevin description of dynamics of stock prices. Based on a simple sliding-window algorithm, the fluctuation of stock prices is discussed in the view of a time-dependent linear restoring force which is the…
Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…
We propose a novel approach based on a Langevin equation for fluctuating motion of the center of mass of granular media fluidized by energy injection from a bottom plate. In this framework, the analytical solution of the Langevin equation…
The research herein studies the Langevin dynamics allowing for an exchange of energy between liquid crystals and the thermal environment. This dynamics leads to fluctuation and dissipation behaviors in the motions of liquid crystals, and…
We are interested in time series of the form $y_{n} = x_{n} + \xi_{n}$ where ${x_{n}}$ is generated by a chaotic dynamical system and where $\xi_{n}$ models observational noise. Using concentration inequalities, we derive fluctuation bounds…
We formulate a Langevin description of dynamics of a speckle pattern resulting from the multiple scattering of a coherent wave in a nonlinear disordered medium. The speckle pattern exhibits instability with respect to periodic excitations…
Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…