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The mean-field thermodynamic limit is studied for a class of isolated Newtonian N-body systems whose Hamiltonian admits several invariants of motion. It is shown that the macrostates of individual members of a statistical equilibrium…

Mathematical Physics · Physics 2009-11-13 Michael K. -H. Kiessling

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

Statistical Mechanics · Physics 2015-06-05 R. Tsekov

We study the process of equilibration between two non-extensive subsystems in the framework of a particular non-extensive Boltzmann equation. We have found that even subsystems with different non-extensive properties achieve a common…

Statistical Mechanics · Physics 2007-05-23 T. S. Biro , G. Purcsel

We consider the modeling of the dynamics of the chemostat at its very source. The chemostat is classically represented as a system of ordinary differential equations. Our goal is to establish a stochastic model that is valid at the scale…

Quantitative Methods · Quantitative Biology 2011-07-07 Fabien Campillo , Marc Joannides , Irène Larramendy

Quantum mechanics and classical statistical mechanics are two physical theories that share several analogies in their mathematical apparatus and physical foundations. In particular, classical statistical mechanics is hallmarked by the…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez

The equilibrium distribution function determines macroscopic observables in statistical physics. While conventional methods correct equilibrium distributions in weakly nonlinear or near-integrable systems, they fail in strongly nonlinear…

Statistical Mechanics · Physics 2025-07-11 Jialin Zhang , Yong Zhang , Hong Zhao

We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…

Statistical Finance · Quantitative Finance 2015-09-30 Yuriy Stepanov , Philip Rinn , Thomas Guhr , Joachim Peinke , Rudi Schäfer

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

In systems with detailed balance, the stationary distribution and the equilibrium distribution are identical, creating a clear connection between energetic and entropic quantities. Many driven systems violate detailed balance and still pose…

Statistical Mechanics · Physics 2025-01-22 Markus Hofer , Jan Korbel , Rudolf Hanel , Stefan Thurner

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

Boltzmann provided a scenario to explain why individual macroscopic systems composed of a large number $N$ of microscopic constituents are inevitably (i.e., with overwhelming probability) observed to approach a unique macroscopic state of…

Mathematical Physics · Physics 2017-11-23 Stephan De Bievre , Paul E. Parris

Statistical Mechanics deals with ensembles of microstates that are compatible with fixed constraints and that on average define a thermodynamic macrostate. The evolution of a small system is normally subjected to changing constraints and…

Statistical Mechanics · Physics 2016-10-26 J. Ricardo Arias-Gonzalez

The question of deriving general force/flux relationships that apply out of the linear response regime is a central topic of theories for nonequilibrium statistical mechanics. This work applies an information theory perspective to compute…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers

Max-stability is the property that taking a maximum between two inputs results in a maximum between two outputs. We study max-stability with respect to first-order stochastic dominance, the most fundamental notion of stochastic dominance in…

Mathematical Finance · Quantitative Finance 2025-07-29 Christopher Chambers , Alan Miller , Ruodu Wang , Qinyu Wu

Bridging equilibrium and nonequilibrium statistical physics attracts sustained interest. Hallmarks of nonequilibrium systems include a breakdown of detailed balance, and an absence of a priori potential function corresponding to the…

Statistical Mechanics · Physics 2015-04-24 Ying Tang , Ruoshi Yuan , Jianhong Chen , Ping Ao

We consider a system made up of exictations of a neutral scalar field, \phi, having a \lambda\phi^4 interaction term. Starting from an ensemble where the occupation number f is large, but \lambda f is small, we develop a classical field…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. H. Mueller , D. T. Son

A multicanonical formalism is applied to the problem of statistical equilibrium in a complex system with a hierarchy of dynamical structures. At the small scales the system is in quasi-equilibrium and follows a Maxwell-Boltzmann…

Statistical Mechanics · Physics 2012-08-29 G. L. Vasconcelos , D. S. P. Salazar

Regardless of studies and debates over a century, the statistical origin of the second law of thermodynamics still remains illusive. One essential obstacle is the lack of a proper theoretical formalism for non-equilibrium entropy. Here I…

Statistical Mechanics · Physics 2017-10-18 Xiangjun Xing

Focusing on isolated macroscopic systems, described either in terms of a quantum mechanical or a classical model, our two key questions are: In how far does an initial ensemble (usually far from equilibrium and largely unknown in detail)…

Statistical Mechanics · Physics 2013-11-13 Peter Reimann , Mykhaylo Evstigneev

Relaxation dynamics of complex quantum systems with strong interactions towards the steady state is a fundamental problem in statistical mechanics. The steady state of subsystems weakly interacting with their environment is described by the…

Statistical Mechanics · Physics 2016-06-22 Alexey M. Shakirov , Yulia E. Shchadilova , Alexey N. Rubtsov
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