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We extend the principles of information thermodynamics to study energy and information exchanges between coupled systems composed of one part undergoing a Markov jump process and another underdamped diffusion. We derive integral fluctuation…

Statistical Mechanics · Physics 2024-12-05 Ashwin Gopal , Nahuel Freitas , Massimiliano Esposito

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…

Statistical Mechanics · Physics 2015-10-28 Moises Santillan , Hong Qian

Statistical inference for stochastic processes based on high-frequency observations has been an active research area for more than two decades. One of the most well-known and widely studied problems has been the estimation of the quadratic…

Econometrics · Economics 2024-04-23 B. Cooper Boniece , José E. Figueroa-López , Yuchen Han

This review is a kinetic theory study investigating the effects of inelasticity on the structure of the non-equilibrium states, in particular on the behavior of the velocity distribution in the high energy tails. Starting point is the…

Statistical Mechanics · Physics 2007-05-23 R. Brito , M. H. Ernst

A one-dimensional driven lattice gas with disorder in the particle hopping probabilities is considered. It has previously been shown that in the version of the model with random sequential updating, a phase transition occurs from a low…

Statistical Mechanics · Physics 2009-10-30 M. R. Evans

Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…

Statistical Mechanics · Physics 2009-11-07 Debabrata Panja

A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…

Other Condensed Matter · Physics 2009-11-10 K. Thomas Waldeer

We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…

Fluid Dynamics · Physics 2017-09-20 Valentin Resseguier , Etienne Mémin , Dominique Heitz , Bertrand Chapron

We study the fluctuations of a random surface in a stochastic growth model on a system of interlacing particles placed on a two dimensional lattice. There are two different types of particles, one with a low jump rate and the other with a…

Mathematical Physics · Physics 2015-03-19 Maurice Duits

We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…

Probability · Mathematics 2026-05-14 Sayan Banerjee , Andrew Nguyen

We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle…

Probability · Mathematics 2015-01-08 Marton Balazs , Miklos Z. Racz , Balint Toth

We study phase transitions of a system of particles on the one-dimensional integer lattice moving with constant acceleration, with a collision law respecting slower particles. This simple deterministic ``particle-hopping'' traffic flow…

Dynamical Systems · Mathematics 2009-11-10 Michael Blank

The dynamical properties of a particle in a gravitational field colliding with a rigid wall moving with piecewise constant velocity are studied. The linear nature of the wall's motion permits further analytical investigation than is…

Chaotic Dynamics · Physics 2014-12-02 Cameron K. Langer , Bruce N. Miller

A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…

Probability · Mathematics 2007-05-23 Yuri Kondratiev , Eugene Lytvynov , Michael Röckner

We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model social interactions. We obtain the limiting behavior of the empirical averages in…

Probability · Mathematics 2015-05-14 Francesca Collet , Paolo Dai Pra , Elena Sartori

We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…

Probability · Mathematics 2017-01-02 Tetsuya Hattori

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

In this article we obtain the equilibrium fluctuations of a symmetric exclusion process in $\mathbb{Z}$ with long jumps. The transition probability of the jump from $x$ to $y$ is proportional to $|x-y|^{-\gamma-1}$. Here we restrict to the…

Probability · Mathematics 2022-12-26 Pedro Cardoso , Patrícia GonÇAlves , Byron JimÉnez-Oviedo

We consider an interacting particle system $(\eta_t)_{t\geq 0}$ with values in $\{0,1\}^{\mathbb{Z}}$, in which each vacant site becomes occupied with rate 1, while each connected component of occupied sites become vacant with rate equal to…

Probability · Mathematics 2007-05-23 Xavier Bressaud , Nicolas Fournier