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We show that any interacting integrable model possesses a class of initial states for which the leading corrections to ballistic transport are subdiffusive rather than diffusive. These initial states are natural to realize experimentally…

Statistical Mechanics · Physics 2019-04-03 Vir B. Bulchandani , Christoph Karrasch

The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…

Data Analysis, Statistics and Probability · Physics 2009-03-17 K. H. Kiyani , S. C. Chapman , N. W. Watkins

We study theoretically the far-from-equilibrium relaxation dynamics of spin spiral states in the three dimensional isotropic Heisenberg model. The investigated problem serves as an archetype for understanding quantum dynamics of isolated…

Quantum Gases · Physics 2015-10-14 Mehrtash Babadi , Eugene Demler , Michael Knap

Bethe ansatz and bosonization procedures are used to describe the thermodynamics of the strong-coupled Hubbard chain in the \textit{spin-incoherent} Luttinger liquid (LL) regime: $J(\equiv 4t^2/U)\ll k_B T\ll E_F$, where $t$ is the hopping…

Strongly Correlated Electrons · Physics 2018-08-29 Carlindo Vitoriano , R. R. Montenegro-Filho , M. D. Coutinho-Filho

Numerical techniques to efficiently model out-of-equilibrium dynamics in interacting quantum many-body systems are key for advancing our capability to harness and understand complex quantum matter. Here we propose a new numerical approach…

Quantum Gases · Physics 2019-08-19 Bihui Zhu , Ana Maria Rey , Johannes Schachenmayer

Phase transitions are a central theme of statistical mechanics, and of probability more generally. Lattice spin models represent a general paradigm for phase transitions in finite dimensions, describing ferromagnets and even some fluids…

Probability · Mathematics 2017-07-04 Hugo Duminil-Copin

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…

Dynamical Systems · Mathematics 2025-06-02 Maxime Breden , Hugo Chu , Jeroen S. W. Lamb , Martin Rasmussen

We introduce jump processes in R^k, called density-profile process, to model biological signaling networks. They describe the macroscopic evolution of finite-size spin-flip models with k types of spins interacting through a non-reversible…

Probability · Mathematics 2007-08-16 Roberto Fernández , Luiz Renato Fontes , E. Jordão Neves

We consider a class of stochastic path-dependent volatility models where the stochastic volatility, whose square follows the Cox-Ingersoll-Ross model, is multiplied by a (leverage) function of the spot price, its running maximum, and time.…

Computational Finance · Quantitative Finance 2018-10-09 Andrei Cozma , Christoph Reisinger

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

Integrable discretizations are introduced for the rational and hyperbolic spin Ruijsenaars--Schneider models. These discrete dynamical systems are demonstrated to belong to the same integrable hierarchies as their continuous--time…

solv-int · Physics 2009-10-30 O. Ragnisco , Yu. B. Suris

We study current fluctuations in the Totally Asymmetric Simple Exclusion Process (TASEP) on a ring with $N$ sites and $p$ particles. By introducing a deformation parameter $\gamma$, we analyze the tilted operator that governs the statistics…

Statistical Mechanics · Physics 2025-08-08 Anastasiia Trofimova , Lu Xu

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 present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the…

Statistical Mechanics · Physics 2010-05-11 Vivien Lecomte , Cecile Appert-Rolland , Frederic van Wijland

This report is the foreword of a series dedicated to stochastic deformations of curves. Problems are set in terms of exclusion processes, the ultimate goal being to derive hydrodynamic limits for these systems after proper scalings. In this…

Probability · Mathematics 2007-05-23 Guy Fayolle , Cyril Furtlehner

In the Entropic Dynamics (ED) approach the essence of quantum theory lies in its probabilistic nature while the Hilbert space structure plays a secondary and ultimately optional role. The dynamics of probability distributions is driven by…

Quantum Physics · Physics 2021-02-02 Ariel Caticha , Nicholas Carrara

We consider from a microscopic perspective large deviation properties of several stochastic interacting particle systems, using their mapping to integrable quantum spin systems. A brief review of recent work is given and several new results…

Statistical Mechanics · Physics 2015-10-19 Gunter M. Schütz

We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…

Fluid Dynamics · Physics 2018-09-28 Colin J. Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

We consider the stochastic volatility model $dS_t = \sigma_t S_t dW_t,d\sigma_t = \omega \sigma_t dZ_t$, with $(W_t,Z_t)$ uncorrelated standard Brownian motions. This is a special case of the Hull-White and the $\beta=1$ (log-normal) SABR…

Mathematical Finance · Quantitative Finance 2018-02-13 Dan Pirjol , Lingjiong Zhu