Related papers: Far-from-Equilibrium Time Evolution between two Ga…
A probabilistic description is essential for understanding growth processes far from equilibrium. In this paper, we compute time-dependent Probability Density Functions (PDFs) in order to investigate stochastic logistic and Gompertz models,…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
A step by step procedure to derive analytically the exact dynamical evolution equations of the probability density functions (PDF) of well known kinetic wealth exchange economic models is shown. This technique gives a dynamical insight into…
Time series of observables measured from complex systems do often exhibit non-normal statistics, their statistical distributions (PDF's) are not gaussian and often skewed, with roughly exponential tails. Departure from gaussianity is…
The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
We relate progress in statistical mechanics, both at and far from equilibrium, to advances in the theory of dynamical systems. We consider computer simulations of time-reversible deterministic chaos in small systems with three- and…
We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…
The momentum distribution of particle production in heavy-ion collisions encodes information about thermalization processes in the early-stage quark-gluon plasma. We use kinetic theory to study the far-from-equilibrium evolution of an…
In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…
Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations. As prototypes we study three variants of a…
We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
"\textit{The noise is the signal}"[R. Landauer, Nature \textbf{392}, 658 (1998)] emphasizes the rich information content encoded in fluctuations. This paper assesses the dynamical role of fluctuations of a quantum system driven far from…
To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…
We quantitatively study the probability distribution function (PDF) of cosmological nonlinear density fluctuations from N-body simulations with Gaussian initial condition. In particular, we examine the validity and limitations of one-point…
A longstanding goal of nonequilibrium statistical mechanics has been to extend the conceptual power of the Boltzmann distribution to driven systems. We report some new progress towards this goal. Instead of writing the nonequilibrium…