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Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…

Physics and Society · Physics 2007-05-23 Marian Anghel , Kenneth A. Werley , Adilson E. Motter

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 conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

Probability · Mathematics 2010-11-15 Jian Ren , Hongbo Fu , Daomin Cao , Jinqiao Duan

Correlations between different regions of a quantum many-body system can be quantified through measures based on entropies of (reduced) subsystem states. For closed systems, several analytical and numerical tools, e.g., hydrodynamic…

Statistical Mechanics · Physics 2022-12-26 Federico Carollo , Vincenzo Alba

Many dynamical systems are subjected to stochastic influences, such as random excitations, noise, and unmodeled behavior. Tracking the system's state and parameters based on a physical model is a common task for which filtering algorithms,…

Signal Processing · Electrical Eng. & Systems 2024-07-03 Jan Grashorn , Matteo Broggi , Ludovic Chamoin , Michael Beer

Using information theory we derive a thermodynamics for systems evolving under a collective motion, i.e. under a time-odd constraint. An illustration within the Lattice gas Model is given for two model cases: a collision between two complex…

Nuclear Theory · Physics 2015-06-26 F. Gulminelli , PH. Chomaz

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

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…

Statistical Mechanics · Physics 2019-09-23 Tan Van Vu , Yoshihiko Hasegawa

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

We investigate the smallest set of requirements for inducing non-Markovian dynamics in a collisional model of open quantum systems. This is done by introducing correlations in the state of the environment and analyzing the divisibility of…

Quantum Physics · Physics 2014-09-24 N. K. Bernardes , A. R. R. Carvalho , C. H. Monken , M. F. Santos

A non-Markovian stochastic Schroedinger equation for a quantum system coupled to an environment of harmonic oscillators is presented. Its solutions, when averaged over the noise, reproduce the standard reduced density operator without any…

Quantum Physics · Physics 2009-10-31 Walter T Strunz , Lajos Diosi , Nicolas Gisin

In this paper, we propose a stochastic cellular automaton model of traffic flow extending two exactly solvable stochastic models, i.e., the asymmetric simple exclusion process and the zero range process. Moreover it is regarded as a…

Statistical Mechanics · Physics 2009-05-26 Masahiro Kanai , Katsuhiro Nishinari , Tetsuji Tokihiro

Physical systems are often simulated using a stochastic computation where different final states result from identical initial states. Here, we derive the minimum energy cost of simulating a complex data set of a general physical system…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Karoline Wiesner , Mile Gu , Elisabeth Rieper , Vlatko Vedral

On the one hand, the dissipated heat of a thermodynamic work extraction process upper bounds the non-predictive information, which the associated system encodes about its environment. Thus, emergent information processing capabilities can…

Neurons and Cognition · Quantitative Biology 2020-09-10 Kai Ueltzhöffer

We analyze energy spreading for a system that features mixed chaotic phase-space, whose control parameters (or slow degrees of freedom) vary quasi-statically. For demonstration purpose we consider the restricted 3~body problem, where the…

Statistical Mechanics · Physics 2022-05-10 Yehoshua Winsten , Doron Cohen

Manipulating the dynamics of open quantum systems is a crucial requirement for large-scale quantum computers. Finding ways to overcome or extend decoherence times is a challenging task. Already at the level of a single two-level atom, its…

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

We apply a recently proposed novel thermostating mechanism to an interacting many-particle system where the bulk particles are moving according to Hamiltonian dynamics. At the boundaries the system is thermalized by deterministic and…

chao-dyn · Physics 2009-10-31 C. Wagner , R. Klages , G. Nicolis

Small systems in a thermodynamic medium --- like colloids in a suspension or the molecular machinery in living cells --- are strongly affected by the thermal fluctuations of their environment. Physicists model such systems by means of…

Statistical Mechanics · Physics 2014-10-16 Bernhard Altaner
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