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Kramers-Moyal coefficients provide a simple and easily visualized method with which to analyze stochastic time series, particularly nonlinear ones. One mechanism that can affect the estimation of the coefficients is geometric projection…
The developing of (non-Markovian) memory effects strongly depends on the underlying system-environment dynamics. Here we study this problem in multipartite arrangements where all subsystems are coupled to each other by non-diagonal…
Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…
The non-Markovianity of an arbitrary open quantum system is analyzed in reference to the multi-time statistics given by its monitoring at discrete times. On the one hand, we exploit the hierarchy of inhomogeneous transfer tensors, which…
Memoryless processes are ubiquitous in nature, in contrast with the mathematics of open systems theory, which states that non-Markovian processes should be the norm. This discrepancy is usually addressed by subjectively making the…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
To investigate the impact of non-linear interactions on dynamic coarse graining, we study a simplified model system, featuring a tracer particle in a complex environment. Using a projection operator formalism and computer simulations, we…
It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
Non-Markovian systems form a broad area of physics that remains greatly unexplored despite years of intensive investigations. The spotlight is on memory as a source of effects that are absent in their Markovian counterparts. In this work we…
Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…
Markovian memory embedded in a binary system is shaping its evolution on the basis of its current state and introduces either clustering or dispersion of binary states. The consequence is directly observed in the lengthening or shortening…
We develop an exact framework to describe the non-Markovian dynamics of an open quantum system interacting with an environment modeled by a generalized spectral density function. The approach relies on mapping the initial system onto an…
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We…
The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…
Non-homogeneous chain environments (e.g. segmented ion traps) are investigated through an exact diagonalization approach. Different spectral densities, including band-gaps, can be engineered to separately assess memory effects. Environment…
The reduced density matrix that characterises the state of an open quantum system is a projection from the full density matrix of the quantum system and its environment, and there are many full density matrices consistent with a given…
A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…