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We discuss the structure of the equation of motion that governs nucleation processes at first order phase transitions. From the underlying microscopic dynamics of a nucleating system, we derive by means of a non-equilibrium projection…

Statistical Mechanics · Physics 2019-12-04 Anja Kuhnhold , Hugues Meyer , Graziano Amati , Philipp Pelagejcev , Tanja Schilling

The non-Markovian stochastic dynamics involving Levy flights and a potential in the form of a harmonic and non-linear oscillator is discussed. The subordination technique is applied and the memory effects, which are nonhomogeneous, are…

Statistical Mechanics · Physics 2015-07-21 Tomasz Srokowski

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

Quantum memory effects can be related to a bidirectional exchange of information between an open system and its environment, which in turn modifies the state and dynamical behavior of the last one. Nevertheless, non-Markovianity can also be…

Quantum Physics · Physics 2021-01-26 Adrián A. Budini

We study an open-boundary version of the on-off zero-range process introduced in Hirschberg et al. [Phys. Rev. Lett. 103, 090602 (2009)]. This model includes temporal correlations which can promote the condensation of particles, a situation…

Statistical Mechanics · Physics 2015-08-25 Massimo Cavallaro , Raúl J. Mondragón , Rosemary J. Harris

The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…

Statistical Mechanics · Physics 2014-03-31 S. Micciché

With the increasing ubiquity of safety-critical autonomous systems operating in uncertain environments, there is a need for mathematical methods for formal verification of stochastic models. Towards formally verifying properties of…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Adrien Banse , Giannis Delimpaltadakis , Luca Laurenti , Manuel Mazo , Raphaël M. Jungers

We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…

Probability · Mathematics 2007-05-23 J. D. Skufca

Quantum memory effects can be qualitatively understood as a consequence of an environment-to-system backflow of information. Here, we analyze and compare how this concept is interpreted and implemented in different approaches to quantum…

Quantum Physics · Physics 2022-05-09 Adrián A. Budini

The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero…

Statistical Mechanics · Physics 2018-05-09 Markus Nyberg , Ludvig Lizana

Combining experiments on active colloids, whose propulsion velocity can be controlled via a feedback loop, and theory of active Brownian motion, we explore the dynamics of an overdamped active particle with a motility that depends…

In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…

Soft Condensed Matter · Physics 2023-07-26 HyeongTark Han , Sungmin Joo , Takahiro Sakaue , Jae-Hyung Jeon

The interest in non-Markovian dynamics within the complex systems community has recently blossomed, due to a new wealth of time-resolved data pointing out the bursty dynamics of many natural and human interactions, manifested in an…

Statistical Mechanics · Physics 2019-04-25 Antoine Moinet , Michele Starnini , Romualdo Pastor-Satorras

In dense systems of hard-interacting colloidal particles having anisotropic shapes, crystallization pathways represent an interesting frontier. The translational and rotational dynamics of such particles become coupled at higher densities,…

Soft Condensed Matter · Physics 2025-09-12 Debojit Chanda , Thomas G. Mason , Manas Khan

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…

Quantum Physics · Physics 2022-01-26 Stefano Gherardini , Andrea Smirne , Susana F. Huelga , Filippo Caruso

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…

Other Condensed Matter · Physics 2015-06-04 Pawel Romanczuk , Markus Bär , Werner Ebeling , Benjamin Lindner , Lutz Schimansky-Geier

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We study general aspects of active motion with fluctuations in the speed and the direction of motion in two dimensions. We consider the case in which fluctuations in the speed are not correlated to fluctuations in the direction of motion,…

Biological Physics · Physics 2009-11-13 Fernando Peruani , Luis G. Morelli

Turbulent pipe flows exhibit organizational states (OSs) that are labelled by discrete azimuthal wavenumber modes and are reminiscent of the traveling wave solutions of low Reynolds number regimes. The discretized time evolution of the OSs,…

In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…

Probability · Mathematics 2015-03-17 Constantinos Kardaras
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