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We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…

Statistical Mechanics · Physics 2023-06-02 Haoran Yang , Hao Ge

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

Spectral properties and transition to instability in neutral delay differential equations are investigated in the limit of large delay. An approximation of the upper boundary of stability is found and compared to an analytically derived…

Chaotic Dynamics · Physics 2012-09-21 Y. N. Kyrychko , K. B. Blyuss , P. Hoevel , E. Schoell

The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Probability · Mathematics 2011-10-20 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger

This paper studies the stability of an abstract thermoelastic system with Cattaneo's law, which describes finite heat propagation speed in a medium. We introduce a region of parameters containing coupling, thermal dissipation, and possible…

Analysis of PDEs · Mathematics 2024-09-23 Chenxi Deng , Zhong-Jie Han , Zhaobin Kuang , Qiong Zhang

In this paper we consider the model of phase relaxation introduced in [22], where an asymptotic analysis is performed toward an integral formulation of the Stefan problem when the relaxation parameter approaches zero. Assuming the natural…

Analysis of PDEs · Mathematics 2024-05-10 Vincenzo Recupero

Stress-based ensembles incorporating temperature-like variables have been proposed as a route to an equation of state for granular materials. To test the efficacy of this approach, we perform experiments on a two-dimensional photoelastic…

Soft Condensed Matter · Physics 2019-01-30 Ephraim S. Bililign , Jonathan E. Kollmer , Karen E. Daniels

Based on the popular Caputo fractional derivative of order $\beta$ in $(0,1)$, we define the censored fractional derivative on the positive half-line $\mathbb R_+$. This derivative proves to be the Feller generator of the censored (or…

Classical Analysis and ODEs · Mathematics 2021-08-31 Qiang Du , Lorenzo Toniazzi , Zirui Xu

In the continuous time random walk model, the time-fractional operator usually expresses an infinite waiting time probability density. Different from that usual setting, this work considers the tempered time-fractional operator, which…

Numerical Analysis · Mathematics 2021-12-16 Libo Feng , Fawang Liu , Vo V. Anh , Shanlin Qin

This paper is concerned with the evolution dynamics of local times of a spectrally positive stable process in the spatial direction. The main results state that conditioned on the finiteness of the first time at which the local time at zero…

Probability · Mathematics 2024-01-31 Wei Xu

In Part I of this contribution, a systematic coarse-grained description of the dynamics of a weakly-bending semiflexible polymer was developed. Here, we discuss analytical solutions of the established deterministic partial…

Soft Condensed Matter · Physics 2007-12-04 Oskar Hallatschek , Erwin Frey , Klaus Kroy

Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…

Probability · Mathematics 2018-11-15 Luisa Beghin , Costantino Ricciuti

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

We study the exit time $\tau=\tau_{(0,\infty)}$ for 1-dimensional strictly stable processes and express its Laplace transform at $t^\alpha$ as the Laplace transform of a positive random variable with explicit density. Consequently, $\tau$…

Probability · Mathematics 2011-03-23 Piotr Graczyk , Tomasz Jakubowski

Linear fractional stable motion, denoted by $\{X_{H,\al}(t)\}_{t\in \R}$, is one of the most classical stable processes; it depends on two parameters $H\in (0,1)$ and $\al\in (0,2)$. The parameter $H$ characterizes the self-similarity…

Statistics Theory · Mathematics 2013-02-08 Antoine Ayache , Julien Hamonier

Recent results in the literature provide computational evidence that stabilized semi-implicit time-stepping method can efficiently simulate phase field problems involving fourth-order nonlinear dif- fusion, with typical examples like the…

Numerical Analysis · Mathematics 2016-06-22 Dong Li , Zhonghua Qiao , Tao Tang

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…

Probability · Mathematics 2020-11-05 Nikolai Leonenko , Claudio Macci , Barbara Pacchiarotti

To describe the small-scale intermittency of turbulence, a self-similarity is assumed for the probability density function of a logarithm of the rate of energy dissipation smoothed over a length scale among those in the inertial range. The…

Fluid Dynamics · Physics 2015-03-30 H. Mouri

The steady states of dynamical processes can exhibit stable nontrivial phases, which can also serve as fault-tolerant classical or quantum memories. For Markovian quantum (classical) dynamics, these steady states are extremal eigenvectors…

Quantum Physics · Physics 2024-02-13 Tibor Rakovszky , Sarang Gopalakrishnan , Curt von Keyserlingk