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The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility…

Probability · Mathematics 2016-05-10 Rainer Dahlhaus , Sophon Tunyavetchakit

Time-dependent fluid dynamics plays a crucial role in both natural phenomena and industrial applications. Understanding the flow instabilities and transitions within these dynamical systems is essential for predicting and controlling their…

Fluid Dynamics · Physics 2025-06-25 Mengqi Zhang

The time evolution of correlation functions in statistical systems is described by an exact functional differential equation for the corresponding generating functionals. This allows for a systematic discussion of non-equilibrium physics…

High Energy Physics - Theory · Physics 2009-10-30 Christof Wetterich

Dynamical heterogeneities -- strong fluctuations near the glass transition -- are believed to be crucial to explain much of the glass transition phenomenology. One possible hypothesis for their origin is that they emerge from soft…

Soft Condensed Matter · Physics 2012-01-10 Karina E. Avila , Horacio E. Castillo , Azita Parsaeian

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…

Statistical Mechanics · Physics 2017-06-14 Paul M. Geffert , Wolfram Just

Time crystals are genuinely non-equilibrium quantum phases of matter that break time-translational symmetry. While in non-equilibrium closed systems time crystals have been experimentally realized, it remains an open question whether or not…

Quantum Physics · Physics 2020-05-27 Andreu Riera-Campeny , Maria Moreno-Cardoner , Anna Sanpera

We perform molecular-dynamics simulations of a molecular system in supercooled states for different values of inertia parameters to provide evidence that the long-time dynamics depends only on the equilibrium structure. This observation is…

Soft Condensed Matter · Physics 2009-11-10 S. -H. Chong , F. Sciortino

Many molecular systems and physical phenomena are controlled by local fluctuations and microscopic dynamical rearrangements of the constitutive interacting units that are often difficult to detect. This is the case, for example, of phase…

A relation between equilibrium, steady-state, and waiting-time dependent dynamical two-time correlation functions in dense glass-forming liquids subject to homogeneous steady shear flow is discussed. The systems under study show pronounced…

Soft Condensed Matter · Physics 2015-05-18 Matthias Krüger , Fabian Weysser , Thomas Voigtmann

We use time-resolved X-Photon Correlation Spectroscopy to investigate the slow dynamics of colloidal gels made of moderately attractive carbon black particles. We show that the slow dynamics is temporally heterogeneous and quantify its…

Soft Condensed Matter · Physics 2011-11-09 Veronique Trappe , Estelle Pitard , Laurence Ramos , Aymeric Robert , Hugo Bissig , Luca Cipelletti

We present a dynamical log-stable process for the spatio-temporal evolution of the energy-dissipation field in fully developed turbulence. The process is constructed from multifractal scaling relations required for two-point correlators of…

Statistical Mechanics · Physics 2007-05-23 J. Schmiegel , M. Greiner

The structural relaxations of a dense, binary mixture of charged hard spheres are studied using the Mode Coupling Theory (MCT). Qualitative differences to non--ionic systems are shown to result from the long--range Coulomb interaction and…

Condensed Matter · Physics 2007-05-23 Matthias Fuchs

A discrete--dynamics model, which is specified solely in terms of the system's equilibrium structure, is defined for the density correlators of a simple fluid. This model yields results for the evolution of glassy dynamics which are…

Disordered Systems and Neural Networks · Physics 2011-08-12 T. Franosch , W. Götze , M. R. Mayr , A. P. Singh

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

Probability · Mathematics 2016-04-27 Erkan Nane , Yinan Ni

We consider linear, time-dependent and skew-adjoint perturbations of periodic transport equations on the one-dimensional torus. We describe the long-time behavior of solutions for all non-degenerate perturbations in resonant regime, proving…

Analysis of PDEs · Mathematics 2025-11-25 Maria Teresa Rotolo

We introduce a set of theoretical ideas that form the basis for an analytical framework capable of describing nonequilibrium dynamics in glassy systems. We test the resulting scenario by comparing its predictions with numerical simulations…

Statistical Mechanics · Physics 2009-11-07 Horacio E. Castillo , Claudio Chamon , Leticia F. Cugliandolo , Malcolm P. Kennett

We test a hypothesis for the origin of dynamical heterogeneity in slowly relaxing systems, namely that it emerges from soft (Goldstone) modes associated with a broken continuous symmetry under time reparametrizations. We do this by…

Disordered Systems and Neural Networks · Physics 2013-10-30 Karina E. Avila , Horacio E. Castillo , Azita Parsaeian

We solve numerically the equations of nonlinear fluctuating hydrodynamics (NFH) for the supercooled liquid. The time correlation of the density fluctuations in equilibrium obtained here shows quantitative agreement with molecular…

Soft Condensed Matter · Physics 2008-10-02 Bhaskar Sen Gupta , Shankar P. Das , Jean-Louis Barrat

By means of molecular dynamics computer simulations we investigate the out of equilibrium relaxation dynamics of a simple glass former, a binary Lennard-Jones system, after a quench to low temperatures. We study both one time quantities and…

Disordered Systems and Neural Networks · Physics 2009-10-31 Walter Kob , Jean-Louis Barrat