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We extend the phase field crystal method for nonequilibrium patterning to stochastic systems with external source where transient dynamics is essential. It was shown that at short time scales the system manifests pattern selection…

Statistical Mechanics · Physics 2011-01-18 D. Kharchenko , V. Kharchenko , I. Lysenko

We study a statistical model consisting of $N$ basic units which interact with each other by exchanging a physical entity, according to a given microscopic random law, depending on a parameter $\lambda$. We focus on the equilibrium or…

Statistical Mechanics · Physics 2009-11-10 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski

The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic…

Statistical Mechanics · Physics 2009-11-10 B. Spagnolo , D. Valenti , A. Fiasconaro

Economic systems are similar with physic systems for their large number of individuals and the exist of equilibrium. In this paper, we present a model applying the equilibrium statistical model in economic systems. Consistent with…

General Finance · Quantitative Finance 2015-04-17 Zhiwu Zheng

Cognitive processes undergo various fluctuations and transient states across different temporal scales. Superstatistics are emerging as a flexible framework for incorporating such non-stationary dynamics into existing cognitive model…

Neurons and Cognition · Quantitative Biology 2024-10-02 Lukas Schumacher , Martin Schnuerch , Andreas Voss , Stefan T. Radev

This article proposes a dynamical system modeling approach for the analysis of longitudinal data of self-regulated systems experiencing multiple excitations. The aim of such an approach is to focus on the evolution of a signal (e.g., heart…

We present novel monotone comparative statics results for steady-state behavior in a dynamic optimization environment with misspecified Bayesian learning. Building on \cite{ep21a}, we analyze a Bayesian learner whose prior is over…

Theoretical Economics · Economics 2025-03-17 Aniruddha Ghosh

This paper proposes a theory that bridges classical analytical mechanics and nonequilibrium thermodynamics. Its intent is to derive the evolution equations of a system from a stationarity principle for a suitably augmented Lagrangian…

Statistical Mechanics · Physics 2022-11-10 Paolo Podio-Guidugli , Epifanio G. Virga

We discuss a general method of model selection from experimentally recorded time-trace data. This method can be used to distinguish between quantum and classical dynamical models. It can be used in post-selection as well as for real-time…

We propose a general classification of nonequilibrium steady states in terms of their stationary probability distribution and the associated probability currents. The stationary probabilities can be represented graph-theoretically as…

Statistical Mechanics · Physics 2009-11-11 R. K. P. Zia , B. Schmittmann

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Statistical Mechanics · Physics 2016-03-23 Stephan Eule , Jakob Metzger

Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take…

Statistical Mechanics · Physics 2016-10-04 Leticia F. Cugliandolo

The method of statistical differentials, which approximates the mean and variance of transformations of random variables is used in many areas of mathematics. This paper will discuss the conditions under which such an approximation will be…

Probability · Mathematics 2007-05-23 Rohitha Goonatilake

We study continuity, and lack thereof, of thermodynamical properties for one-dimensional dynamical systems. Under quite general hypotheses, the free energy is shown to be almost upper-semicontinuous: some normalised component of a limit…

Dynamical Systems · Mathematics 2020-03-13 Neil Dobbs , Mike Todd

Ordinary differential equations have been used to model dynamical systems in a broad range. Model checking for parametric ordinary differential equations is a necessary step to check whether the assumed models are plausible. In this paper…

Statistics Theory · Mathematics 2020-03-26 Ran Liu , Yun Fang , Lixing Zhu

We consider the general problem of determining the steady state of stochastic nonequilibrium systems such as those that have been used to model (among other things) biological transport and traffic flow. We begin with a broad overview of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe , M. R. Evans

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

We consider hypothesis testing of binary causal queries using observational data. Since the mapping of causal models to the observational distribution that they induce is not one-to-one, in general, causal queries are often only partially…

Methodology · Statistics 2026-02-27 Sourbh Bhadane , Joris M. Mooij , Philip Boeken , Onno Zoeter

We provide an algorithm based on weighted-ensemble (WE) methods, to accurately sample systems at steady state. Applying our method to different one- and two-dimensional models, we succeed to calculate steady state probabilities of order…

Statistical Mechanics · Physics 2015-06-15 Justus A. Kromer , Lutz Schimansky-Geier , Raul Toral

Animal behavior and evolution can often be described by game-theoretic models. Although in many situations, the number of players is very large, their strategic interactions are usually decomposed into a sum of two-player games. Only…

Populations and Evolution · Quantitative Biology 2007-05-23 Dominik Kaminski , Jacek Miekisz , Marcin Zaborowski
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