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A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…

Mesoscale and Nanoscale Physics · Physics 2015-10-28 Michail Tzoufras , Gregory J. Parker , Michael K. Grobis

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

A method-of-moments scheme is invoked to compute the asymptotic, long-time mean (or composite) velocity and dispersivity (effective diffusivity) of a two-state particle undergoing one-dimensional convective-diffusive motion accompanied by a…

Soft Condensed Matter · Physics 2009-11-10 Kevin D. Dorfman , Howard Brenner

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

Statistical Mechanics · Physics 2017-03-22 Tamás Biró , Zoltán Néda

We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…

Statistical Mechanics · Physics 2009-11-10 B. von Haeften , G. Izús , S. Mangioni , A. D. Sánchez , H. S. Wio

The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…

Statistical Mechanics · Physics 2015-06-03 Richard E. Spinney , Ian J. Ford

In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We study the evolution of the energy (mode-power) distribution for a class of randomly perturbed Hamiltonian partial differential equations and derive {\it master equations} for the dynamics of the expected power in the discrete modes. In…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 E. Kirr , M. I. Weinstein

We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…

Analysis of PDEs · Mathematics 2020-01-24 Tau Shean Lim , Yulong Lu , James Nolen

We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…

Statistical Mechanics · Physics 2024-01-08 Matteo Colangeli , Antonio Di Francesco , Lamberto Rondoni

Although coarse-grained models have been widely used to explain exotic phenomena in complex fluids, such as droplet formation in living cells, these conventional approaches often fail to capture the intricate microscopic degrees of freedom…

Soft Condensed Matter · Physics 2025-06-13 Masanari Shimada , Tetsuya J. Kobayashi

The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet

We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Fabio Cecconi , Angelo Vulpiani

In this work we review some recent development in the mathematical modelling of quantitative sociology by means of statistical mechanics. After a short pedagogical introduction to static and dynamic properties of many body systems, we…

Physics and Society · Physics 2009-10-15 Elena Agliari , Adriano Barra , Raffaella Burioni , Pierluigi Contucci

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

Statistical Mechanics · Physics 2009-10-31 S. Artz , M. Schulz , S. Trimper

We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…

Fluid Dynamics · Physics 2014-11-25 Keith Myerscough , Jason Frank , Benedict Leimkuhler

In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to…

Statistical Mechanics · Physics 2010-10-13 Udo Seifert , Thomas Speck

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

Statistical Mechanics · Physics 2011-09-08 Lamberto Rondoni , Carlos Mejia-Monasterio

We study the equilibrium points of a system of equations corresponding to a Bass based model that describes the diffusion of two brands in competition. To increase the understanding of the effects of the cross-brand parameters, we perform a…

Social and Information Networks · Computer Science 2015-06-19 C. E. Laciana , G. Gual , D. Kalmus , N. Oteiza-Aguirre , S. L. Rovere
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