Related papers: Differential diffusion model with two equilibrium …

Instabilities and pattern formation is the rule in nonequilibrium systems. Selection of a persistent lengthscale, or coarsening (increase of the lengthscale with time) are the two major alternatives. When and under which conditions one…

In this paper, we present the double smoothed nonparametric approach for infinitesimal conditional volatility of jump-diffusion model based on high frequency data. Under certain minimal conditions, we obtain the strong consistency and…

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

Reaction-diffusion systems driven far from thermodynamic equilibrium through the injection of energy can support multiple distinct spatial patterns that persist as long-lived dynamical phases. The stability of these metastable phases is not…

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

The aim of this paper is to use large deviation theory in order to compute the entropy of macrostates for the microcanonical measure of the shallow water system. The main prediction of this full statistical mechanics computation is the…

This paper introduces a novel framework for causal inference in spatial economics that explicitly models the stochastic transition from partial to general equilibrium effects. We develop a Denoising Diffusion Probabilistic Model (DDPM)…

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…

We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…

We introduce and analyze several variants of a system of differential equations which model the dynamics of social outbursts, such as riots. The systems involve the coupling of an explicit variable representing the intensity of rioting…

A two-temperature linear spin model is presented that allows an easily understandable introduction to non-equilibrium statistical physics. The model is one that includes the concepts that are typical of more realistic non-equilibrium models…

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can…

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

We study a stochastic epidemic model consisting of elements (organisms in a community or cells in tissue) with fixed positions, in which damage or disease is transmitted by diffusing agents ("signals") emitted by infected individuals. The…

Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…

The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma…

We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potential, our approach relies on the eigenvalues and the…