Related papers: Differential diffusion model with two equilibrium …

We develop a practical framework for distinguishing diffusive stochastic processes from deterministic signals using only a single discrete time series. Our approach is based on classical excursion and crossing theorems for continuous…

In equilibrium systems with short-ranged interactions, the relative stability of different thermodynamic states generally does not depend on system size (as long as this size is larger than the interaction range). Here, we use a large…

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

In contrast to equilibrium systems, non-equilibrium steady states depend explicitly on the underlying dynamics. Using Monte Carlo simulations with Metropolis, Glauber and heat bath rates, we illustrate this expectation for an Ising lattice…

As the quantification of metabolism, nonequilibrium steady states play a central role in living matter, but are beyond the purview of equilibrium statistical mechanics. Here we develop a fermionic theory of nonequilibrium steady states in…

We propose a stochastic volatility model for time series of curves. It is motivated by dynamics of intraday price curves that exhibit both between days dependence and intraday price evolution. The curves are suitably normalized to…

Just as transition rates in a canonical ensemble must respect the principle of detailed balance, constraints exist on transition rates in driven steady states. I derive those constraints, by maximum information-entropy inference, and apply…

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

We study a class of non-equilibrium lattice models describing local redistributions of a globally conserved quantity, which is interpreted as an energy. A particular subclass can be solved exactly, allowing to define a statistical…

We develop the mathematics of a filtration shrinkage model that has recently been considered in the credit risk modeling literature. Given a finite collection of points $x_1<...<x_N$ in $\mathbb{R}$, the region indicator function $R(x)$…

We consider a continuum aggregation model with nonlinear local repulsion given by a degenerate power-law diffusion with general exponent. The steady states and their properties in one dimension are studied both analytically and numerically,…

Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…

We investigate the uniform reshuffling model for money exchanges: two agents picked uniformly at random redistribute their dollars between them. This stochastic dynamics is of mean-field type and eventually leads to a exponential…

We consider a controlled second order differential equation which is partially observed with an additional fractional noise. we study the asymptotic (for large observation time) design problem of the input and give an efficient estimator of…

We study the effect of quenched disorder on nonequilibrium systems of interacting particles, specifically, driven diffusive lattice gases with spatially disordered jump rates. The exact steady-state measure is found for a class of models…

This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…

We present a theory of particles, obeying intermediate statistics ("anyons"), interpolating between Bosons and Fermions, based on the principle of Detailed Balance. It is demonstrated that the scattering probabilities of identical particles…

The power spectral density of an observable quantifies the amount of fluctuations at a given frequency and can reveal the influence of different timescales on the observable's dynamics. Here, we show that the spectral density in a…

We simulate by lattice Boltzmann the steady shearing of a binary fluid mixture undergoing phase separation with full hydrodynamics in two dimensions. Contrary to some theoretical scenarios, a dynamical steady state is attained with finite…