Related papers: On the abrupt change of the maximum likelihood sta…
New results on conditional joint probability distributions of first exit times are presented for a continuous-time stochastic process defined as the mixture of Markov jump processes moving at different speeds on the same finite state space,…
The inherent complexity of biological agents often leads to motility behavior that appears to have random components. Robust stochastic inference methods are therefore required to understand and predict the motion patterns from time…
The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…
Stochastic particle acceleration in turbulent plasmas plays a key role in shaping high-energy emission from relativistic outflows, such as those in Active Galactic Nuclei (AGN) and microquasars. While traditional Fermi-II models provide a…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…
First-order phase transition in a highly correlated electron system can manifest as a dynamic phenomenon. The presence of multiple domains of the coexisting phases average out the dynamical effects making it nearly impossible to predict the…
The theory of alternative stable states and tipping points has garnered substantial attention in the last several decades. It predicts potential critical transitions from one ecosystem state to a completely different state under increasing…
Metastability is an ubiquitous phenomenon in nature, which interests several fields of natural sciences. Its description in the framework of thermodynamics and statistical mechanics has been a taboo for long time since it is a genuine…
Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…
We study the mitigation of climate tipping point transitions using an energy balance model. The evolution of the global mean surface temperature is coupled with the CO2 concentration through the green house effect. We model the CO2…
Quantum stochastic master equations of jump type are formulated in a general way and connections with quantum/classical hybrid systems and quantum filtering theory are discussed. By introducing the notion of ``typical trajectory", we show…
We consider the asymptotic consistency of maximum likelihood parameter estimation for dynamical systems observed with noise. Under suitable conditions on the dynamical systems and the observations, we show that maximum likelihood parameter…
We study the transition probabilities of a two-point measurement on a quantum system, initially prepared in a thermal state. We find two independent constraints on the difference between transition probabilities when the system is prepared…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
Nucleation is considered near the pseudospinodal in a one-dimensional $\phi^4$ model with a non-conserved order parameter and long-range interactions. For a sufficiently large system or a system with slow relaxation to metastable…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
To model a complex system intrinsically separated by a barrier, we use two random Hamiltonians, coupled to each other either by a tunneling matrix element or by an intermediate transition state. We study that model in the universal limit of…
Starting from the instability diagram of a traffic flow model, we derive conditions for the occurrence of congested traffic states, their appearance, their spreading in space and time, and the related increase in travel times. We discuss…
Classical metastability manifests as noise-driven switching between disjoint basins of attraction and slowing down of relaxation, quantum systems like qubits and Rydberg atoms exhibit analogous behavior through collective quantum jumps and…
An adiabatic transition between two equilibrium states corresponding to different stiffnesses in an infinite chain of particles is studied. Initially, the chain particles have random displacements and random velocities corresponding to a…