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We investigate the dynamic behavior of finite-size systems close to a first-order transition (FOT). We develop a dynamic finite-size scaling (DFSS) theory for the dynamic behavior in the coexistence region where different phases coexist. It…

Statistical Mechanics · Physics 2017-07-19 Andrea Pelissetto , Ettore Vicari

We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the partition to vary with the number of observations. Imposing no…

Statistics Theory · Mathematics 2026-05-06 Martin Bladt , Rasmus Frigaard Lemvig

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…

Probability · Mathematics 2016-01-08 Luisa Beghin

In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…

Probability · Mathematics 2013-03-28 Enzo Orsingher , Federico Polito

We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum…

Mathematical Physics · Physics 2016-10-11 Anatoly N. Kochubei , Yuri Kondratiev

We consider the nonlinear Duffing oscillator in presence of fractional damping which is characteristic in different physical situations. The system is studied with a smaller and larger damping parameter value, that we call the underdamped…

Chaotic Dynamics · Physics 2024-03-18 Mattia Coccolo , Jesús M. Seoane , Stefano Lenci , Miguel A. F. Sanjuán

Scale invariance is a central organizing principle in physics, underlying phenomena that range from critical behaviour in statistical mechanics to transport and chaos in nonlinear dynamical systems. Here we present a unified and physically…

Statistical Mechanics · Physics 2026-02-23 Edson D. Leonel , Diego F. M. Oliveira

Recently the so-called Prabhakar generalization of the fractional Poisson counting process attracted much interest for his flexibility to adapt real world situations. In this renewal process the waiting times between events are IID…

Probability · Mathematics 2020-12-10 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

When an oscillator switches abruptly between different frequencies, there is some ambiguity in deciding how the system should be modelled at the switch. Here we describe two seemingly natural models of a switch in a simple…

Dynamical Systems · Mathematics 2022-12-28 Carles Bonet , Mike R. Jeffrey , Pau Martín , Josep M. Olm

The dynamic and kinetic behavior of processes occurring in fractals with spatial discrete scale invariance (DSI) is considered. Spatial DSI implies the existence of a fundamental scaling ratio (b_1). We address time-dependent physical…

Statistical Mechanics · Physics 2009-11-13 M. A. Bab , G. Fabricius , Ezequiel V. Albano.

We study abrupt changes in the dynamics and/or steady state of fermionic dissipative systems produced by small changes of the system parameters. Specifically, we consider open fermionic systems whose dynamics is described by master…

Quantum Physics · Physics 2013-02-18 Birger Horstmann , J. Ignacio Cirac , Géza Giedke

In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for the noise, we study least squares and maximum likelihood…

Statistics Theory · Mathematics 2017-12-15 Héctor Araya , Natalia Bahamonde , Tania Roa , Soledad Torres

The fractional Poisson process (FPP) generalizes the standard Poisson process by replacing exponentially distributed return times with Mittag-Leffler distributed ones with an extra tail parameter, allowing for greater flexibility. The FPP…

Applications · Statistics 2025-11-12 Merle Mendel , Roland Fried

We investigate how the scaling behavior of finite systems at magnetic first-order transitions (FOTs) with relaxational dynamics changes in correspondence of various boundary conditions. As a theoretical laboratory we consider the…

Statistical Mechanics · Physics 2019-07-24 Pierpaolo Fontana

High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood of future events. In this paper, we are concerned with…

Methodology · Statistics 2020-06-08 Daren Wang , Yi Yu , Rebecca Willett

Stable limit cycle as a stabilized mechanical oscillation is the primary result of the dynamical evolution of an optomechanical system under sufficiently powerful pump. Because this dynamical process is highly nonlinear, it was not clear…

Optics · Physics 2024-10-15 Han Xiao Zhang , Vitalie Eremeev , Jinhui Wu , Miguel Orszag , Bing He

Kinetic plasma processes, such as magnetic reconnection, collisionless shocks, and turbulence, are fundamental to the dynamics of astrophysical and laboratory plasmas. Simulating these processes often requires particle-in-cell (PIC)…

Plasma Physics · Physics 2025-06-11 S. R. Totorica , K. V. Lezhnin , W. Fox

In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

This paper is devoted to studying the asymptotic behaviour of solutions to generalized non-commensurate fractional systems. To this end, we first consider fractional systems with rational orders and introduce a criterion that is necessary…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm , Safoura Hashemishahraki , Ha Duc Thai , Hoang The Tuan

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon
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