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The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane

We consider passive Brownian particles trapped in an "imperfect" harmonic trap. The trap is imperfect because it is randomly turned off and on, and as a result, particles fail to equilibrate. Another way to think about this is to say that a…

Statistical Mechanics · Physics 2024-10-10 Derek Frydel

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

Functional Analysis · Mathematics 2018-03-13 Richard C. Kraaij

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

Probability · Mathematics 2016-11-01 L. Avena , O. Blondel , A. Faggionato

We study the entanglement Hamiltonian for free-fermion chains with a particular form of inhomogeneity. The hopping amplitudes and chemical potentials are chosen such that the single-particle eigenstates are related to discrete orthogonal…

Statistical Mechanics · Physics 2025-11-04 Pierre-Antoine Bernard , Riccarda Bonsignori , Viktor Eisler , Gilles Parez , Luc Vinet

Rich phenomenology emerges at the intersection of non-Hermiticity and many-body dynamics, yet physically realizable implementations remain challenging. In this work, we propose a general formalism that maps non-Hermitian many-body…

Other Condensed Matter · Physics 2025-09-09 Zichang Hao , Wei Jie Chan , Ching Hua Lee

Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…

Statistical Mechanics · Physics 2013-02-05 Yu. E. Kuzovlev

Many processes in chemistry, physics, and biology depend on thermally activated events in which the system changes its state by surmounting an activation barrier. Examples range from chemical reactions, protein folding, and nucleation…

Chemical Physics · Physics 2023-04-26 Pierpaolo Pravatto , Barbara Fresch , Giorgio J. Moro

Mixed optimal stopping and stochastic control problems define variational inequalities with non-linear Hamilton-Jacobi-Bellman (HJB) operators, whose numerical solution is notoriously difficult and lack of reliable benchmarks. We first use…

Optimization and Control · Mathematics 2025-05-27 Yun Zhao , Harry Zheng

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

Probability · Mathematics 2022-05-04 Iddo Ben-Ari , Behrang Forghani

We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free end times. First, and in order to establish a dual…

Optimization and Control · Mathematics 2019-09-12 Samer Dweik , Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

We study the constrained Ostrogradski-Hamilton framework for the equations of motion provided by mechanical systems described by second-order derivative actions with a linear dependence in the accelerations. We stress out the peculiar…

Mathematical Physics · Physics 2016-06-30 Miguel Cruz , Rosario Gomez-Cortes , Alberto Molgado , Efrain Rojas

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

Mathematical Physics · Physics 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…

Probability · Mathematics 2015-03-17 Constantinos Kardaras

We investigate the statistical properties of the complexness parameter which characterizes uniquely complexness (biorthogonality) of resonance eigenstates of open chaotic systems. Specifying to the regime of isolated resonances, we apply…

Other Condensed Matter · Physics 2009-11-10 Charles Poli , Dmitry Savin , Olivier Legrand , Fabrice Mortessagne

Most biochemical reactions in living cells are open systems interacting with environment through chemostats to exchange both energy and materials. At a mesoscopic scale, the number of each species in those biochemical reactions can be…

Optimization and Control · Mathematics 2022-11-08 Yuan Gao , Jian-Guo Liu

A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…

Statistical Mechanics · Physics 2021-03-18 Tristan Gautié , Naftali R. Smith

We consider the classical response of a strongly chaotic Hamiltonian system. The spectrum of such a system consists of discrete complex Ruelle-Pollicott (RP) resonances which manifest themselves in the behavior of the correlation and…

Chaotic Dynamics · Physics 2009-11-13 Sergey V. Malinin , Vladimir Y. Chernyak

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

This paper presents a useful compact formula for deriving an effective Hamiltonian describing the time-averaged dynamics of detuned quantum systems. The formalism also works for ensemble-averaged dynamics of stochastic systems. To…

Quantum Physics · Physics 2009-11-13 Daniel F. V. James , Jonathan Jerke