Related papers: Simple models for strictly non-ergodic stochastic …
This thesis is devoted to the theoretical study of slow thermodynamic processes in non-equilibrium stochastic systems. Its main result is a physically and mathematically consistent construction of relevant thermodynamic quantities in the…
A relation between equilibrium, steady-state, and waiting-time dependent dynamical two-time correlation functions in dense glass-forming liquids subject to homogeneous steady shear flow is discussed. The systems under study show pronounced…
Small systems in a thermodynamic medium --- like colloids in a suspension or the molecular machinery in living cells --- are strongly affected by the thermal fluctuations of their environment. Physicists model such systems by means of…
We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…
We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
A new phenomenological model of turbulent fluctuations is constructed by considering the Lagrangian dynamics of 4 points (the tetrad). The closure of the equations of motion is achieved by postulating an anisotropic, i.e. tetrad shape…
Classical cellular automata represent a class of explicit discrete spacetime lattice models in which complex large-scale phenomena emerge from simple deterministic rules. With the goal to uncover different physically distinct classes of…
We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…
Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…
We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum…
We investigate the emergence of universal dynamical scaling in quantum critical spin systems adiabatically driven out of equilibrium, with emphasis on quench dynamics which involves non-isolated critical points (i.e., critical regions) and…
The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…
We introduce a stochastic generalisation of the classical deterministic Floquet-East model, a discrete circuit with the same kinetic constraint as the East model of glasses. We prove exactly that, in the limit of long time and large size,…
We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…
We present simulation results for the dynamics of a schematic model based on the frustration-limited domain picture of glass-forming liquids. These results are compared with approximate theoretical predictions analogous to those commonly…
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…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
Starting from a fine-scale dissipative particle dynamics (DPD) model of self-motile point particles, we derive meso-scale continuum equations by applying a spatial averaging version of the Irving--Kirkwood--Noll procedure. Since the method…
We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…