Related papers: Simple models for strictly non-ergodic stochastic …

Computer simulations were used to study the gel transition occurring in colloidal systems with short range attractions. A colloid-polymer mixture was modelled and the results were compared with mode coupling theory expectations and with the…

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

A stochastic model for a super-position of uncorrelated pulses with a random distribution of and correlations between amplitudes and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing…

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Argo floats measure seawater temperature and salinity in the upper 2,000 m of the global ocean. Statistical analysis of the resulting spatio-temporal dataset is challenging due to its nonstationary structure and large size. We propose…

We first review the phenomenology of viscous liquids and the standard models used for explaining the non-Arrhenius average relaxation time. Then the focus is turned to the so-called elastic models, arguing that these models are all…

We study a model describing the slow flow of a fluid through a deformable, porous, elastic solid undergoing small deformations. The stress-strain relationship of the solid incorporates nonlinear effects, formulated as a perturbation of the…

We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to…

Quasiperiodic systems in one dimension can host non-ergodic states, e.g. localized in position or momentum. Periodic quenches within localized phases yield Floquet eigenstates of the same nature, i.e. spatially localized or ballistic.…

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…

We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger…

The beta distribution serves as a canonical tool for modeling probabilities in statistics and machine learning. However, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent…

At present, the problem to steer a non-Markovian process with minimum energy between specified end-point marginal distributions remains unsolved. Herein, we consider the special case for a non-Markovian process y(t) which, however, assumes…

Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…

In a first part the scope of classical thermodynamics and statistical mechanics is discussed in the broader context of formal dynamical systems, including computer programmes. In this context classical thermodynamics appears as a particular…

The dynamics of the Hamiltonian mean field model is studied in the context of continuous time random walks. We show that the sojourn times in cells in the momentum space are well described by a L\'evy truncated distribution. Consequently…

Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

The aim of this work is the investigation of the statistical properties of local electric fields in an ion-electron two component plasmas for coupled conditions. The stochastic fields at a charged or at a neutral point in plasmas involve…