Related papers: Dynamical Lee-Yang zeros for continuous-time and d…
We formulate dynamical rate equations for physical processes driven by a combination of diffusive growth, size fragmentation and fragment coagulation. Initially, we consider processes where coagulation is absent. In this case we solve the…
We study the quench dynamics in a $Z_3$ symmetric chiral clock model (CCM). The results reveal that chiral phases can lead to the emergence of dynamical quantum phase transition (DQPT). By analyzing Lee-Yang-Fisher zeros' distribution in…
We report on a new method to extract thermodynamic properties from the density of partition function zeroes on finite lattices. This allows direct determination of the order and strength of phase transitions numerically. Furthermore, it…
The recently developed short-time linear response algorithm, which predicts the average response of a nonlinear chaotic system with forcing and dissipation to small external perturbation, generally yields high precision of the response…
We study Markovian stochastic motion on a graph with finite number of nodes and adiabatically periodically driven transition rates. We show that, under general conditions, the quantized currents that appear at low temperatures are a…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
We investigate the properties of a continuous time GARCH process as the solution to a L\'evy driven stochastic functional integral equation. This process occurs as a weak limit of a sequence of discrete time GARCH processes as the time…
Complex physical dynamics can often be modeled as a Markov jump process between mesoscopic configurations. When jumps between mesoscopic states are mediated by thermodynamic reservoirs, the time-irreversibility of the jump process is a…
The paper is devoted to a systematic study of the duality of processes in the sense that $E f(X_t^x,y)=E f (x, Y_t^y)$ for a certain $f$. This classical topic has well known applications in interacting particles, intertwining,…
As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…
Due to their relevance in controller design, we consider the problem of determining the $\mathcal{L}^2$-gain, passivity properties and conic relations of an input-output system. While, in practice, the input-output relation is often…
We present a method for investigating the steady-state transport properties of one-dimensional correlated quantum systems. Using a procedure based on our analysis of finite-size effects in a related classical model (LC line) we show that…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by…
The present paper proposes a stochastic model of the traffic flow. This model has a discrete set of states and the continuous time. The model is a generalization of the discrete stochastis model that has been considered in a previous paper…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
All of the thermodynamic information on a statistical mechanical system is encoded in the locus and density of its partition function zeroes. Recently, a new technique was developed which enables the extraction of the latter using…
Logarithmic growth-rates are fundamental observables for describing ecological systems and the characterization of their distributions with analytical techniques can greatly improve their comprehension. Here a neutral model based on a…
Stochastic processes are shown to emerge from the time evolution of complex quantum systems. Using parametric, banded random matrix ensembles to describe a quantum chaotic environment, we show that the dynamical evolution of a particle…
We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…