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The study of dynamical large deviations allows for a characterization of stationary states of lattice gas models out of equilibrium conditioned on averages of dynamical observables. The application of this framework to the two-dimensional…

Statistical Mechanics · Physics 2021-11-05 Ricardo Gutiérrez , Carlos Pérez-Espigares

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

Statistical Mechanics · Physics 2025-12-03 Lucas G. B. de Souza , M. G. E. da Luz , E. P. Raposo , Evaldo M. F. Curado , G. M. Viswanathan

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

Machine Learning · Statistics 2026-01-30 Stanislas Strasman , Gabriel Cardoso , Sylvain Le Corff , Vincent Lemaire , Antonio Ocello

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

Populations and Evolution · Quantitative Biology 2018-07-19 George W. A. Constable , Alan J. McKane

The behavior of a family of dissipative dynamical systems representing transformations of two-dimensional torus is studied on a discrete lattice and compared with that of conservative hyperbolic automorphisms of the torus. Applying…

Computational Physics · Physics 2011-06-21 L. Yu. Barash

We study the distribution of the complex temperature zeros for the partition function of the Ising model on a Sierpinski gasket using an exact recursive relation. Although the zeros arrange on a curve pinching the real axis at T=0 in the…

Condensed Matter · Physics 2009-10-31 R. Burioni , D. Cassi , L. Donetti

A completely integrable dynamical system in discrete time is studied by means of algebraic geometry. The system is associated with factorization of a linear operator acting in a direct sum of three linear spaces into a product of three…

High Energy Physics - Theory · Physics 2008-02-03 I. G. Korepanov

A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…

Statistical Mechanics · Physics 2009-10-31 Ofer Malcai , Ofer Biham , Sorin Solomon

In this paper, we derive a Chen-Strichartz formula for stochastic differential equations driven by Levy processes, that is, we derive a series expansion of the logarithm of the flowmap of the stochastic differential equation in terms of…

Probability · Mathematics 2024-11-12 Kurusch Ebrahimi-Fard , Frederic Patras , Anke Wiese

We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…

Systems and Control · Computer Science 2014-08-12 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

We present the conceptual and technical background required to describe and understand the correlations and fluctuations of the empirical density and current of steady-state diffusion processes on all time scales -- observables central to…

Statistical Mechanics · Physics 2023-04-06 Cai Dieball , Aljaž Godec

We study algebraic properties of partition functions, particularly the location of zeros, through the lens of rapidly mixing Markov chains. The classical Lee-Yang program initiated the study of phase transitions via locating complex zeros…

Data Structures and Algorithms · Computer Science 2025-01-03 Jingcheng Liu , Chunyang Wang , Yitong Yin , Yixiao Yu

In this work we study the stochastic process of two-species coagulation. This process consists in the aggregation dynamics taking place in a ring. Particles and clusters of particles are set in this ring and they can move either clockwise…

Analysis of PDEs · Mathematics 2014-04-22 Carlos Escudero , Fabricio Macia , Raul Toral , Juan J. L. Velazquez

A generalization of the Yang-Lee and Fisher zeros on far-from-equilibrium systems coupled with two thermal baths is proposed. The Yang-Lee zeros were obtained for minimal models which exhibit complicated behavior in the context of the…

Statistical Mechanics · Physics 2009-11-13 K. G. Sargsyan

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…

Dynamical Systems · Mathematics 2015-06-04 Xu Sun , Jinqiao Duan

Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from the sound produced by a violin to the screeching of chalk…

Probability · Mathematics 2023-05-16 Josselin Garnier , Ziyu Lu , Laurent Mertz