Related papers: Ergodic descriptors of nonergodic stochastic proce…
The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…
The ergodic hypothesis outgrew from the ancient conception of motion as periodic or quasi periodic. It did cause a revision of our views of motion, particularly through Boltzmann and Poincar\'e: we discuss how Boltmann's conception of…
Numerical simulations have shown that certain driven nonlinear systems can be characterized by mean-field statistical properties often associated with ergodic dynamics [C.D. Ferguson, W. Klein, and J.B. Rundle, Phys. Rev. E 60, 1359 (1999);…
The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…
The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…
The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…
This paper studies the spread dynamics of a stochastic SIRS epidemic model with nonlinear incidence and varying population size, which is formulated as a piecewise deterministic Markov process. A threshold dynamic determined by the basic…
The mathematical definitions of distinct concepts that are needed in building an ergodicity detection algorithm are introduced in a framework. This algorithmic framework is expressed in a discrete setting in an accessible manner for broader…
Given pseudo-random binary sequence of length $L$, assuming it consists of $k$ sub-sequences of length $N$. We estimate how $k$ scales with growing $N$ to obtain a {\it limiting} ergodic behaviour, to fulfill the basic definition of…
We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…
Biological systems are typically highly open, non-equilibrium systems that are very challenging to understand from a statistical mechanics perspective. While statistical treatments of evolutionary biological systems have a long and rich…
We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…
We suggest employing log-ergodic processes to simulate the velocity of money in an ergodic manner. Our approach sheds light on economic behavior, policy implications, and financial dynamics by maintaining long-term stability. By bridging…
We show that fundamental thermodynamic relations can be derived from deterministic mechanics for a non-ergodic system. This extend a similar derivation for ergodic systems and suggests that ergodicity should not be considered as a…
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 dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
Ergodicity is a fundamental requirement for a dynamical system to reach a state of statistical equilibrium. On the other hand, it is known that in slow-fast systems ergodicity of the fast sub- system impedes the equilibration of the whole…