Related papers: Stochastic state-transition-change process and tim…
Complex systems are composed of many particles or agents that move and interact with one another. The underlying mathematical framework to model many of these systems must incorporate the spatial transport of particles and their…
The piston system (particles in a box) is the simplest and paradigmatic model in traditional thermodynamics. However, the recently established framework of stochastic thermodynamics (ST) fails to apply to this model system due to the…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
The process of fluctuations of trajectory observables of stochastic systems is related to processes with independent increments from the risk theory. The first-passage times of variables of the thermodynamics of trajectories, in particular,…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…
We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…
We consider the motion of planar phase-transition fronts in first-order phase transitions of the Universe. We find the steady state wall velocity as a function of a friction coefficient and thermodynamical parameters, taking into account…
Transition state theory (TST) is generalized for the nonequilibrium system with power-law distributions. The stochastic dynamics that gives rise to the power-law distributions for the reaction coordinate and momentum is modeled by the…
Mechanically induced crystallographic phase transformation that reflects dynamic stress responses of intrinsically stochastic nature is a pertinent yet much less well-understood phenomenon. We focus on understanding the physical…
A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…
We use a simplified model which is based on the same physics as inherent in most statistical models for nuclear multifragmentation. The simplified model allows exact calculations for thermodynamic properties of systems of large number of…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R^d and in some cases provide a full characterisation…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
For the stochastic six-vertex model on the quadrant $\mathbb{Z}_{\geq0}\times\mathbb{Z}_{\geq0}$ with step initial conditions and a single second-class particle at the origin, we show almost sure convergence of the speed of the second-class…
A transient stochastic process is considered strongly transient if conditioned on returning to the starting location, the expected time it takes to return the the starting location is finite. We characterize strong transience for a…
The aim of this letter is to propose a new description to the time varying gravitational constant problem, which naturally implements the Dirac's large numbers hypothesis in a new proposed holographic scenario for the origin of gravity as…