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Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…

Statistical Mechanics · Physics 2024-01-08 Matteo Colangeli , Antonio Di Francesco , Lamberto Rondoni

Here we numerically study a model of excitable media, namely, a network with occasionally quiet nodes and connection weights that vary with activity on a short-time scale. Even in the absence of stimuli, this exhibits unstable dynamics,…

Disordered Systems and Neural Networks · Physics 2015-05-19 S. de Franciscis , J. J. Torres , J. Marro

Network dynamics may be viewed as a process of change in the edge structure of a network, in the vertex set on which edges are defined, or in both simultaneously. Though early studies of such processes were primarily descriptive, recent…

Methodology · Statistics 2011-03-29 Zack W. Almquist , Carter T. Butts

The equilibrium distribution function determines macroscopic observables in statistical physics. While conventional methods correct equilibrium distributions in weakly nonlinear or near-integrable systems, they fail in strongly nonlinear…

Statistical Mechanics · Physics 2025-07-11 Jialin Zhang , Yong Zhang , Hong Zhao

A two-temperature linear spin model is presented that allows an easily understandable introduction to non-equilibrium statistical physics. The model is one that includes the concepts that are typical of more realistic non-equilibrium models…

Statistical Mechanics · Physics 2009-11-13 I. Mazilu , H. T. Williams

Nonequilibrium states of closed quantum many-body systems defy a thermodynamic description. As a consequence, constraints such as the principle of equal a priori probabilities in the microcanonical ensemble can be relaxed, which can lead to…

Statistical Mechanics · Physics 2019-03-27 Markus Heyl

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

Far-from-equilibrium phenomena are critical to all natural and engineered systems, and essential to biological processes responsible for life. For over a century and a half, since Carnot, Clausius, Maxwell, Boltzmann, and Gibbs, among many…

Statistical Mechanics · Physics 2023-09-14 Travis Leadbetter , Prashant K. Purohit , Celia Reina

The optimal (`equilibrium') macroscopic properties of an economy with $N$ industries endowed with different technologies, $P$ commodities and one consumer are derived in the limit $N\to\infty$ with $n=N/P$ fixed using the replica method.…

Disordered Systems and Neural Networks · Physics 2008-12-02 A. De Martino , M. Marsili , I. Perez Castillo

In the so-called "microscopic" models of vehicular traffic, attention is paid explicitly to each individual vehicle each of which is represented by a "particle"; the nature of the "interactions" among these particles is determined by the…

Statistical Mechanics · Physics 2009-10-31 Debashish Chowdhury , Ludger Santen , Andreas Schadschneider

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…

chao-dyn · Physics 2008-02-03 Matthew B. Kennel

Equilibrium quantum systems are often described by a gas of weakly-interacting normal modes. Bringing such systems far from equilibrium, however, can drastically enhance mode-to-mode interactions. Understanding the resulting liquid is a…

Quantum Physics · Physics 2026-02-26 Anton V. Bubis , Lucia Vigliotti , Maksym Serbyn , Andrew P. Higginbotham

Equilibrium statistical mechanics provides powerful tools to understand physics at the macroscale. Yet, the question remains how this can be justified based on a microscopic quantum description. Here, we extend the ideas of pure state…

Quantum Physics · Physics 2023-06-07 Neil Dowling , Pedro Figueroa-Romero , Felix A. Pollock , Philipp Strasberg , Kavan Modi

A central paradigm of non-equilibrium physics concerns the dynamics of heterogeneity and disorder, impacting processes ranging from the behavior of glasses to the emergent functionality of active matter. Understanding these complex…

Inverse problems arise in situations where data is available, but the underlying model is not. It can therefore be necessary to infer the parameters of the latter starting from the former. Statistical mechanics offers a toolbox of…

Statistical Mechanics · Physics 2025-07-04 Stefano Bae , Dario Bocchi , Luca Maria Del Bono , Luca Leuzzi

We demonstrate the real-time detection of dynamical phase transitions (DPTs) in lattice-confined spinor gases subject to a priori unknown time-variant interactions, via the temporal behaviors of both the system energy and spinor phases…

Quantum Gases · Physics 2026-04-07 J. O. Austin-Harris , Z. N. Hardesty-Shaw , C. Binegar , P. Sigdel , T. Bilitewski , Y. Liu

Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…

Statistical Mechanics · Physics 2015-05-18 Sumiyoshi Abe

Dynamical phase transitions are crucial features of the fluctuations of statistical systems, corresponding to boundaries between qualitatively different mechanisms of maintaining unlikely values of dynamical observables over long periods of…

Statistical Mechanics · Physics 2017-06-02 Alexandre Lazarescu