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In order to better understand the occurrence of phase transitions, we adopt an approach based on the study of energy landscapes: The relation between stationary points of the potential energy landscape of a classical many-particle system…

Statistical Mechanics · Physics 2009-03-24 Michael Kastner

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse,…

Probability · Mathematics 2015-07-28 Moritz Deger , Moritz Helias , Stefano Cardanobile , Fatihcan M. Atay , Stefan Rotter

The dynamical transition occurring in spin-glass models with one step of Replica-Symmetry-Breaking is a mean-field artifact that disappears in finite systems and/or in finite dimensions. The critical fluctuations that smooth the transition…

Disordered Systems and Neural Networks · Physics 2022-09-21 Tommaso Rizzo

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…

Chaotic Dynamics · Physics 2008-06-12 Krzysztof Gawedzki

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

The transition from reversible microdynamics to irreversible transport can be studied very efficiently with the help of the so-called projection method. We give a concise introduction to that method, illustrate its power by using it to…

Nuclear Theory · Physics 2010-09-28 J. Rau , B. Müller

By generalising concepts from classical stochastic dynamics, we establish the basis for a theory of metastability in Markovian open quantum systems. Partial relaxation into long-lived metastable states - distinct from the asymptotic…

Statistical Mechanics · Physics 2016-06-23 Katarzyna Macieszczak , Madalin Guta , Igor Lesanovsky , Juan P. Garrahan

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…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

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

We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…

Statistical Mechanics · Physics 2010-09-29 A. Altland , A. De Martino , R. Egger , B. Narozhny

Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…

Statistical Mechanics · Physics 2015-10-19 Bernhard Altaner , Artur Wachtel , Jürgen Vollmer

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Adaptation and Self-Organizing Systems · Physics 2013-03-18 Hong Qian

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

Statistical Mechanics · Physics 2007-05-23 Guy Fayolle , Cyril Furtlehner

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…

Statistical Mechanics · Physics 2011-03-14 David Andrieux

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…

Molecular Networks · Quantitative Biology 2015-06-03 Nils B. Becker , Rosalind J. Allen , Pieter Rein ten Wolde

Understanding under what conditions it is possible to construct equivalent ensembles is key to advancing our ability to connect microscopic and macroscopic properties of non-equilibrium statistical mechanics. In the case of fluid dynamical…

In this paper, we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular dynamics. The latter are ubiquitous in physicochemical and biological…

Numerical Analysis · Mathematics 2016-04-20 Vagelis Harmandaris , Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plecháč

Group-based reinforcement can induce discontinuous transitions from inactive to active phases in higher-order contagion models. However, these results are typically obtained on static interaction structures or within mean-field…

We examine an assembly of repulsive disks interacting with a random obstacle array under a periodic drive, and find a transition from reversible to irreversible dynamics as a function of drive amplitude or disk density. At low densities and…

Soft Condensed Matter · Physics 2024-02-01 D. Minogue , M. R. Eskildsen , C. Reichhardt , C. J. O. Reichhardt