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We establish universal relations between pattern formation and dissipation with a geometric approach to nonequilibrium thermodynamics of deterministic reaction-diffusion systems. We first provide a way to systematically decompose the…

Statistical Mechanics · Physics 2026-05-04 Ryuna Nagayama , Kohei Yoshimura , Artemy Kolchinsky , Sosuke Ito

Restart is a general framework, of prime importance and wide applicability, for expediting first-passage times and completion times of general stochastic processes. Restart protocols can use either deterministic or stochastic timers.…

Statistical Mechanics · Physics 2020-10-27 Iddo Eliazar , Shlomi Reuveni

Stochastic optimization often involves calculating the expected value of a first-order max or min function, known as a first-order loss function. In this context, loss functions are frequently approximated using piecewise linear functions.…

Optimization and Control · Mathematics 2023-09-26 Yotaro Takazawa

The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…

Statistical Mechanics · Physics 2018-01-30 Adrián A. Budini , Manuel O. Cáceres

The first-passage time (FPT) is a fundamental concept in stochastic processes, representing the time it takes for a process to reach a specified threshold for the first time. Often, considering a time-dependent threshold is essential for…

Probability · Mathematics 2024-12-23 Devika Khurana , Sascha Desmettre , Evelyn Buckwar

Motion under stochastic resetting serves to model a myriad of processes in physics and beyond, but in most cases studied to date resetting to the origin was assumed to take zero time or a time decoupled from the spatial position at the…

Statistical Mechanics · Physics 2020-10-27 Arnab Pal , Łukasz Kuśmierz , Shlomi Reuveni

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

Probability · Mathematics 2020-03-13 Sean D Lawley

We develop a new thermodynamic approach to stochastic graph-rewriting. The ingredients are a finite set of reversible graph-rewriting rules called generating rules, a finite set of connected graphs P called energy patterns and an energy…

Logic in Computer Science · Computer Science 2017-01-11 Vincent Danos , Russell Harmer , Ricardo Honorato-Zimmer

Thermoelectric efficiency is defined as the ratio of power delivered to the load of a device to the rate of heat flow from the source. Till date, it has been studied in presence of thermodynamic constraints set by the Onsager reciprocal…

Mesoscale and Nanoscale Physics · Physics 2015-12-17 Hangbo Zhou , Juzar Thingna , Peter Hänggi , Jian-Sheng Wang , Baowen Li

We study the tradeoff between fundamental risk and time. A time-constrained agent has to solve a problem. She dynamically allocates effort between implementing a risky initial idea and exploring alternatives. Discovering an alternative…

Theoretical Economics · Economics 2023-02-21 Christoph Carnehl , Johannes Schneider

We develop a Landau like theory to characterize the phase transitions in resetting systems. Restart can either accelerate or hinder the completion of a first passage process. The transition between these two phases is characterized by the…

Statistical Mechanics · Physics 2019-10-16 Arnab Pal , V. V. Prasad

We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…

Statistical Mechanics · Physics 2022-11-01 Debraj Das , Luca Giuggioli

We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…

Statistical Mechanics · Physics 2015-05-27 Martin R. Evans , Satya N. Majumdar

In this paper, we will discuss an approximation of the characteristic function of the first passage time for a Levy process using the martingale approach. The characteristic function of the first passage time of the tempered stable process…

Pricing of Securities · Quantitative Finance 2019-04-04 Young Shin Kim

The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…

Statistical Mechanics · Physics 2026-04-30 Oscar Ivan Torres Mena , Francisco J Sevilla

Connections between information theory and thermodynamics have proven to be very useful to establish bounding limits for physical processes. Ideas such as Landauer's erasure principle and information assisted work extraction have greatly…

Quantum Physics · Physics 2013-12-17 Kaonan Micadei , Roberto M. Serra , Lucas C. Celeri

A common and effective method for calculating the steady-state distribution of a process under stochastic resetting is the renewal approach that requires only the knowledge of the reset-free propagator of the underlying process and the…

Statistical Mechanics · Physics 2024-11-15 Ron Vatash , Amy Altshuler , Yael Roichman

We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…

Statistical Mechanics · Physics 2024-01-31 Rosa Flaquer-Galmés , Daniel Campos , Vicenç Méndez

We briefly review our recent studies on stochastic processes modelling internet on-line trading. We present a way to evaluate the average waiting time between the observation of the price in financial markets and the next price change,…

Statistical Finance · Quantitative Finance 2010-07-21 Jun-ichi Inoue , Naoya Sazuka , Enrico Scalas

Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…

Statistical Mechanics · Physics 2024-05-14 Gonzalo Manzano , Gülce Kardeş , Édgar Roldán , David Wolpert