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The generalized Langevin equation with an exponential kernel is used to analyze memory effects on the optimal work done by a Brownian particle in a heat bath and subjected to a harmonic moving potential. The generalized overdamping scenario…

Statistical Mechanics · Physics 2023-02-03 Pedro J. Colmenares

Late long-term potentiation (L-LTP) appears essential for the formation of long-term memory, with memories at least partly encoded by patterns of strengthened synapses. How memories are preserved for months or years, despite molecular…

Neurons and Cognition · Quantitative Biology 2015-05-13 Paul Smolen

A functional limit theorem for the partial maxima of a long memory stable sequence produces a limiting process that can be described as a $\beta$-power time change in the classical Fr\'echet extremal process, for $\beta$ in a subinterval of…

Probability · Mathematics 2016-06-07 Céline Lacaux , Gennady Samorodnitsky

Active systems across scales, ranging from molecular machines to human crowds, are usually modeled as assemblies of self-propelled particles driven by internally generated forces. However, these models often assume memoryless dynamics and…

Statistical Mechanics · Physics 2025-12-10 Marc Besse , Raphaël Voituriez

The general, multidimensional barrier crossing problem for diffusive processes under the action of conservative forces is studied with the goal of developing tractable approximations. Particular attention is given to the effect of different…

Statistical Mechanics · Physics 2025-09-03 James F. Lutsko

The modern theory of rare events is grounded in near equilibrium ideas, however many systems of modern interest are sufficiently far from equilibrium that traditional approaches do not apply. Using the recently developed variational path…

Chemical Physics · Physics 2025-02-14 Aditya N. Singh , David T. Limmer

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…

Methodology · Statistics 2019-05-20 Michele Nguyen , Almut E. D. Veraart

The contribution of this paper is to introduce change of measure based techniques for the rare-event analysis of heavy-tailed stochastic processes. Our changes-of-measure are parameterized by a family of distributions admitting a mixture…

Probability · Mathematics 2010-06-15 Jose Blanchet , Jingchen Liu

We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…

Statistical Mechanics · Physics 2015-05-27 Vincent Tejedor , Olivier Bénichou , Ralf Metzler , Raphael Voituriez

A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…

Probability · Mathematics 2018-07-30 Michael A. Kouritzin , Khoa Lê , Deniz Sezer

A systematic investigation of the effect of the history force on particle advection is carried out for both heavy and light particles. General relations are given to identify parameter regions where the history force is expected to be…

Fluid Dynamics · Physics 2014-07-25 Anton Daitche , Tamás Tél

We study the thermodynamics of a Brownian particle under the influence of a time multiplexed harmonic potential of finite width. The memory storage mechanism and the erasure protocol realized by time multiplexed potentials are utilized to…

Statistical Mechanics · Physics 2017-06-28 Saurav Talukdar , Shreyas Bhaban , Murti V. Salapaka

Computing the return times of extreme events and assessing the impact of climate change on such return times is fundamental to extreme event attribution studies. However, the rarity of such events in the observational record makes this task…

Atmospheric and Oceanic Physics · Physics 2024-12-03 Clément Le Priol , Joy M. Monteiro , Freddy Bouchet

The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by L\'evy noise from a bounded domain,…

Statistical Mechanics · Physics 2021-08-25 Karol Capała , Bartłomiej Dybiec

Conventional wisdom indicates that initial memory should decay away exponentially in time for general (noncritial) equilibration processes. In particular, time-integrated quantities such as heat are presumed to lose initial memory in a…

Statistical Mechanics · Physics 2015-06-11 J. S. Lee , Chulan Kwon , Hyunggyu Park

The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We…

Statistical Mechanics · Physics 2015-05-13 Andrea Puglisi , Dario Villamaina

Stochastic resetting is a powerful strategy known to accelerate the first-passage time statistics of stochastic processes. While its effects on Markovian systems are well understood, a general framework for non-Markovian dynamics is still…

Statistical Mechanics · Physics 2025-09-16 Debasish Saha , Rati Sharma

We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic…

Statistical Mechanics · Physics 2013-12-04 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

Kramers' rate theory forms a cornerstone for thermally activated barrier crossing. However, its reliance on equilibrium quantities excludes analysis of nonequilibrium dynamics at early times. Most works have thus focused on obtaining rates…

Statistical Mechanics · Physics 2025-09-09 A. J. Archer , T. Ala-Nissila , T. J. W. Honour , S. P. Fitzgerald

A novel mechanism for the appearance of oriented processes is investigated with a flexible dynamical system overcoming barriers. Under non-equilibrium condition with external driving, reaction paths deviate from that at equilibrium with an…

Statistical Mechanics · Physics 2009-11-10 Naoko Nakagawa , Teruhisa S. Komatsu