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We give a general existence and convergence result for interacting particle systems on locally finite graphs with possibly unbounded degrees or jump rates. We allow the local state space to be Polish, and the jumps at a site to affect the…

Probability · Mathematics 2026-01-15 Kuldeep Guha Mazumder

We consider the stationary state of a fluid comprised of inelastic hard spheres or disks under the influence of a random, momentum-conserving external force. Starting from the microscopic description of the dynamics, we derive a nonlinear…

Statistical Mechanics · Physics 2013-02-25 W. T. Kranz , M. Sperl , A. Zippelius

We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…

Probability · Mathematics 2026-01-07 Sayan Banerjee , Amarjit Budhiraja , Dilshad Imon

The dynamics of a tracer particle in a glassy matrix of obstacles displays slow complex transport as the free volume approaches a critical value and the void space falls apart. We investigate the emerging subdiffusive motion of the test…

Statistical Mechanics · Physics 2011-01-20 Thomas Franosch , Markus Spanner , Teresa Bauer , Gerd E. Schröder-Turk , Felix Höfling

We use the swap Monte Carlo algorithm to analyse the glassy behaviour of sticky spheres in equilibrium conditions at densities where conventional simulations and experiments fail to reach equilibrium, beyond predicted phase transitions and…

Soft Condensed Matter · Physics 2020-12-21 Christopher J. Fullerton , Ludovic Berthier

Glassy systems are disordered systems characterized by extremely slow dynamics. Examples are supercooled liquids, whose dynamics slow down under cooling. The specific pattern of slowing-down depends on the material considered. This…

Disordered Systems and Neural Networks · Physics 2016-04-12 Le Yan

We study various models of independent particles hopping between energy `traps' with a density of energy barriers $\rho(E)$, on a $d$ dimensional lattice or on a fully connected lattice. If $\rho(E)$ decays exponentially, a true dynamical…

Condensed Matter · Physics 2009-10-28 Cécile Monthus , Jean-Philippe Bouchaud

It was recently argued [Phys. Rev. Lett 108, 220402 (2012)] that the stochastic dynamics of an open quantum system are not inherent to the system, but rather depend on the existence and nature of a distant detector. The proposed…

Quantum Physics · Physics 2014-06-17 Shakib Daryanoosh , Howard M. Wiseman

Identifying the instances of jumps in a discrete-time-series sample of a jump diffusion model is a challenging task. We have developed a novel statistical technique for jump detection and volatility estimation in a return time series data…

Statistical Finance · Quantitative Finance 2022-03-22 Milan Kumar Das , Anindya Goswami , Sharan Rajani

In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…

In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of…

Probability · Mathematics 2025-11-06 Simone Baldassarri , Jiesen Wang

We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…

Statistical Mechanics · Physics 2020-12-02 Davide Gabrielli , D. R. Michiel Renger

The dynamical behavior of a kind of models with hierarchically constrained dynamics is investigated. The models exhibit many properties resembling real structural glasses. In particular, we focus on the study of time-dependent temperature…

Statistical Mechanics · Physics 2009-11-07 A. Prados , J. J. Brey

Nonlinear dynamical systems may be exposed to tipping points, critical thresholds at which small changes in the external inputs or in the systems parameters abruptly shift the system to an alternative state with a contrasting dynamical…

Chaotic Dynamics · Physics 2016-10-07 Everton S. Medeiros , Iberê L. Caldas , Murilo S. Baptista , Ulrike Feudel

Critical dynamics in various glass models including those described by mode coupling theory is described by scale-invariant dynamical equations with a single non-universal quantity, i.e. the so-called parameter exponent that determines all…

Disordered Systems and Neural Networks · Physics 2013-02-21 Giorgio Parisi , Tommaso Rizzo

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

We analyze a simple dynamical model of glasses, based on the idea that each particle is trapped in a local potential well, which itself evolves due to hopping of neighbouring particles. The glass transition is signalled by the fact that the…

Condensed Matter · Physics 2009-10-28 Jean-Philippe Bouchaud , Alain Comtet , Cécile Monthus

Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…

Probability · Mathematics 2024-07-31 Ankan Ganguly , Kavita Ramanan

The study of spin-glass dynamics, long considered the paradigmatic complex system, has reached important milestones. The availability of single crystals has allowed the experimental measurement of spin-glass coherence lengths of almost…

In a preceding paper, Mukhopadhyay and I studied the diffusive motion of a tagged molecule in a heterogeneous glass-forming liquid at temperatures just above a glass transition. Among other features of this system, we postulated a relation…

Statistical Mechanics · Physics 2009-11-13 J. S. Langer