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In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…

Probability · Mathematics 2014-12-12 Tzu-Wei Yang , Lingjiong Zhu

We study the energy flow between a one dimensional oscillator and a chaotic system with two degrees of freedom in the weak coupling limit. The oscillator's observables are averaged over an initially microcanonical ensemble of trajectories…

Chaotic Dynamics · Physics 2015-06-26 M. V. S. Bonanca , M. A. M. de Aguiar

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Dynamical Systems · Mathematics 2017-09-15 Getachew K. Befekadu

There is a growing interest in methods for detecting and interpreting changes in experimental time evolution data. Based on measured time series, the quantitative characterization of dynamical phase transitions at bifurcation points of the…

Chaotic Dynamics · Physics 2024-07-19 Bulcsú Sándor , András Rusu , Károly Dénes , Mária Ercsey-Ravasz , Zsolt I. Lázár

We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…

Statistical Mechanics · Physics 2015-05-12 Gregory Bulnes Cuetara , Andreas Engel , Massimiliano Esposito

Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…

Statistical Mechanics · Physics 2023-04-14 Tobias Grafke , Alessandro Laio

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

Chaotic Dynamics · Physics 2017-06-02 Mustafa A. Mohamad , Themistoklis P. Sapsis

We explore the connections between dissipative quantum phase transitions and non-Hermitian random matrix theory. For this, we work in the framework of the dissipative Dicke model which is archetypal of symmetry-breaking phase transitions in…

Quantum Physics · Physics 2022-05-25 Mahaveer Prasad , Hari Kumar Yadalam , Camille Aron , Manas Kulkarni

Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…

Statistical Mechanics · Physics 2023-12-12 Ryan T. Grimm , Joel D. Eaves

Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative…

Statistical Mechanics · Physics 2015-07-29 C. Van den Broeck , R. Toral

We study experimentally and numerically the noisy evolution of multipartite entangled states, focusing on superconducting-qubit devices accessible via the cloud. We find that a valid modeling of the dynamics requires one to properly account…

Quantum Physics · Physics 2024-01-05 Liran Shirizly , Grégoire Misguich , Haggai Landa

We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The…

Statistical Mechanics · Physics 2014-10-22 Matteo Polettini , Massimiliano Esposito

We consider a system of two coupled oscillators one of which is driven parametrically and investigate both classical and quantum dynamics within Floquet description. Characteristic changes in the time evolution of the quantum fluctuations…

Quantum Physics · Physics 2020-08-27 Sayak Biswas , S. Sinha

We consider the problem of the driven harmonic oscillator in the probability representation of quantum mechanics, where the oscillator states are described by fair nonnegative probability distributions of position measured in rotated and…

Quantum Physics · Physics 2012-04-04 Dmitry B. Lemeshevskiy , Vladimir I. Man'ko

Intractable phase dynamics often challenge our understanding of complex oscillatory systems, hindering the exploration of synchronisation, chaos, and emergent phenomena across diverse fields. We introduce a novel conceptual framework for…

Chaotic Dynamics · Physics 2024-07-02 Marco Thiel

We derive explicit results for the asymptotic probability density and drift velocity in systems driven by dichotomous Markov noise, including the situation in which the asymptotic dynamics crosses {\em unstable} fixed points. The results…

Statistical Mechanics · Physics 2009-11-10 I. Bena , C. Van den Broeck , R. Kawai , Katja Lindenberg

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We analyze a non-Markovian mean field interacting spin system, related to the Curie--Weiss model. We relax the Markovianity assumption by replacing the memoryless distribution of the waiting times of a classical spin-flip dynamics with a…

Probability · Mathematics 2019-11-14 Paolo Dai Pra , Marco Formentin , Guglielmo Pelino

We discuss the dynamics of classical Dicke-type models, aiming to clarify the mechanisms by which coherent states could develop in potentially non-equilibrium systems such as semiconductor microcavities. We present simulations of an…

Strongly Correlated Electrons · Physics 2011-11-09 P. R. Eastham
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