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Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

Non-equilibrium steady states for chains of oscillators (masses) connected by harmonic and anharmonic springs and interacting with heat baths at different temperatures have been the subject of several studies. In this paper, we show how…

Mathematical Physics · Physics 2018-05-28 Noé Cuneo , Jean-Pierre Eckmann , Martin Hairer , Luc Rey-Bellet

States of self stress, organizations of internal forces in many-body systems that are in equilibrium with an absence of external forces, can be thought of as the constitutive building blocks of the elastic response of a material. In…

Soft Condensed Matter · Physics 2016-01-15 Daniel M. Sussman , Carl P. Goodrich , Andrea J. Liu

A rigorous mathematical framework for analyzing the chemical master equation (CME) with bistability, based on the theory of large deviation, is proposed. Using a simple phosphorylation-dephosphorylation cycle with feedback as an example, we…

Biological Physics · Physics 2009-05-26 Hao Ge , Hong Qian

Ehrenfest urns with interaction that are connected in a ring is considered as a paradigm model for non-equilibrium thermodynamics and is shown to exhibit two distinct non-equilibrium steady states (NESS) of uniform and non-uniform particle…

Statistical Mechanics · Physics 2021-06-03 Chi-Ho Cheng , Pik-Yin Lai

Mixed state ensembles such as the Bures-Hall and Hilbert-Schmidt measure are probability distributions that characterise the statistical properties of random density matrices and can be used to determine the typical features of mixed…

Quantum Physics · Physics 2026-03-31 Harry J. D. Miller

The fluctuations of macroscopic observables in quantum systems which are in a nonequilibrium steady state are studied rigorously in the thermodynamic limit. In particular, the nonequilibrium steady state (NESS) of a quantum spin system that…

Mathematical Physics · Physics 2007-05-23 Walid K. Abou Salem

This paper presents a tractable model of non-linear dynamics of market returns using a Langevin approach. Due to non-linearity of an interaction potential, the model admits regimes of both small and large return fluctuations. Langevin…

Computational Finance · Quantitative Finance 2021-12-28 Igor Halperin

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

Statistical Mechanics · Physics 2011-03-07 Cecile Monthus

Simple binary-state coordination models are widely used to study collective socio-economic phenomena such as the spread of innovations or the adoption of products on social networks. The common trait of these systems is the occurrence of…

Physics and Society · Physics 2021-12-08 Luca Dall'Asta

We introduce an explicit solution for the non-equilibrium steady state (NESS) of a ring that is coupled to a thermal bath, and is driven by an external hot source with log-wide distribution of couplings. Having time scales that stretch over…

Statistical Mechanics · Physics 2013-12-31 Daniel Hurowitz , Saar Rahav , Doron Cohen

Non-equilibrium systems lack an explicit characterisation of their steady state like the Boltzmann distribution for equilibrium systems. This has drastic consequences for the inference of parameters of a model when its dynamics lacks…

Statistical Mechanics · Physics 2016-11-15 Simon L. Dettmer , H. Chau Nguyen , Johannes Berg

In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a…

Methodology · Statistics 2018-02-28 Xiao Pu , Ery Arias-Castro

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

An overarching action principle, the principle of minimal free action, exists for ergodic Markov chain dynamics. Using this principle and the Detailed Fluctuation Theorem, we construct a dynamic ensemble theory for non-equilibrium steady…

Statistical Mechanics · Physics 2019-03-20 Xiangjun Xing , Mingnan Ding

We propose an algorithm, termed the Non-Equilibrium Transport Sampler (NETS), to sample from unnormalized probability distributions. NETS can be viewed as a variant of annealed importance sampling (AIS) based on Jarzynski's equality, in…

Machine Learning · Computer Science 2025-01-14 Michael S. Albergo , Eric Vanden-Eijnden

We review various combinatorial interpretations and mappings of stationary-state probabilities of the totally asymmetric, partially asymmetric and symmetric simple exclusion processes (TASEP, PASEP, SSEP respectively). In these steady…

Statistical Mechanics · Physics 2020-04-22 Anthony J. Wood , Richard A. Blythe , Martin R. Evans

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

In this paper, we continue development of the theory of contractive Markov systems (CMS) initiated in \cite{Wer1}. Also, this work can be seen as a small contribution to the theory of equilibrium states. We construct an energy function on…

Dynamical Systems · Mathematics 2007-05-23 Ivan Werner

In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…

Statistical Mechanics · Physics 2013-06-26 Alan J. Bray , Satya N. Majumdar , G. Schehr
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