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Given a particle system obeying overdamped Langevin dynamics, we demonstrate that it is always possible to construct a thermodynamically consistent macroscopic model which obeys a gradient flow with respect to its non-equilibrium free…

Statistical Mechanics · Physics 2025-06-11 Travis Leadbetter , Prashant K. Purohit , Celia Reina

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…

Statistical Mechanics · Physics 2007-11-09 Stephen R. Williams , Denis J. Evans

Far-from-equilibrium phenomena are critical to all natural and engineered systems, and essential to biological processes responsible for life. For over a century and a half, since Carnot, Clausius, Maxwell, Boltzmann, and Gibbs, among many…

Statistical Mechanics · Physics 2023-09-14 Travis Leadbetter , Prashant K. Purohit , Celia Reina

We present a continuum theory which predicts the steady state propagation of cracks. The theory overcomes the usual problem of a finite time cusp singularity of the Grinfeld instability by the inclusion of elastodynamic effects which…

Materials Science · Physics 2009-11-11 Robert Spatschek , Miks Hartmann , Efim Brener , Heiner Mueller-Krumbhaar , Klaus Kassner

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

Statistical Finance · Quantitative Finance 2017-05-04 Joana Estevens , Paulo Rocha , Joao Boto , Pedro Lind

We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…

Soft Condensed Matter · Physics 2024-10-03 Dev Jasuja , Paul J. Atzberger

We experimentally study a piezoelectric energy harvester driven by broadband random vibrations. We show that a linear model, consisting of an underdamped Langevin equation for the dynamics of the tip mass, electromechanically coupled with a…

Statistical Mechanics · Physics 2022-03-04 L. Costanzo , A. Lo Schiavo , A. Sarracino , M. Vitelli

In the stochastic mean-field (SMF) approach, an ensemble of initial values for a selected set of one-body observables is formed by stochastic sampling from a phase-space distribution that reproduces the initial quantum fluctuations.…

Nuclear Theory · Physics 2015-06-22 Bulent Yilmaz , Denis Lacroix , Resul Curebal

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Thermodynamics with internal variables is a common approach in continuum mechanics to model inelastic (i.e., non-equilibrium) material behavior. While this approach is computationally and theoretically attractive, it currently lacks a…

Statistical Mechanics · Physics 2025-01-31 Weilun Qiu , Shenglin Huang , Celia Reina

A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…

Quantum Physics · Physics 2026-05-26 Partha Ghose

We investigate the propagation of the slip front in the elastic body on the rigid substrate. We first obtain the slip profile and the slip front velocity of the steady state by employing the local friction law with the quadratic form of the…

Soft Condensed Matter · Physics 2018-01-18 Takehito Suzuki , Hiroshi Matsukawa

We introduce a new formalism to study nonequilibrium steady-state currents in stochastic field theories. We show that generalizing the exterior derivative to functional spaces allows identifying the subspaces in which the system undergoes…

Statistical Mechanics · Physics 2022-09-30 Jérémy O'Byrne

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

A study of a stable front propagating in a turbulent medium is presented. The front is generated through a reaction-diffusion equation, and the turbulent medium is statistically modeled using a Langevin equation. Numerical simulations…

chao-dyn · Physics 2009-10-30 A. C. Marti , F. Sagues , J. M. Sancho

This paper proposes a phase field model (PFM) for describing hydraulic fracture propagation in transversely isotopic media. The coupling between the fluid flow and displacement fields is established according to the classical Biot…

Geophysics · Physics 2023-09-11 Shuwei Zhou , Xiaoying Zhuang

Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…

Statistical Mechanics · Physics 2026-02-24 Benjamin Sorkin , Gil Ariel , Tomer Markovich

We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent…

Fluid Dynamics · Physics 2016-04-28 Rodrigo M. Pereira , Christophe Garban , Laurent Chevillard
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