Related papers: Langevin dynamics with generalized time-reversal s…
In this paper, we characterize the synchronization phenomenon of hyperchaotic scalar non-linear delay dynamics in a fully-developed chaos regime. Our results rely on the observation that, in that regime, the stationary statistical…
Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…
Generative diffusion models apply the concept of Langevin dynamics in physics to machine leaning, attracting a lot of interests from engineering, statistics and physics, but a complete picture about inherent mechanisms is still lacking. In…
This paper is devoted to the stability analysis of an n species Lotka-Volterra system with discrete and distributed delays. Stochastic perturbations to the parameters of the model are allowed. Sufficient conditions for the almost sure…
Entropy production (EP) is a central measure in nonequilibrium thermodynamics, as it can quantify the irreversibility of a process as well as its energy dissipation in special cases. Using the time-reversal asymmetry in a system's path…
The aim of this paper is to develop, via the least squares variational method, the Lagrange-Hamilton geometry (in the sense of nonlinear connections, d-torsions and Lagrangian Yang-Mills electromagnetic-like energy) produced by a…
Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…
In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…
We consider the Langevin dynamics of a many-body system of interacting particles in $d$ dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled…
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…
The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…
We show that bootstrap methods based on the positivity of probability measures provide a systematic framework for studying both synchronous and asynchronous nonequilibrium stochastic processes on infinite lattices. First, we formulate…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
Non-reciprocal interactions are present in many systems out of equilibrium. The rate of entropy production is a measure that quantifies the time irreversibility of a system, and thus how far it is from equilibrium. In this work, we…
We investigate the quench dynamics of the transverse field Ising model on a finite fully connected lattice as a prime example of non-equilibrium mean field dynamics. Using a rate function approach we compute the leading order corrections to…
Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…
Markedly increased computational power and data acquisition have led to growing interest in data-driven inverse dynamics problems. These seek to answer a fundamental question: What can we learn from time series measurements of a complex…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
A time-reversal symmetry relation is established for out-of-equilibrium dilute or rarefied gases described by the fluctuating Boltzmann equation. The relation is obtained from the associated coarse-grained master equation ruling the random…
We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models studied earlier. In particular, it is ill-posed…