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A growing body of theoretical and empirical evidence shows that the global steady-state distributions of many equilibrium and nonequilibrium systems approximately satisfy an analogue of the Boltzmann distribution, with a local dynamical…

Statistical Mechanics · Physics 2025-12-03 Jacob Calvert , Dana Randall

The slow relaxation and aging of glassy systems can be modelled as a Markov process on a simplified rough energy landscape: energy minima where the system tends to get trapped are taken as nodes of a random network, and the dynamics are…

Disordered Systems and Neural Networks · Physics 2020-01-29 Riccardo Giuseppe Margiotta , Reimer Kühn , Peter Sollich

Transport in disordered environments is often controlled not by typical fluctuations but by rare, extreme events that dominate long-time dynamics. In such settings, Zwanzig's classic mean-field theory predicts that energetic roughness…

Statistical Mechanics · Physics 2026-04-03 Biman Bagchi

It is analyzed whether the potential energy landscape of a glass-forming system can be effectively mapped on a random model which is described in statistical terms. For this purpose we generalize the simple trap model of Bouchaud and…

Disordered Systems and Neural Networks · Physics 2009-11-11 A. Heuer , B. Doliwa , A. Saksaengwijit

Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its…

Probability · Mathematics 2010-07-20 Tugrul Dayar , Holger Hermanns , David Spieler , Verena Wolf

We study the out-of-equilibrium large time dynamics of a gaussian polymer chain in a quenched random potential. The dynamics studied is a simple Langevin dynamics commonly referred to as the Rouse model. The equations for the two-time…

Disordered Systems and Neural Networks · Physics 2009-11-11 Yadin Y. Goldschmidt

Motivated by a number of recent experimental and computational studies of the dynamics of fluids plunged in quenched-disordered external fields, we report on a theoretical investigation of this topic within the framework of the…

Soft Condensed Matter · Physics 2018-10-05 Thomas Konincks , Vincent Krakoviack

We calculate the free energy and the pressure of a weakly slip-linked Gaussian polymer chains. We show that the equilibrium statistics of a slip-linked system is different from one of the corresponding ideal chain system without any…

Soft Condensed Matter · Physics 2015-03-19 Takashi Uneyama , Kazushi Horio

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

Thermally activated particle motion in disorder potentials is controlled by the large-$\Delta V$ tail of the distribution of height $\Delta V$ of the potential barriers created by the disorder. We employ the optimal fluctuation method to…

Statistical Mechanics · Physics 2024-09-05 Alexander Valov , Netanel Levi , Baruch Meerson

Financial networks based on Pearson correlations have been intensively studied. However, previous studies may have led to misleading and catastrophic results because of several critical shortcomings of the Pearson correlation. The local…

General Finance · Quantitative Finance 2025-12-04 Peng Liu

Diffusion in rugged free-energy landscapes is central to diverse problems in chemical physics, biomolecular dynamics, polymer transport and numerous disordered systems. Zwanzig's well-known classic mean-field theory predicts that roughness…

Statistical Mechanics · Physics 2025-12-29 Biman Bagchi

Experimental data from a turbulent jet flow is analysed in terms of an additive, continuous stochastic process where the usual time variable is replaced by the scale. We show that the energy transfer through scales is well described by a…

chao-dyn · Physics 2009-10-31 Philippe Marcq , Antoine Naert

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

Probability · Mathematics 2007-05-23 Peter H. Baxendale

The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…

Dynamical Systems · Mathematics 2018-04-04 Fadi Antown , Davor Dragičević , Gary Froyland

Stochastic dynamics on sparse graphs and disordered systems often lead to complex behaviors characterized by heterogeneity in time and spatial scales, slow relaxation, localization, and aging phenomena. The mathematical tools and…

Disordered Systems and Neural Networks · Physics 2025-06-05 Mattia Tarabolo , Luca Dall'Asta

A Markov decision problem is called reversible if the stationary controlled Markov chain is reversible under every stationary Markovian strategy. A natural application in which such problems arise is in the control of Metropolis-Hastings…

Probability · Mathematics 2022-07-13 Venkat Anantharam

The graph-related symmetries of a reaction network give rise to certain special equilibria (such as complex balanced equilibria) in deterministic models of dynamics of the reaction network. Correspondingly, in the stochastic setting, when…

Probability · Mathematics 2018-05-21 Daniele Cappelletti , Badal Joshi

When a Brownian particle, initially being in the potential well, overcomes the barrier and moves to the absorptive border, it still has a chance to be scattered back to the well by thermal fluctuations. We study this phenomenon carefully…

Nuclear Theory · Physics 2018-03-21 Maria Chushnyakova , Igor Gontchar

Relaxation dynamics in reversible catalytic reaction networks is studied, revealing two salient behaviors that are reminiscent of glassy behavior: slow relaxation with log(time) dependence of the correlation function, and emergence of a few…

Disordered Systems and Neural Networks · Physics 2015-05-13 Akinori Awazu , Kunihiko Kaneko
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