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We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
We apply a recently developed theory for metastability in open quantum systems to a one-dimensional dissipative quantum Ising model. Earlier results suggest this model features either a non-equilibrium phase transition or a smooth but sharp…
In this paper we describe domain walls appearing in a thin, nematic liquid crystal sample subject to an external field with intensity close to the Fr\'eedericksz transition threshold. Using the gradient theory of the phase transition…
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise, in the limit of large N. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
We study the bacterial respiration through the numerical solution of the Fairen-Velarde coupled nonlinear differential equations. The instantaneous concentrations of the oxygen and the nutrients are computed. The fixed point solution and…
The aim of this paper is to shed light on the analysis of non-stationary time series by means of the method of diffusion entropy. For this purpose, we first study the case when infinitely many time series, as different realizations of the…
We present a master equation approach to the \emph{narrow escape time} (NET) problem, i.e. the time needed for a particle contained in a confining domain with a single narrow opening, to exit the domain for the first time. We introduce a…
We demonstrate that standard delay systems with a linear instantaneous and a delayed nonlinear term show weak chaos, asymptotically subdiffusive behavior, and weak ergodicity breaking if the nonlinearity is chosen from a specific class of…
A variety of soft and hard condensed matter systems are known to form stripe patterns. Here we use numerical simulations to analyze how such stripe states depin and slide when interacting with a random substrate and with driving in…
We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…
Using Monte Carlo simulations we show that the three-dimensional Ising model with four-spin (plaquette) interactions has some characteristic glassy features. The model dynamically generates diverging energy barriers, which give rise to slow…
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…
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent…
Normally, quantum fluctuations enhance the escape from metastable states in the presence of dissipation. Here we show that dissipation can enhance the stability of a quantum metastable system, consisting of a particle moving in a strongly…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
Discontinuous phase transitions out of equilibrium can be characterized by the behavior of macroscopic stochastic currents. But while much is known about the the average current, the situation is much less understood for higher statistics.…
In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small "escape window" in the otherwise impermeable boundary, once it arrives to this window and over-passes an…