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We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…

Computation · Statistics 2016-04-26 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

In this paper we review a recent proposal to understand the long time limit of glassy dynamics in terms of an appropriate Markov Chain. [1]. The advantages of the resulting construction are many. The first one is that it gives a quasi…

Disordered Systems and Neural Networks · Physics 2016-04-19 Silvio Franz , Giorgio Parisi , Federico Ricci-Tersenghi , Pierfrancesco Urbani

We study a nonequilibrium coherent effect generated by a finite chemical potential in a complex scalar field with a conserved $U(1)$ charge. The scalar excitation is treated as a probe coupled to an equilibrium thermal reservoir, so the…

High Energy Physics - Phenomenology · Physics 2026-05-28 Amelie Claussen , Sebastián Mendizabal

We combine particle-based simulations, mean-field rate equations, and Wertheim's theory to study the dynamics of patchy particles in and out of equilibrium, at different temperatures and densities. We consider an initial random distribution…

Soft Condensed Matter · Physics 2017-11-01 J. M. Tavares , C. S. Dias , N. A. M. Araújo , M. M. Telo da Gama

When a quantum system interacts with multiple reservoirs, the environmental effects are usually treated in an additive manner. We show that this assumption breaks down for non-Markovian environments that have finite memory times.…

Quantum Physics · Physics 2014-04-30 Ching-Kit Chan , Guin-Dar Lin , Susanne F. Yelin , Mikhail D. Lukin

Dynamics of a system in general depends on its initial state and how the system is driven, but in many-body systems the memory is usually averaged out during evolution. Here, interacting quantum systems without external relaxations are…

Quantum Gases · Physics 2017-09-27 Chen-Yen Lai , Chih-Chun Chien

We investigate formation of Bose-Einstein condensates under non-equilibrium conditions using numerical simulations of the three-dimensional Gross-Pitaevskii equation. For this, we set initial random weakly nonlinear excitations and the…

Quantum Gases · Physics 2022-03-23 Vishwanath Shukla , Sergey Nazarenko

In the thesis we present an analytic approach towards exact description for steady state density operators of nonequilibrium quantum dynamics in the framework of open systems. We employ the so-called quantum Markovian semi-group evolution,…

Quantum Physics · Physics 2014-10-07 Enej Ilievski

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

We study the temporal formation of quantum mechanical bound states within a one-dimensional attractive square-well potential, by first solving the time-independent Schroedinger equation and then study a time dependent system with an…

Quantum Physics · Physics 2022-12-21 Jan Rais , Hendrik van Hees , Carsten Greiner

The short-time dynamics of correlated systems is strongly influenced by initial correlations giving rise to an additional collision integral in the non-Markovian kinetic equation. Exact cancellation of the two integrals is found if the…

Plasma Physics · Physics 2016-08-15 K. Morawetz , M. Bonitz , V. G. Morozov , G. Röpke , D. Kremp

Entropy production plays a fundamental role in nonequilibrium thermodynamics to quantify the irreversibility of open systems. Its positivity can be ensured for a wide class of setups, but the entropy production rate can become negative…

Statistical Mechanics · Physics 2019-01-23 Philipp Strasberg , Massimiliano Esposito

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…

Statistical Mechanics · Physics 2021-06-28 Ying-Jen Yang , Hong Qian

The equilibria formed by the self-gravitating, collisionless collapse of simple initial conditions have been investigated for decades. We present the results of our attempts to describe the equilibria formed in $N$-body simulations using…

Astrophysics of Galaxies · Physics 2015-05-27 Eric I. Barnes , Colin P. Egerer

We consider an exclusion process with finite-range interactions in the microscopic interval $[0,N]$. The process is coupled with the simple symmetric exclusion processes in the intervals $[-N,-1]$ and $[N+1,2N]$, which simulate reservoirs.…

Mathematical Physics · Physics 2020-04-22 Pasha Tkachov

Transition rates in continuously driven steady states were derived in [Evans R M L, 2005 J. Phys. A: Math. Gen. 38, 293] by demanding that no information other than the microscopic laws of motion and the macroscopic observables of the…

Statistical Mechanics · Physics 2009-11-05 Aditi Simha , R. M. L. Evans

We examine energy and particle exchange between finite-sized quantum systems and find a new form of nonequilibrium states. The exchange rate undergoes stepwise evolution in time, and its magnitude and sign dramatically change according to…

Statistical Mechanics · Physics 2016-11-15 Euijin Jeon , Juyeon Yi , Yong Woon Kim

Non-Markovian effects are important in modeling the behavior of open quantum systems arising in solid-state physics, quantum optics as well as in study of biological and chemical systems. The non-Markovian environment is often approximated…

Quantum Physics · Physics 2022-01-05 Rahul Trivedi , Daniel Malz , J. Ignacio Cirac

We develop a formalism for modelling exact time dynamics in waveguide quantum electrodynamics (QED) using the real-space approach. The formalism does not assume any specific configuration of emitters and allows the study of Markovian…

Quantum Physics · Physics 2019-12-11 Fatih Dinc , İlke Ercan , Agata M. Brańczyk