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Just as transition rates in a canonical ensemble must respect the principle of detailed balance, constraints exist on transition rates in driven steady states. I derive those constraints, by maximum information-entropy inference, and apply…

Statistical Mechanics · Physics 2009-11-10 R. M. L. Evans

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…

Statistical Mechanics · Physics 2010-05-04 Nickolay Korabel , Eli Barkai

Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…

Statistical Mechanics · Physics 2020-05-06 Takuma Akimoto , Keiji Saito

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Probability · Mathematics 2024-11-28 Shivam Singh Dhama

There is a bias in the inference pipeline of most diffusion models. This bias arises from a signal leak whose distribution deviates from the noise distribution, creating a discrepancy between training and inference processes. We demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2023-10-25 Martin Nicolas Everaert , Athanasios Fitsios , Marco Bocchio , Sami Arpa , Sabine Süsstrunk , Radhakrishna Achanta

The relaxation process of a diffusive ring becomes under-damped if the bias (so called affinity) exceeds a critical threshold value, aka delocalization transition. This is related to the spectral properties of the pertinent stochastic…

Statistical Mechanics · Physics 2016-07-05 Daniel Hurowitz , Doron Cohen

This paper investigates a diffusion process in a narrow tubular domain with reflecting boundary conditions, where the geometry serves as a singular perturbation of an underlying graph in $\mathbb{R}^2$ or $\mathbb{R}^3$. The construction…

Probability · Mathematics 2025-09-04 Wen-Tai Hsu

In this paper we consider the problem of estimating the parameters of a Poisson arrival process where the rate function is assumed to lie in the span of a known basis. Our goal is to estimate the basis expansions coefficients given a…

Information Theory · Computer Science 2018-12-24 Michael G. Moore , Mark A. Davenport

We identify a new type of pattern formation in spatially distributed active systems. We simulate one-dimensional two-component systems with predator-prey local interaction and pursuit-evasion taxis between the components. In a sufficiently…

Pattern Formation and Solitons · Physics 2013-05-29 V. N. Biktashev , M. A. Tsyganov

The Turing mechanism describes the emergence of spatial patterns due to spontaneous symmetry breaking in reaction-diffusion processes and underlies many developmental processes. Identifying Turing mechanisms in biological systems defines a…

Machine Learning · Computer Science 2021-08-20 David Schnörr , Christoph Schnörr

The problem of pattern formation in a generic two species reaction--diffusion model is studied, under the hypothesis that only one species can diffuse. For such a system, the classical Turing instability cannot take place. At variance, by…

Statistical Mechanics · Physics 2013-09-16 Laura Cantini , Claudia Cianci , Duccio Fanelli , Emma Massi , Luigi Barletti

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

Statistical Mechanics · Physics 2015-05-14 Sven Dorosz , Michel Pleimling

We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…

Probability · Mathematics 2019-08-02 Simon Holbach

We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show…

Statistical Mechanics · Physics 2009-11-10 Kirone Mallick , Philippe Marcq

In this article we consider a family of real-valued diffusion processes on the time interval $[0,1]$ indexed by their prescribed initial value $x \in \mathbb{R}$ and another point in space, $y \in \mathbb{R}$. We first present an…

Probability · Mathematics 2019-06-03 Florian Hildebrandt , Sylvie Rœlly

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

A wireless communication network is considered where any two nodes are connected if the signal-to-interference ratio (SIR) between them is greater than a threshold. We consider the the path-loss plus fading model of wireless signal…

Information Theory · Computer Science 2012-05-23 Rahul Vaze

We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…

Statistical Mechanics · Physics 2017-07-31 Archishman Raju , Sayan Choudhury , David L. Rubin , Amie Wilkinson , James P. Sethna

A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr