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Related papers: On time's arrow in Ehrenfest models with reversibl…

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We studied the Ehrenfest urn model in which particles in the same urn interact with each other. Depending on the nature of interaction, the system undergoes a first-order or second-order phase transition. The relaxation time to the…

Statistical Mechanics · Physics 2017-09-22 Chun-Hsiung Tseng , Yee-Mou Kao , Chi-Ho Cheng

We consider a continuous-time Ehrenfest model defined over the integers from -N to N, and subject to catastrophes occurring at constant rate. The effect of each catastrophe instantaneously resets the process to state 0. We investigate both…

Probability · Mathematics 2021-03-23 Selvamuthu Dharmaraja , Antonio Di Crescenzo , Virginia Giorno , Amelia G. Nobile

In this paper, we consider the N-urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A…

Probability · Mathematics 2020-06-16 Cheng Xin , Minzhi Zhao , Qiang Yao , Erjia Cui

With the aid of simple analytical computations for the Ehrenfest model, we clarify some basic features of macroscopic irreversibility. The stochastic character of the model allows us to give a non-ambiguous interpretation of the general…

Statistical Mechanics · Physics 2019-05-07 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

Fundamental interactions are either fully or nearly symmetric under time reversal. But macroscopic phenomena have a definite arrow of time. Though there is no convergence on the origin of time's preferential direction, many researchers…

Fluid Dynamics · Physics 2019-11-25 Mahendra K. Verma

A model based on the classic non-interacting Ehrenfest urn model with two-urns is generalized to $M$ urns with the introduction of interactions for particles within the same urn. As the inter-particle interaction strength is varied, phases…

Statistical Mechanics · Physics 2021-05-26 Chi-Ho Cheng , Beverly Gemao , Pik-Yin Lai

We show that the recently proposed interacting Ehrenfest M-urn model at equilibrium can be exactly mapped to a mean-field M-state Potts model. By exploiting this correspondence, we show that the M-state Potts model with M >= 3, with…

Statistical Mechanics · Physics 2024-02-19 Chi-Ho Cheng , Pik-Yin Lai

Ehrenfest urns with interaction that are connected in a ring is considered as a paradigm model for non-equilibrium thermodynamics and is shown to exhibit two distinct non-equilibrium steady states (NESS) of uniform and non-uniform particle…

Statistical Mechanics · Physics 2021-06-03 Chi-Ho Cheng , Pik-Yin Lai

In this paper we are concerned with a generalized $N$-urn Ehrenfest model, where balls keeps independent random walks between $N$ boxes uniformly laid on $[0, 1]$. After a proper scaling of the transition rates function of the aforesaid…

Probability · Mathematics 2020-10-20 Xiaofeng Xue

We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…

Statistical Mechanics · Physics 2024-01-08 Matteo Colangeli , Antonio Di Francesco , Lamberto Rondoni

Dynamical urn models, such as the Ehrenfest model, have played an important role in the early days of statistical mechanics. Dynamical many-urn models generalize the former models in two respects: the number of urns is macroscopic, and…

Statistical Mechanics · Physics 2009-11-07 C. Godreche , J. M. Luck

We study a crossover from classical to quantum picture in the electron energy statistics in a system with broken time-reversal symmetry. The perturbative and nonperturbative parts of the two level correlation function, $R(\omega)$ are…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Chushun Tian , Anatoly I. Larkin

The Ehrenfest urn process, also known as the dogs and fleas model, is realistically simulated by molecular dynamics of the Lennard-Jones fluid. The key variable is Delta z, i.e. the absolute value of the difference between the number of…

Statistical Mechanics · Physics 2013-03-19 Enrico Scalas , Edgar Martin , Guido Germano

In this study, we analyzed urn models by solving the discrete-time master equation using an expansion in moments. This approach is a viable alternative to conventional methods, such as system-size expansion, allowing for the determination…

Statistical Mechanics · Physics 2024-08-22 Manuel Eduardo Hernández-García , Jorge Velázquez-Castro

Generative modeling via stochastic processes has led to remarkable empirical results as well as to recent advances in their theoretical understanding. In principle, both space and time of the processes can be discrete or continuous. In this…

Machine Learning · Statistics 2024-05-07 Ludwig Winkler , Lorenz Richter , Manfred Opper

Biological systems are typically highly open, non-equilibrium systems that are very challenging to understand from a statistical mechanics perspective. While statistical treatments of evolutionary biological systems have a long and rich…

Populations and Evolution · Quantitative Biology 2018-08-21 Hamid-Reza Rastegar-Sedehi , Chandrashekar Radhakrishnan , Samer Intissar Nehme , Liev Birman , Paula Velasquez , Tim Byrnes

We solve the binary decision model of Brock and Durlauf in time using a method reliant on the resolvent of the master operator of the stochastic process. Our solution is valid when not at equilibrium and can be used to exemplify…

Theoretical Economics · Economics 2022-10-12 James Holehouse , Hector Pollitt

We study data-driven decision problems where historical observations are generated by a time-evolving distribution whose consecutive shifts are bounded in Wasserstein distance. We address this nonstationarity using a distributionally robust…

Optimization and Control · Mathematics 2025-12-25 Dominic S. T. Keehan , Edward J. Anderson , Wolfram Wiesemann

The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…

Mesoscale and Nanoscale Physics · Physics 2008-02-03 P. Leboeuf , G. Iacomelli

An analogy is drawn between version of non-equilibrium thermodynamics a distribution-based containing an additional thermodynamic first-passage time parameter, nonequilibrium statistical operator method and extended irreversible…

Statistical Mechanics · Physics 2024-07-30 V. V. Ryazanov
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