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Dynamical Ensemble Equivalence between hydrodynamic dissipative equations and suitable time-reversible dynamical systems has been investigated in a class of dynamical systems for turbulence. The reversible dynamics is obtained from the…

chao-dyn · Physics 2009-10-30 L. Biferale , D. Pierotti , A. Vulpiani

We present a methodology for predictable and safe covariance steering control of uncertain nonlinear stochastic processes. The systems under consideration are subject to general uncertainties, which include unbounded random disturbances…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Aditya Gahlawat , Vivek Khatana , Duo Wang , Sambhu H. Karumanchi , Naira Hovakimyan , Petros Voulgaris

We study the relaxation of the bi-dimensional kinetically constrained spiral model. We show that due to the reversibility of the dynamic rules any unblocked state fully decorrelates in finite times irrespectively of the system being in the…

Statistical Mechanics · Physics 2009-09-28 Federico Corberi , Leticia F. Cugliandolo

We provide a unified approach to find equilibrium solutions for time-inconsistent problems with distribution dependent rewards, which are important to the study of behavioral finance and economics. Our approach is based on {\it equilibrium…

Mathematical Finance · Quantitative Finance 2022-04-11 Zongxia Liang , Fengyi Yuan

The transition probability for time-dependent unitary evolution is invariant under the reversal of protocols just as in the classical Liouvillian dynamics. In this article, we generalize the expression of microscopic reversibility to…

Statistical Mechanics · Physics 2015-05-28 Takaaki Monnai

The nonequilibrium variational-cluster approach is applied to study the real-time dynamics of the double occupancy in the one-dimensional Fermi-Hubbard model after different fast changes of hopping parameters. A simple reference system,…

Strongly Correlated Electrons · Physics 2016-04-15 Felix Hofmann , Martin Eckstein , Michael Potthoff

We consider a general online stochastic optimization problem with multiple budget constraints over a horizon of finite time periods. In each time period, a reward function and multiple cost functions are revealed, and the decision maker…

Machine Learning · Computer Science 2022-07-26 Jiashuo Jiang , Xiaocheng Li , Jiawei Zhang

We use the open kicked rotator to model the chaotic scattering in a ballistic quantum dot coupled by two point contacts to electron reservoirs. By calculating the system-size-over-wave-length dependence of the shot noise power we study the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 J. Tworzydlo , A. Tajic , H. Schomerus , C. W. J. Beenakker

The analysis of dissipation and dephasing in driven mesoscopic devices requires a distinction between two notions of quantum irreversibility. One ("Loschmidt echo") is related to "time reversal", while the other is related to "driving…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Tsampikos Kottos , Doron Cohen

We consider large-dimensional dynamical systems involving a linear force and a random force comprising both potential and non-conservative contributions. Such systems are known to exhibit a topological trivialization phase transition as the…

Statistical Mechanics · Physics 2023-01-31 Thibaut Arnoulx de Pirey , Frédéric van Wijland

In this paper, we consider a multi-drawing urn model with random addition. At each discrete time step, we draw a sample of m balls. According to the composition of the drawn colors, we return the balls together with a random number of balls…

Probability · Mathematics 2018-02-14 Rafik Aguech , Nabil Lasmar , Olfa Selmi

In studying the time evolution of isolated many-body quantum systems, a key focus is determining whether the system undergoes relaxation and reaches a steady state at a given point in time. Traditional approaches often rely on specific…

Quantum Physics · Physics 2025-06-23 Jiaju Zhang , M. A. Rajabpour , Markus Heyl , Reyhaneh Khasseh

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…

Numerical Analysis · Mathematics 2024-08-05 Jonas Latz

In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…

Statistical Finance · Quantitative Finance 2015-12-09 Frederik Meudt , Martin Theissen , Rudi Schäfer , Thomas Guhr

We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…

Applications · Statistics 2016-07-28 Marta Tallarita , Maria De Iorio , Alessandra Guglielmi , James Malone-Lee

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

We deal with a system of two coupled differential equations, describing the evolution of a first order phase transition. In particular, we have two non-linear parabolic equations: the first one is deduced from a balance law for entropy and…

Analysis of PDEs · Mathematics 2011-07-19 Manuela Girotti

This paper introduces a novel method for approximating the dynamics of a large autonomous system projected onto a fixed subspace. The core contribution is a novel recursive algorithm to construct an effective time-dependent generator that…

Quantum Physics · Physics 2025-10-24 Tommaso Grigoletto

The dynamics of a population exhibiting exponential growth can be modelled as a birth-death process, which naturally captures the stochastic variation in population size over time. In this article, we consider a supercritical birth-death…

Populations and Evolution · Quantitative Biology 2020-05-07 Anastasia Ignatieva , Jotun Hein , Paul A. Jenkins