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We introduce a solvable stochastic model inspired by granular gases for driven dissipative systems. We characterize far from equilibrium steady states of such systems through the non-Boltzmann energy distribution and compare different…

Statistical Mechanics · Physics 2007-05-23 Yair Srebro , Dov Levine

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

We summarize a theoretical framework based on global time-reparametrization invariance that explains the origin of dynamic fluctuations in glassy systems. We introduce the main ideas without getting into much technical details. We describe…

Disordered Systems and Neural Networks · Physics 2009-11-13 Claudio Chamon , Leticia F. Cugliandolo

We use the "generalized hierarchical equation of motion" proposed in Paper I to study decoherence in a system coupled to a spin bath. The present methodology allows a systematic incorporation of higher order anharmonic effects of the bath…

Chemical Physics · Physics 2018-01-17 Chang-Yu Hsieh , Jianshu Cao

We show that the numerical method based on the off-equilibrium fluctuation-dissipation relation does work and is very useful and powerful in the study of disordered systems which show a very slow dynamics. We have verified that it gives the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Giorgio Parisi , Federico Ricci-Tersenghi , Juan J. Ruiz-Lorenzo

Thermal fluctuations cause perturbations of fluid-fluid interfaces and highly nonlinear hydrodynamics in multiphase flows. In this work, we develop a novel multiphase smoothed dissipative particle dynamics model. This model accounts for…

The theoretical understanding of active matter, which is driven out of equilibrium by directed motion, is still fragmental and model oriented. Stochastic thermodynamics, on the other hand, is a comprehensive theoretical framework for driven…

Statistical Mechanics · Physics 2017-01-05 Thomas Speck

To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…

Disordered Systems and Neural Networks · Physics 2016-08-31 P. De Gregorio , F. Sciortino , P. Tartaglia , E. Zaccarelli , K. A. Dawson

We introduce a lattice spin model where frustration is due to multibody interactions rather than quenched disorder in the Hamiltonian. The system has a crystalline ground state and below the melting temperature displays a dynamic behaviour…

Statistical Mechanics · Physics 2009-11-07 Andrea Cavagna , Irene Giardina , Tomas Grigera

We study the low temperature dynamics of a two dimensional short-range spin system with uniform ferromagnetic interactions, which displays glassiness at low temperatures despite the absence of disorder or frustration. The model has a dual…

Disordered Systems and Neural Networks · Physics 2009-10-31 Juan P. Garrahan , M. E. J. Newman

In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…

Statistical Finance · Quantitative Finance 2018-06-06 Kartik Anand , Jonathan Khedair , Reimer Kuehn

Stochastic thermodynamics provides a useful set of tools to analyze and constrain the behavior of far from equilibrium systems. In this paper, we report an application of ideas from stochastic thermodynamics to the problem of membrane…

Soft Condensed Matter · Physics 2019-10-25 Michael Nguyen , Suriyanarayanan Vaikuntanathan

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…

Condensed Matter · Physics 2009-11-07 Guilhem Semerjian , Leticia F. Cugliandolo

In microscopic mechanical systems interactions between elastic structures are often mediated by the hydrodynamics of a solvent fluid. At microscopic scales the elastic structures are also subject to thermal fluctuations. Stochastic…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

We present a new method to solve the dynamics of disordered spin systems on finite time-scales. It involves a closed driven diffusion equation for the joint spin-field distribution, with time-dependent coefficients described by a dynamical…

Condensed Matter · Physics 2009-10-28 A. C. C. Coolen , S. N. Laughton , D. Sherrington

In this paper we extend the earlier treatment of out-of-equilibrium mesoscopic fluctuations in glassy systems in several significant ways. First, via extensive simulations, we demonstrate that models of glassy behavior without quenched…

Statistical Mechanics · Physics 2009-11-10 C. Chamon , P. Charbonneau , L. F. Cugliandolo , D. R. Reichman , M. Sellitto

Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…

Mathematical Physics · Physics 2011-06-21 Vojkan Jakšić , Claude-Alain Pillet , Luc Rey-Bellet

Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…

Statistical Mechanics · Physics 2015-05-18 Sumiyoshi Abe

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina