Related papers: Langevin processes, agent models and socio-economi…
The oscillation of fluctuation with two state observables is investigated. Following the idea of Ohga, et al. [arXiv:2303.13116], we find that the fluctuation oscillation relative to their autocorrelations is bounded from above by the…
It is argued that a Gibbsian formula for the space-time distribution of microscopic trajectories of a nonequilibrium system provides a unifying framework for recent results on the fluctuations of the entropy production. The variable entropy…
Chater and MacKay [CM] derived an entropy function of state for exchange economies satisfying a list of axioms, and showed that a change of state of a system of such economies is possible if and only if their total entropy does not…
We analyze a simple asset transfer model in which the transfer amount is a fixed fraction $f$ of the giver's wealth. The model is analyzed in a new way by Laplace transforming the master equation, solving it analytically and numerically for…
We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…
Stochastically switching force terms appear frequently in models of biological systems under the action of active agents such as proteins. The interaction of switching force and Brownian motion can create an "effective thermal equilibrium"…
Gibbs-Boltzmann entropy leads to systems that have a strong dependence on initial conditions. In reality, most materials behave quite independently of initial conditions. Nonextensive entropy or Tsallis entropy leads to nonextensive…
The Markovian evolution of an open quantum system is characterized by a positive entropy production, while the global entropy gets redistributed between the system and the environment degrees of freedom. Starting from these premises, we…
We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…
We study the dynamics of the totally asymmetric exclusion process with open boundaries by phenomenological theories complemented by extensive Monte-Carlo simulations. Upon combining domain wall theory with a kinetic approach known as…
There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…
Ergodicity, this is to say, dynamics whose time averages coincide with ensemble averages, naturally leads to Boltzmann-Gibbs (BG) statistical mechanics, hence to standard thermodynamics. This formalism has been at the basis of an enormous…
We develop a fluctuation framework to quantify the free energy difference between two equilibrium states connected by nonequilibrium processes under arbitrary dynamics and system-environment coupling. For an open system described by the…
Brownian motion have long been studied on a diversity of fields, not only in physics of statistical mechanics, but also in biological models, finance and economic process, and social systems. In the past twenty years, there has been a…
The asymptotic behaviour of the work probability distribution in driven non-equilibrium systems is determined using the method of optimal fluctuations. For systems described by Langevin dynamics the corresponding Euler-Lagrange equation…
In this article, we discuss a dynamical stochastic model that represents the time evolution of income distribution of a population, where the dynamics develop from an interplay of multiple economic exchanges in the presence of…
Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…
The methods of statistical physics of open systems are used for describing the time dependence of economic characteristics (income, profit, cost, supply, currency etc.) and their correlations with each other. Nonlinear equations (analogies…
The present paper studies a large class of temperature dependent probability distributions and shows that entropy and energy can be defined in such a way that these probability distributions are the equilibrium states of a generalized…
A family of spin-lattice models are derived as convergent finite dimensional approximations to the rest frame kinetic energy of a barotropic fluid coupled to a massive rotating sphere. In not fixing the angular momentum of the fluid…