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The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…

Probability · Mathematics 2020-08-11 D. Koroliouk , V. S. Koroliuk

We consider a one-dimensional XX spin chain in a nonequilibrium setting with a Lindblad-type boundary driving. By calculating large deviation rate function in the thermodynamic limit, being a generalization of free energy to a…

Statistical Mechanics · Physics 2014-01-31 Marko Znidaric

We investigate non-equilibrium behavior of driven dissipative systems, using the model presented in [Phys. Rev. Lett. 93, 240601 (2004)]. We solve the non-Boltzmann steady state energy distribution and the temporal evolution to it, and find…

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

We study the nonequilibrium phase transition in a model of aggregation of masses allowing for diffusion, aggregation on contact and fragmentation. The model undergoes a dynamical phase transition in all dimensions. The steady state mass…

Statistical Mechanics · Physics 2015-06-25 Satya N. Majumdar , Supriya Krishnamurthy , Mustansir Barma

Granular matter is comprised of a large number of particles whose collective behavior determines macroscopic properties such as flow and mechanical strength. A comprehensive theory of the properties of granular matter, therefore, requires a…

Statistical Mechanics · Physics 2009-11-13 Silke Henkes , Corey S. O'Hern , Bulbul Chakraborty

The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…

Statistics Theory · Mathematics 2018-11-13 Mahdi Teimouri

We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…

Fluid Dynamics · Physics 2014-11-25 Keith Myerscough , Jason Frank , Benedict Leimkuhler

There is an intense debate in the recent literature about the correct generalization of Maxwell's velocity distribution in special relativity. The most frequently discussed candidate distributions include the Juettner function as well as…

Statistical Mechanics · Physics 2008-07-08 David Cubero , Jesús Casado-Pascual , Jörn Dunkel , Peter Talkner , Peter Hänggi

In this work we review some recent development in the mathematical modelling of quantitative sociology by means of statistical mechanics. After a short pedagogical introduction to static and dynamic properties of many body systems, we…

Physics and Society · Physics 2009-10-15 Elena Agliari , Adriano Barra , Raffaella Burioni , Pierluigi Contucci

This paper studies the economic role of persistent dispersion in allocations across agents. We develop a tractable model in which firms allocate resources under imperfect information and behavioral updating, generating sustained…

Theoretical Economics · Economics 2026-04-02 Nazaria Solferino

The behavior of the average velocity, its deviation and average squared velocity are characterized using three techniques for a 1-D dissipative impact system. The system -- a particle, or an ensemble of non interacting particles, moving in…

Chaotic Dynamics · Physics 2016-04-01 Gabriel Díaz I. , André L. P. Livorati , Edson D. Leonel

In the present letter a method to find a proper expression for the force distribution inside a granular sample in static equilibrium is proposed. The method is based in statistical mechanics and the force distribution is obtained by…

Computational Physics · Physics 2015-03-13 S. A. Galindo-Torres

We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt the Boltzmann-Gibbs distribution where the role of the…

General Finance · Quantitative Finance 2012-07-06 Stefano Viaggiu , Andrea Lionetto , Leonardo Bargigli , Michele Longo

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

Trading and Market Microstructure · Quantitative Finance 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez

We assume that markovian dynamics on a finite graph enjoys a gauge symmetry under local scalings of the probability density, derive the transformation law for the transition rates and interpret the thermodynamic force as a gauge potential.…

Statistical Mechanics · Physics 2015-05-30 Matteo Polettini

This paper analyzes the stationary distributions of populations governed by the discrete stochastic logistic and Ricker difference equations at equilibrium examines with the gamma distribution. We identify mathematical relationships between…

Populations and Evolution · Quantitative Biology 2024-11-26 Haiyan Wang

This paper applies the formalism of classical, Gibbs-Boltzmann statistical mechanics to the phenomenon of non-thermal damage. As an example, a non-thermal fiber-bundle model with the global uniform (meanfield) load sharing is considered.…

Statistical Mechanics · Physics 2008-10-01 S. G. Abaimov

The most complicated phenomena of equilibrium statistics, phase separations and transitions of various order and critical phenomena, can clearly and sharply be seen even for small systems in the topology of the curvature of the…

Statistical Mechanics · Physics 2007-05-23 D. H. E. Gross

We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly, the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space". On the other hand, we…

Physics and Society · Physics 2011-01-04 Arnab Chatterjee , Parongama Sen

We have numerically simulated the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving two-body collision. Unlike in the ideal gas, we introduce…

Statistical Mechanics · Physics 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna