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The longstanding question of how stochastic behaviour arises from deterministic Hamiltonian dynamics is of great importance, and any truly holistic theory must be capable of describing this transition. In this review, we introduce the…

Statistical Mechanics · Physics 2020-12-02 Gerard McCaul , Denys I. Bondar

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

Starting from a simple classical framework and employing some stochastic concepts, the basic ingredients of the quantum formalism are recovered. It has been shown that the traditional axiomatic structure of quantum mechanics can be rebuilt,…

Quantum Physics · Physics 2009-11-11 Stephan I. Tzenov

We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…

Data Analysis, Statistics and Probability · Physics 2010-08-25 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

Biological Physics · Physics 2019-10-09 Nguiya P. Neo , Gary W. Slater

The random propagation of molecules in a fluid medium is characterized by the spontaneous diffusion law as well as the interaction between the environment and molecules. In this paper, we embody the anomalous diffusion theory for modeling…

Information Theory · Computer Science 2019-11-05 Dung Phuong Trinh , Youngmin Jeong , Hyundong Shin , Moe Z. Win

An analytical method to compute thermodynamic properties of a given Hamiltonian system is proposed. This method combines ideas of both dynamical systems and ensemble approaches to thermodynamics, providing de facto a possible alternative to…

Statistical Mechanics · Physics 2009-10-31 Xavier Leoncini , Alberto D. Verga

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

Many quantization schemes rely on analogs of classical mechanics where the connections with classical mechanics are indirect. In this work I propose a new and direct connection between classical mechanics and quantum mechanics where the…

Quantum Physics · Physics 2007-05-23 John Hegseth

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

In the present paper we apply the geometrical mechanism of diffusion in an \emph{a priori} unstable Hamiltonian system with 3 $+$ 1/2 degrees of freedom. This mechanism consists of combining iterations of the \emph{inner} and \emph{outer}…

Dynamical Systems · Mathematics 2024-05-21 Amadeu Delshams , Albert Granados , Rodrigo G. Schaefer

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

Statistical Mechanics · Physics 2020-12-08 Carlos A. Plata , Deepak Gupta , Sandro Azaele

The contact process is a non-equilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the…

Statistical Mechanics · Physics 2025-04-15 Roberto da Silva , Eliseu Venites Filho , Henrique Almeida Fernandes , Paulo F. Gomes

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We study the dynamics of a "kicked" quantum system undergoing repeated measurements of momentum. A diffusive behavior is obtained for a large class of Hamiltonians, even when the dynamics of the classical counterpart is not chaotic. These…

Quantum Physics · Physics 2007-05-23 P. Facchi , S. Pascazio , A. Scardicchio

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

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

In order to understand the dynamical mechanism of the friction phenomena, we heavily rely on the numerical analysis using various methods: molecular dynamics, Langevin equation, lattice Boltzmann method, Monte Carlo, e.t.c.. We propose a…

High Energy Physics - Theory · Physics 2013-05-28 Shoichi Ichinose

Hamilton's principle of stationary action lies at the foundation of theoretical physics and is applied in many other disciplines from pure mathematics to economics. Despite its utility, Hamilton's principle has a subtle pitfall that often…

General Relativity and Quantum Cosmology · Physics 2015-06-11 Chad R. Galley