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The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

We develop a field theory with dissipation based on a finite range of wave propagation and associated gapped momentum states in the wave spectrum. We analyze the properties of the Lagrangian and the Hamiltonian with two scalar fields in…

High Energy Physics - Theory · Physics 2020-07-22 Matteo Baggioli , Mikhail Vasin , Vadim Brazhkin , Kostya Trachenko

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants

We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…

Nuclear Theory · Physics 2007-05-23 H. Hofmann , D. Kiderlen

The additivity principle (AP) allows to compute the current distribution in many one-dimensional (1d) nonequilibrium systems. Here we extend this conjecture to general d-dimensional driven diffusive systems, and validate its predictions…

Statistical Mechanics · Physics 2016-05-12 Carlos Pérez-Espigares , Pedro L. Garrido , Pablo I. Hurtado

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…

With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…

Probability · Mathematics 2020-06-23 Johann Gehringer , Xue-Mei Li

We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…

Statistical Mechanics · Physics 2020-11-25 Marko Medenjak , Jacopo De Nardis , Takato Yoshimura

A rich variety of amorphous solids are found in nature and technology, including ones formed via the vulcanization of long, flexible molecules. A special class -- those featuring a wide gap between the long timescales over which constraints…

Soft Condensed Matter · Physics 2025-05-22 Paul M. Goldbart

Detailed calculations of the transport coefficients of a recently introduced particle-based model for fluid dynamics with a non-ideal equation of state are presented. Excluded volume interactions are modeled by means of biased stochastic…

Soft Condensed Matter · Physics 2010-12-06 Thomas Ihle

We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…

Statistical Mechanics · Physics 2015-06-16 Upendra Harbola , Christian Van den Broeck , Katja Lindenberg

We consider a family of models having an arbitrary positive amount of mass on each site and randomly exchanging an arbitrary amount of mass with nearest neighbor sites. We restrict to the case of diffusive models. We identify a class of…

Statistical Mechanics · Physics 2023-09-29 Monia Capanna , Davide Gabrielli , Dimitrios Tsagkarogiannis

In the present study, we investigate the full counting statistics in a two-terminal Aharonov-Bohm interferometer embedded with an interacting quantum dot. We introduce a novel saddle-point solution for a cumulant-generating function, which…

Mesoscale and Nanoscale Physics · Physics 2010-03-31 Yasuhiro Utsumi , Keiji Saito

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

Automated creation of synthetic traffic scenarios is a key part of validating the safety of autonomous vehicles (AVs). In this paper, we propose Scenario Diffusion, a novel diffusion-based architecture for generating traffic scenarios that…

Machine Learning · Computer Science 2023-11-20 Ethan Pronovost , Meghana Reddy Ganesina , Noureldin Hendy , Zeyu Wang , Andres Morales , Kai Wang , Nicholas Roy

In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…

Probability · Mathematics 2016-09-08 Young Myoung Ko , Natarajan Gautam

This series of papers models the dynamics of a large set of interacting neurons within the framework of statistical field theory. The system is described using a two-field model. The first field represents the neuronal activity, while the…

Biological Physics · Physics 2023-12-01 Pierre Gosselin , Aïleen Lotz

It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…

Quantum Physics · Physics 2007-05-23 Mark Davidson