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We analyze the equations governing the evolution of distributions of the work and the heat exchanged with the environment by a manipulated stochastic system, by means of a compact and general derivation. We obtain explicit solutions for…

Statistical Mechanics · Physics 2007-11-13 A. Imparato , L. Peliti , G. Pesce , G. Rusciano , A. Sasso

We consider the mean field analog of the p-star model for homogeneous random networks, and compare its behaviour with that of the p-star model and its classical mean field approximation in the thermodynamic regime. We show that the…

Statistical Mechanics · Physics 2022-01-26 Gino Biondini , Antonio Moro , Barbara Prinari , Oleg Senkevich

We formulate and compute a class of mean-field information dynamics for reaction-diffusion equations. Given a class of nonlinear reaction-diffusion equations and entropy type Lyapunov functionals, we study their gradient flows formulations…

Optimization and Control · Mathematics 2022-07-20 Wuchen Li , Wonjun Lee , Stanley Osher

We present a path integral formulation of Darcy's equation in one dimension with random permeability described by a correlated multi-variate lognormal distribution. This path integral is evaluated with the Markov chain Monte Carlo method to…

Computational Physics · Physics 2018-04-18 Marise J. E. Westbroek , Gil-Arnaud Coche , Peter R. King , Dimitri D. Vvedensky

We show that the mean field equations for the SIR epidemic can be exactly solved for a network with arbitrary degree distribution. Our exact solution consists of reducing the dynamics to a lone first order differential equation, which has a…

Physics and Society · Physics 2012-06-28 Andrew Lucas

The imaginary-time path integral representation of the canonical partition function of a quantum system and non-equilibrium work fluctuation relations are combined to yield methods for computing free energy differences in quantum systems…

Statistical Mechanics · Physics 2009-11-13 Ramses van Zon , Lisandro Hernandez de la Pena , Gilles H. Peslherbe , Jeremy Schofield

Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving…

Statistical Mechanics · Physics 2016-01-29 Bappa Saha , Sutapa Mukherji

In the context of mean field games, with possible control of the diffusion coefficient, we consider a path-dependent version of the planning problem introduced by P.L. Lions: given a pair of marginal distributions $(\mu_0, \mu_1)$, find a…

Optimization and Control · Mathematics 2023-05-19 Zhenjie Ren , Xiaolu Tan , Nizar Touzi , Junjian Yang

We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…

Probability · Mathematics 2023-03-03 Alexander Stolyar

We study a coarsening model describing the dynamics of interfaces in the one-dimensional Allen-Cahn equation. Given a partition of the real line into intervals of length greater than one, the model consists in constantly eliminating the…

Analysis of PDEs · Mathematics 2007-05-23 Th. Gallay , A. Mielke

A stochastic treatment yielding to the derivation of a general Fokker-Planck equation is presented to model the slow convergence towards equilibrium of mean-field systems due to finite-N effects. The thermalization process involves notably…

Mathematical Physics · Physics 2011-09-28 W. Ettoumi , M. -C. Firpo

Equalities are generally more suitable for experimental verification than inequalities. In this work, I derive valid equalities from the Euler-Lagrange equation for the optimization of macroscopic thermodynamic averages in weakly driven…

Statistical Mechanics · Physics 2025-11-06 Pierre Nazé

We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…

Statistical Mechanics · Physics 2021-10-15 Francesco Mori , Satya N. Majumdar , Gregory Schehr

Since roughly a decade ago, network science has focused among others on the problem of how the spreading of diseases depends on structural patterns. Here, we contribute to further advance our understanding of epidemic spreading processes by…

Computational Physics · Physics 2012-06-11 Sergio Gomez , Jesus Gomez-Gardenes , Yamir Moreno , Alex Arenas

This paper aims to the conditions of traffic flow evolving to stability and the stability of equilibrium under demand time-varying of traffic networks. The general framework of the evolution of flow dynamics by adopting evolutionary game…

Physics and Society · Physics 2018-07-26 Xingguang Chen

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

Statistical Mechanics · Physics 2017-08-18 A. V. Nazarenko , V. Blavatska

Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…

Systems and Control · Computer Science 2018-02-13 Leonardo Stella , Dario Bauso

Describing the collective dynamics of large neural populations using low-dimensional models for averaged variables has long been an attractive task in theoretical neuroscience. Recently developed reduction methods make it possible to derive…

Chaotic Dynamics · Physics 2022-04-27 Viktoras Pyragas , Kestutis Pyragas

A result of great theoretical and experimental interest, Jarzynski equality predicts a free energy change $\Delta F$ of a system at inverse temperature $\beta$ from an ensemble average of non-equilibrium exponential work, i.e., $\langle…

Statistical Mechanics · Physics 2017-10-18 Juan D. Jaramillo , Jiawen Deng , Jiangbin Gong

The relation between the distribution of work performed on a classical system by an external force switched on an arbitrary timescale, and the corresponding equilibrium free energy difference, is generalized to quantum systems. Using the…

Statistical Mechanics · Physics 2007-05-23 Shaul Mukamel