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Extensive numerical evidence shows that the assimilation of observations has a stabilizing effect on unstable dynamics, in numerical weather prediction and elsewhere. In this paper, we apply mathematically rigorous methods to showing why…

Statistics Theory · Mathematics 2023-03-08 Dan Crisan , Michael Ghil

An unified thermodynamical framework based in the use of a generalized Massieu-Planck thermodynamic potential is proposed and a new formulation of Boltzmann-Gibbs Statistical Mechanics is established. Under this philosophy a generalization…

Mathematical Physics · Physics 2007-05-23 V. Garcia-Morales , J. Pellicer

Pattern-forming nonequilibrium systems are ubiquitous in nature, from driven quantum matter and biological life forms to atmospheric and interstellar gases. Identifying universal aspects of their far-from-equilibrium dynamics and statistics…

Statistical Mechanics · Physics 2026-03-03 Vili Heinonen , Abel J. Abraham , Jonasz Słomka , Keaton J. Burns , Pedro J. Sáenz , Jörn Dunkel

Recently a novel concise representation of the probability distribution of heat conducting nonequilibrium steady states was derived. The representation is valid to the second order in the ``degree of nonequilibrium'', and has a very…

Statistical Mechanics · Physics 2009-11-13 Teruhisa S. Komatsu , Naoko Nakagawa , Shin-ichi Sasa , Hal Tasaki

We analyse a one-dimensional model of hard particles, within ensembles of trajectories that are conditioned (or biased) to atypical values of the time-averaged dynamical activity. We analyse two phenomena that are associated with these…

Statistical Mechanics · Physics 2015-11-18 Ian R. Thompson , Robert L. Jack

A simple expression for the non-equilibrium distribution function in ultra-fast transient processes is proposed. Postulating its dependence on temporal derivatives of the equilibrium integrals of motion, non-equilibrium analogues of the…

Statistical Mechanics · Physics 2025-02-18 K. S. Glavatskiy

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…

Statistical Mechanics · Physics 2017-11-22 Robert L. Jack , Marcus Kaiser , Johannes Zimmer

Chemical processes in closed systems are poorly controllable since they always relax to equilibrium. Living systems avoid this fate and give rise to a much richer diversity of phenomena by operating under nonequilibrium conditions. Recent…

Chemical Physics · Physics 2019-09-11 Emanuele Penocchio , Riccardo Rao , Massimiliano Esposito

We develop a method using a coarse graining of the energy fluctuations of an equilibrium quantum system which produces simple parameterizations for the behaviour of the system. As an application, we use these methods to gain more…

Statistical Mechanics · Physics 2007-05-23 Jani Lukkarinen

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…

Physics and Society · Physics 2015-11-13 Felix Patzelt

When dealing with certain kind of complex phenomena the theoretician may face some difficulties -- typically a failure to have access to information for properly characterize the system -- for applying the full power of the standard…

Statistical Mechanics · Physics 2007-05-23 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

We discuss and analyze some recent literature that introduced pioneering methods in econophysics. In doing so, we review recent methods of estimating the volatility, volatility of volatility, and probability densities. These methods will…

Statistical Finance · Quantitative Finance 2023-01-25 Moawia Alghalith

Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that many parametrizations can be explored, they assume an…

Applications · Statistics 2022-02-16 Evandro Konzen , Claudia Neves , Philip Jonathan

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…

Dynamical Systems · Mathematics 2018-07-05 Juho Leppänen

This article introduces a general statistical modeling principle called "Density Sharpening" and applies it to the analysis of discrete count data. The underlying foundation is based on a new theory of nonparametric approximation and…

Methodology · Statistics 2021-08-24 Subhadeep Mukhopadhyay

We address a simple connection between results of Hamiltonian nonlinear dynamical theory and thermostatistics. Using a properly defined dynamical temperature in low-dimensional symplectic maps, we display and characterize long-standing…

Statistical Mechanics · Physics 2015-06-24 Fulvio Baldovin , Edgardo Brigatti , Constantino Tsallis

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

Statistical Mechanics · Physics 2016-04-11 Gianmaria Falasco , Marco Baiesi

Information dynamics is an emerging description of information processing in complex systems which describes systems in terms of intrinsic computation, identifying computational primitives of information storage and transfer. In this paper…

Statistical Mechanics · Physics 2018-10-03 Richard E. Spinney , Joseph T. Lizier , Mikhail Prokopenko