Related papers: Multiple phases in stochastic dynamics: geometry a…
In this paper we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of…
The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…
The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite…
We present simulations of the real time dynamics of a fluid in the vicinity of a critical endpoint in the phase diagram. The relevant hydrodynamic theory is known as model H, and it is expected to describe the long-distance dynamics of QCD…
We examine most-likely paths between initial and final states for diffusive quantum trajectories in continuously monitored pure-state qubits, obtained as extrema of a stochastic path integral. We demonstrate the possibility of "multipaths"…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
We discuss here the use of generalized forms of entropy, taken as information measures, to characterize phase transitions and critical behavior in thermodynamic systems. Our study is based on geometric considerations pertaining to the space…
The geometrical approach to phase transitions is illustrated by simulating the high-temperature representation of the Ising model on a square lattice.
The crossing of a transition state in a multidimensional reactive system is mediated by invariant geometric objects in phase space: An invariant hyper-sphere that represents the transition state itself and invariant hyper-cylinders that…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
The most general evolution of the density matrix of a quantum system with a finite-dimensional state space is by stochastic maps which take a density matrix linearly into the set of density matrices. These dynamical stochastic maps form a…
Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…
Proceeding from the concept of rational expectations, a new dynamic model of supply and demand in a single market with one supplier, one buyer, and one kind of commodity is developed. Unlike the cob-web dynamic theories with adaptive…
Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…
The basic system of differential equations for a multiphase flow with the introduction of the probability of each phase in the flow is considered. The main analysis is focused on the case of a heterogeneous two-phase flow. The conservation…
In plasma turbulence theory, due to the complexity of the system with many non-linearly interacting waves, the dynamics of the phases is often disregarded and the so-called random-phase approximation (RPA) is used assuming the existence of…
Covariant phase observables are obtained by defining simple conditions for mappings from the set of phase wave functions (unit vectors of the Hardy space) to the set of phase probability densities. The existence of phase probability density…
We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…