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The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram

Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…

Optimization and Control · Mathematics 2017-11-13 Giorgio Ferrari

The kinetic field theory is developed without assumptions of statistical homogeneity and isotropy. In a solvable toy model with short-ranged interactions, we compare first-order perturbation theory to an iterated mean-field approximation…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-03 Matthias Bartelmann , James Stokes

Starting from a particle model describing self-propelled particles interacting through nematic alignment, we derive a macroscopic model for the particle density and mean direction of motion. We first propose a mean-field kinetic model of…

Mathematical Physics · Physics 2019-10-08 Pierre Degond , Sara Merino-Aceituno

We discuss the unitary quantum dynamics of the Dicke model (spin and oscillator coupled). A suitable quasiprobabilty representing the quantum state turns out to obey a Fokker-Planck equation, with drift terms representing the underlying…

Quantum Physics · Physics 2015-06-04 Alexander Altland , Fritz Haake

We study statistical properties of 3D classical spin glass layer of certain width and infinite length. The 3D spin glass is represented as an ensemble of disordered 1D spatial spin-chains (SSC) where interactions are random between…

Statistical Mechanics · Physics 2011-07-13 A. S. Gevorkyan , H. G. Abajyan , E. A. Ayryan

Motivated by studies of stochastic systems describing non-equilibrium dynamics of (real-valued) spins of an infinite particle system in $\mathbb{R}^n$ we consider a row-finite system of stochastic differential equations with dissipative…

Functional Analysis · Mathematics 2021-08-09 Georgy Chargaziya

Spin glass models involving multiple replicas with constrained overlaps have been studied in [FPV92; PT07; Pan18a]. For the spherical versions of these models [Ko19; Ko20] showed that the limiting free energy is given by a Parisi type…

Probability · Mathematics 2023-04-11 David Belius , Leon Fröber , Justin Ko

A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…

Mathematical Physics · Physics 2024-03-15 Choon-Lin Ho

In this paper, we present a principled method to model general planar sliding motion with distributed convex contact patch. The effect of contact patch with indeterminate pressure distribution can be equivalently modeled as the contact…

Robotics · Computer Science 2019-04-18 Jiayin Xie , Nilanjan Chakraborty

A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…

Mathematical Physics · Physics 2012-09-24 James Q. Feng

We compute exactly the distribution of the occupation time in a discrete {\em non-Markovian} toy sequence which appears in various physical contexts such as the diffusion processes and Ising spin glass chains. The non-Markovian property…

Statistical Mechanics · Physics 2009-11-07 Satya N. Majumdar , David S. Dean

We investigate numerically the applicability of dynamic facilitation (DF) theory for glass-forming binary hard disk systems where supercompression is controlled by pressure. By using novel efficient algorithms for hard disks, we are able to…

Statistical Mechanics · Physics 2016-10-05 Masaharu Isobe , Aaron S. Keys , David Chandler , Juan P. Garrahan

We present a new solution for fundamental problems in nonlinear dynamical systems: finding, verifying, and stabilizing cycles. The solution we propose consists of a new control method based on mixing previous states of the system (or the…

Dynamical Systems · Mathematics 2017-12-19 D. Dmitrishin , I. E. Iacob , I. Skrinnik , A. Stokolos

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

Statistical Mechanics · Physics 2026-02-26 Tobias Galla

Facilitated or kinetically constrained spin models (KCSM) are a class of interacting particle systems reversible w.r.t. to a simple product measure. Each dynamical variable (spin) is re-sampled from its equilibrium distribution only if the…

Probability · Mathematics 2012-10-04 Nicoletta Cancrini , Fabio Martinelli , Cyril Roberto , Cristina Toninelli

We show that several models of interacting XXZ spin chains subject to boundary driving and dissipation possess a subtle kind of time-reversal symmetry, making their steady states exactly solvable. We focus on a model with a coherent…

Quantum Physics · Physics 2025-04-16 Mingxing Yao , Andrew Lingenfelter , Ron Belyansky , David Roberts , Aashish A. Clerk

For nonequilibrium steady states, we identify observables whose fluctuations satisfy a general symmetry and for which a new reciprocity relation can be shown. Unlike the situation in recently discussed fluctuation theorems, these…

Statistical Mechanics · Physics 2015-05-26 Christian Maes , Maarten H. van Wieren

We introduce efficient algorithms for approximate sampling from symmetric Gibbs distributions on the sparse random (hyper)graph. The examples we consider include (but are not restricted to) important distributions on spin systems and…

Discrete Mathematics · Computer Science 2024-03-20 Charilaos Efthymiou

We sketch a new framework for the analysis of disordered systems, in particular mean field spin glasses, which is variational in nature and within the formalism of classical thermodynamics. For concreteness, only the Sherrington-Kirkpatrick…

Probability · Mathematics 2019-02-26 Goetz Kersting , Nicola Kistler , Adrien Schertzer , Marius A. Schmidt
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