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We consider a general stochastic input-output dynamical system with output evolving in time as the solution to a functional coefficients, It\^{o}'s stochastic differential equation, excited by an input process. This general class of…

Information Theory · Computer Science 2007-10-08 Francisco J. Piera , Patricio Parada

Real ecosystems are characterized by sparse and asymmetric interactions, posing a major challenge to theoretical analysis. We introduce a new method to study the generalized Lotka-Volterra model with stochastic dynamics on sparse graphs. By…

Populations and Evolution · Quantitative Biology 2026-05-05 David Machado , Pietro Valigi , Tommaso Tonolo , Maria Chiara Angelini

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…

Statistical Mechanics · Physics 2011-03-14 David Andrieux

Relaxation dynamics of complex quantum systems with strong interactions towards the steady state is a fundamental problem in statistical mechanics. The steady state of subsystems weakly interacting with their environment is described by the…

Statistical Mechanics · Physics 2016-06-22 Alexey M. Shakirov , Yulia E. Shchadilova , Alexey N. Rubtsov

Stochastic differential equations for processes with values in Hilbert spaces are now largely used in the quantum theory of open systems. In this work we present a class of such equations and discuss their main properties; moreover, we…

funct-an · Mathematics 2007-05-23 Alberto Barchielli , Fabio Zucca

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello

The population dynamics and stability of ecosystems of interacting species is studied from the perspective of non-equilibrium thermodynamics by assuming that species, through their biotic and abiotic interactions, are units of entropy…

Biological Physics · Physics 2007-05-23 Karo Michaelian

In this paper, we describe a representation for spatial information, called the stochastic map, and associated procedures for building it, reading information from it, and revising it incrementally as new information is obtained. The map…

Artificial Intelligence · Computer Science 2013-04-12 Randall Smith , Matthew Self , Peter Cheeseman

In this paper, we propose a Boltzmann-type kinetic description of mass-varying interacting multi-agent systems. Our agents are characterised by a microscopic state, which changes due to their mutual interactions, and by a label, which…

Statistical Mechanics · Physics 2021-10-20 Nadia Loy , Andrea Tosin

Mathematical problems with mean field and local type interaction related to stochastic chemical kinetics,are considered. Our main concern various definitions of reversibility, their corollaries (Boltzmann type equations, fluctuations,…

Mathematical Physics · Physics 2015-06-03 V. A. Malyshev , S. A. Pirogov

We propose a new formulation of stochastic thermodynamics for systems subjected to nonequilibrium constraints (i.e. broken detailed balance at steady state) and furthermore driven by external time-dependent forces. A splitting of the second…

Statistical Mechanics · Physics 2015-05-18 Massimiliano Esposito , Christian Van den Broeck

Some intriging connections between the properties of nonlinear noise driven systems and the nonlinear dynamics of a particular set of Hamilton's equation are discussed. A large class of Fokker-Planck Equations, like the Schr\"odinger…

chao-dyn · Physics 2009-10-22 Mark M. Millonas

Systems of interest in physics are usually composed by a very large number of interacting particles. At equilibrium, these systems are described by stationary states of the many-body Hamiltonian (at zero temperature, by the ground state).…

Mathematical Physics · Physics 2012-10-08 Benjamin Schlein

Statistical mechanics explains the properties of macroscopic phenomena based on the movements of microscopic particles such as atoms and molecules. Movements of microscopic particles can be represented by large-scale interacting systems. In…

Probability · Mathematics 2026-04-15 Kenichi Bannai , Jun Koriki , Makiko Sasada , Hidetada Wachi , Shuji Yamamoto

We consider a stochastic particle system in which a finite number of particles interact with one another via a common energy tank. Interaction rate for each particle is proportional to the square root of its kinetic energy, as is consistent…

Probability · Mathematics 2016-01-06 Yao Li , Lai-Sang Young

A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…

Statistical Mechanics · Physics 2016-01-20 G. Suárez , M. Hoyuelos , H. Mártin

The master equation plays an important role in many scientific fields including physics, chemistry, systems biology, physical finance, and sociodynamics. We consider the master equation with periodic transition rates. This may represent an…

Quantitative Methods · Quantitative Biology 2017-10-23 Michael Margaliot , Lars Grüne , Thomas Kriecherbauer

A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Alan McKane , David Alonso , Ricard V. Sole

In this work, we study the formal connections between the non-linear Fokker-Planck Equation associated with the non-additive entropy and the Boltzmann Equation with the non-additive correlation functional. The collisional term following the…

Statistical Mechanics · Physics 2023-02-23 Airton Deppman , Alireza K. Golmankhaneh , Eugenio Megias , Roman Pasechnik
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