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The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…

Statistical Mechanics · Physics 2009-10-30 J. Bonet Avalos , A. D. Mackie

We study a one-dimensional lattice random walk with an absorbing boundary at the origin and a movable partial reflector. On encountering the reflector, at site x, the walker is reflected (with probability r) to x-1 and the reflector is…

Statistical Mechanics · Physics 2009-11-07 Ronald Dickman , Daniel ben-Avraham

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

In this paper we consider two branching processes living in a joint random environment. Assuming that both processes are critical we address the following question: What is the probability that both populations survive up to a large time…

Probability · Mathematics 2025-02-27 Nikita Elizarov , Vitali Wachtel

We study a system of particles moving on a line in the same direction. Passing is allowed and when a fast particle overtakes a slow particle, it acquires a new velocity drawn from a distribution P_0(v), while the slow particle remains…

Statistical Mechanics · Physics 2009-10-31 I. Ispolatov , P. L. Krapivsky

The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…

Statistical Mechanics · Physics 2009-11-07 R. A. Blythe , A. J. Bray

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

A simple asperity model using random process theory is developed in the presence of adhesion. Using the DMT model for each individual asperity, and asymptotic results at large separations, a new adhesion parameter is found, on which the…

Materials Science · Physics 2016-07-08 M. Ciavarella

A survival model is derived from the exponential function using the concept of fractional differentiation. The hazard function of the proposed model generates various shapes of curves including increasing, increasing-constant-increasing,…

Statistics Theory · Mathematics 2007-06-13 Cheng K. Lee , Jenq-Daw Lee

We consider diffusion-controlled release of particles from $d$-dimensional radially-symmetric geometries. A quantity commonly used to characterise such diffusive processes is the proportion of particles remaining within the geometry over…

Biological Physics · Physics 2023-09-20 Luke P. Filippini , Matthew J. Simpson , Elliot J. Carr

In this short paper we derive a formula for the spatial persistence probability of the Airy_1 and the Airy_2 processes. We then determine numerically a persistence coefficient for the Airy_1 process and its dependence on the threshold.

Mathematical Physics · Physics 2014-04-24 Patrik L. Ferrari , René Frings

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

Statistical Mechanics · Physics 2017-03-22 Tamás Biró , Zoltán Néda

We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…

Probability · Mathematics 2024-02-19 Manon Costa , Pascal Maillard , Anthony Muraro

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Probability · Mathematics 2024-11-21 Paweł J. Szabłowski

Simulations of a stochastic fixed-energy sandpile in one and two dimensions reveal slow relaxation of the order parameter, even far from the critical point. The decay of the activity is best described by a stretched-exponential form. The…

Statistical Mechanics · Physics 2009-11-07 Ronald Dickman

We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…

Statistics Theory · Mathematics 2020-10-28 Shogo H Nakakita , Masayuki Uchida

The survival probability measures the probability that a system taken out of equilibrium has not yet moved out from its initial state. Inspired by the generalized entropies used to analyze nonergodic states, we introduce a generalized…

Statistical Mechanics · Physics 2023-02-22 David A. Zarate-Herrada , Lea F. Santos , E. Jonathan Torres-Herrera

We study the long-time tails of the survival probability $P(t)$ of an $A$ particle diffusing in $d$-dimensional media in the presence of a concentration $\rho$ of traps $B$ that move sub-diffusively, such that the mean square displacement…

Statistical Mechanics · Physics 2009-11-13 S. B. Yuste , G. Oshanin , K. Lindenberg , O. Benichou , J. Klafter

We develop a general criterion about coarsening for a class of nonlinear evolution equations describing one dimensional pattern-forming systems. This criterion allows one to discriminate between the situation where a coarsening process…

Statistical Mechanics · Physics 2007-05-23 Paolo Politi , Chaouqi Misbah

The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…

Dynamical Systems · Mathematics 2007-10-11 Li Wan , Jinqiao Duan