English
Related papers

Related papers: Universal Level dynamics of Complex Systems

200 papers

We present a framework for describing the evolution of stochastic observables having a non-stationary distribution of values. The framework is applied to empirical volume-prices from assets traded at the New York stock exchange. Using…

Statistical Finance · Quantitative Finance 2016-05-18 Paulo Rocha , Frank Raischel , João P. Boto , Pedro G. Lind

We study the GENERIC (General Equation for Non-Equilibrium Reversible Irreversible Coupling) formulation of the nonlinear Vlasov-Fokker-Planck equation from the perspective of gradient flows along trajectories. After pulling back the…

Analysis of PDEs · Mathematics 2026-04-20 Zhenxin Liu , Xuewei Wang

In the framework of the theory of open systems based on completely positive quantum dynamical semigroups, we study the continuous variable entanglement for a system consisting of two independent harmonic oscillators interacting with a…

Quantum Physics · Physics 2009-12-31 Aurelian Isar

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli

Density perturbations and their dynamic evolution from early to late times can be used for an improved understanding of interesting physical phenomena both in cosmology and in the context of heavy-ion collisions. We discuss the spectrum and…

High Energy Physics - Phenomenology · Physics 2015-03-11 Nikolaos Brouzakis , Stefan Floerchinger , Nikolaos Tetradis , Urs Achim Wiedemann

We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

General Finance · Quantitative Finance 2025-05-22 Marco Menale , Giuseppe Toscani

We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Alessandro Campa , Stefano Ruffo

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…

Computational Physics · Physics 2023-08-11 Mohsen Sadr , M. Hossein Gorji

It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…

Condensed Matter · Physics 2009-10-22 P. J. Forrester

We study the emergence of universal scaling in the time-evolving momentum distribution of a harmonically trapped three-dimensional Bose-Einstein condensate, parametrically driven to a turbulent state. We demonstrate that the…

Population dynamics on a rugged landscape is studied analytically and numerically within a simple discrete model for evolution of N individuals in one-dimensional fitness space. We reduce the set of master equations to a single Fokker-Plank…

adap-org · Physics 2015-06-30 Igor Aranson , Lev Tsimring , Valerii Vinokur

The dynamics of quantum systems far from equilibrium represents one of the most challenging problems in theoretical many-body physics. While the evolution is in general intractable in all its details, relevant observables can become…

We study the pure and thermal states of quantized scalar and tensor perturbations in various epochs of Universe evolution. We calculate the density matrix of non-relativistic particles in an environment of these perturbations. We show that…

General Relativity and Quantum Cosmology · Physics 2021-04-23 Z. Haba

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky

We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…

Probability · Mathematics 2023-05-16 Lucas Benigni , Patrick Lopatto

Spectral statistics and correlations are the usual way to study the presence or absence of quantum chaos in quantum systems. We present our investigation on the study of the fluctuation average and variance of certain correlation functions…

Quantum Physics · Physics 2025-02-11 Tanay Pathak

We study the evolution of an oscillator interacting via the most general bilinear coupling (with time-independent coefficients) with an ``environment'' consisting of a set of other harmonic oscillators. We are mainly interested in a…

Quantum Physics · Physics 2007-05-23 V. V. Dodonov , O. V. Man'ko , V. I. Man'ko

We consider unitary invariant random matrix ensembles which obey spectral statistics different from the Wigner-Dyson, including unitary ensembles with slowly (~(log x)^2) growing potentials and the finite-temperature fermi gas model. If the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Shinsuke M. Nishigaki

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli