Related papers: Universal Level dynamics of Complex Systems
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
The evolution of states of a spatial ecological model is studied. The model describes an infinite population of point entities placed in $\mathbb{R}^d$ which reproduce themselves at distant points (disperse) and die with rate that includes…
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
This article focuses on the general theory of open quantum systems in the Gaussian regime and explores a number of diverse ramifications and consequences of the theory. We shall first introduce the Gaussian framework in its full generality,…
The recently developed Wigner functional theory is used to formulate an evolution equation for arbitrary multi-photon states, propagating through a turbulent atmosphere under arbitrary conditions. The resulting evolution equation, which is…
The evolution equations of Einstein's theory and of Maxwell's theory---the latter used as a simple model to illustrate the former--- are written in gauge covariant first order symmetric hyperbolic form with only physically natural…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…
In a class of non-singular cosmologies derived from higher-order corrections to the low-energy bosonic string action, we derive evolution equations for the most general cosmological scalar, vector and tensor perturbations. In the large…
We develop an analytical framework for understanding how the generated distribution evolves during diffusion model training. Leveraging a Gaussian-equivalence principle, we solve the full-batch gradient-flow dynamics of linear and…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
We study the time evolution of correlation functions in closed quantum systems for nonequilibrium ensembles of initial conditions. For a scalar quantum field theory we show that generic time-reversal invariant evolutions approach…
This paper is concerned with the theory of generic non-normal nonlinear evolutionary equations, with potential applications in Fluid Dynamics and Optics. Two theoretical models are presented. The first is a model two-level non-normal…
A universal and rigorous ensemble framework for nonequilibrium system remains lacking. Here, we provide a concise framework for the generalized ensemble theory of nonequilibrium discrete systems using matrix-based approach. By introducing…
We investigate the dynamics of an inertial active Ornstein-Uhlenbeck particle suspended in a non-Markovian environment. The particle is additionally subjected to external forces, such as harmonic confinement and a magnetic field. Motivated…
Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $\alpha$-stable L\'evy process is still lacking.…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…