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Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…
There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…
The Widom-Rowlinson model is an equilibrium model for point particles in Euclidean space. It has a repulsive interaction between particles of different colors, and shows a phase-transition at high intensity. Natural versions of the model…
Non-Markovian reduced dynamics of an open system is investigated. In the case the initial state of the reservoir is the vacuum state, an approximation is introduced which makes possible to construct a reduced dynamics which is completely…
We use the Hamilton-Jacobi theory to study the nonlinear evolutions of inhomogeneous spacetimes during inflation in generalized gravity. We find the exact solutions to the lowest order Hamilton-Jacobi equation for special scalar potentials…
The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…
In this paper we investigate the applicability of non-equilibrium statistical mechanics to non-equilibrium damage phenomena. As an example, a fiber-bundle model with thermal noise and a fiber-bundle model with decay of fibers are…
Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…
Statistical physics provides a useful perspective for the analysis of many complex systems; it allows us to relate microscopic fluctuations to macroscopic observations. Developmental biology, but also cell biology more generally, are…
This work brings together Keldysh non-equilibrium quantum theory and thermodynamics, by showing that a real-time diagrammatic technique is an equivalent of stochastic thermodynamics for non-Markovian quantum machines (heat engines,…
We analyze the Markovian and non-Markovian stochastic quantization methods for a complex action quantum mechanical model analog to a Maxwell-Chern-Simons eletrodynamics in Weyl gauge. We show through analytical methods convergence to the…
In this paper we consider several continuous-time multivariate non-Gaussian models applied to finance and proposed in the literature in the last years. We study the models focusing on the parsimony of the number of parameters, the…
We investigate two different types of non-Markovian coarse-grained models extracted from a linear, non-equilibrium microscopic system, featuring a tagged particle coupled to underdamped oscillators. The first model is obtained by…
We study time evolution of a subsystem's density matrix under unitary evolution, generated by a sufficiently complex, say quantum chaotic, Hamiltonian, modeled by a random matrix. We exactly calculate all coherences, purity and…
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
By using the holographic approach, we investigate the interplay between the order parameter and Goldstone modes in the real-time dynamics of the chiral phase transition. By quenching the system to a different thermal bath and obtaining…
Nonequilibrium Green's functions provide a powerful framework for studying quantum many-body dynamics including the laser-induced dynamics in solids. The Non-Equilibrium Systems Simulation package (NESSi) offers an efficient platform for…
We study the dynamics of a macroscopic superconducting qubit coupled to two independent non-stationary reservoirs by using time-dependent perturbation theory. We show that an equilibrium environment surpasses the coherent evolution of the…
We present a class of tractable non-equilibrium dynamical quantum systems which includes combinations of injection, detection and extraction of particles interspersed by unitary evolution. We show how such operations generate a hierarchy of…
We present simulations of an equilibrium statistical-mechanics model that uniformly samples the space of quiescent states of a periodically sheared suspension. In our simulations, we compute the structural properties of this model as a…