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A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

Statistical Mechanics · Physics 2020-12-02 Jie Yao , Yanting Wang

The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…

Probability · Mathematics 2009-12-31 Alessandro De Gregorio

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…

chao-dyn · Physics 2008-02-03 Robert S. Maier , Daniel L. Stein

Zonal jets are striking and beautiful examples of the propensity for geophysical turbulent flows to spontaneously self-organize into robust, large scale coherent structures. There exist many dynamical mechanisms for the formation of zonal…

Fluid Dynamics · Physics 2016-02-24 F Bouchet , Antoine Venaille

We experimentally investigate the escape from a metastable state over a fluctuating barrier of a physical system. The system is switching between two states under electronic control of a dichotomous noise. We measure the escape time and its…

Statistical Mechanics · Physics 2009-10-31 Rosario N. Mantegna , Bernardo Spagnolo

In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

Soft Condensed Matter · Physics 2017-08-09 Eduardo Velasco Stock , Roberto da Silva , Henrique Almeida Fernandes

We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered L\'evy fluctuations, which are solutions of nonlocal elliptic equations. Firstly, we construct a new numerical scheme…

Dynamical Systems · Mathematics 2019-10-22 Yanjie Zhang , Xiao Wang , Jinqiao Duan

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

We review progress that has been made to constructa theory for the jet formation and maintenance in planetary atmospheres. The theory is built in the regime where velocityfluctuations around the base jet are very small compared to the…

Fluid Dynamics · Physics 2016-03-25 F Bouchet , C Nardini , T Tangarife

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

External flows, such as shear flow, add directional biases to particle motion, introducing anisotropic behavior into the system. Here, we explore the non-equilibrium dynamics that emerge from the interplay between linear shear flow and…

Statistical Mechanics · Physics 2024-10-15 Iman Abdoli , Kristian Stølevik Olsen , Hartmut Löwen

Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…

Statistical Mechanics · Physics 2013-10-29 Sayantari Ghosh , Amit Kumar Pal , Indrani Bose

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

Chaotic Dynamics · Physics 2009-11-07 R. Klages

A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…

Statistical Mechanics · Physics 2023-09-01 Indrani Bose

Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…

Statistical Mechanics · Physics 2007-11-08 B. Gaveau , L. S. Schulman

We review recent relativistic hydrodynamic simulations of jets, and their interpretation in terms of the results from linear stability analysis. These studies show that, interpreted naively, the distribution of synchrotron intensity will in…

Astrophysics · Physics 2007-05-23 Philip A. Hughes

The thermodynamic formalism expresses chaotic properties of dynamical systems in terms of the Ruelle pressure $\psi(\beta)$. The inverse-temperature like variable $\beta$ allows one to scan the structure of the probability distribution in…

chao-dyn · Physics 2017-09-20 C. Appert , H. van Beijeren , M. H. Ernst , J. R. Dorfman

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…

Chaotic Dynamics · Physics 2008-06-12 Krzysztof Gawedzki

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann