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We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…

Statistical Mechanics · Physics 2009-11-07 C. Beck , E. G. D. Cohen

Descriptions of molecular systems usually refer to two distinct theoretical frameworks. On the one hand the quantum pure state, i.e. the wavefunction, of an isolated system which is determined to calculate molecular properties and to…

Statistical Mechanics · Physics 2011-03-17 Barbara Fresch , Giorgio J. Moro

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…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

Equilibrium statistical mechanics is intended to link the microscopic dynamics of particles to the thermodynamic laws for macroscopic quantities. However, the modern statistical theory is faced with significant difficulties, as applied to…

Statistical Mechanics · Physics 2016-03-15 A. G. Godizov , A. A. Godizov

Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…

Statistical Mechanics · Physics 2017-10-30 Todd R. Gingrich , Jordan M. Horowitz

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

Superstatistics is a general method from nonequilibrium statistical physics which has been applied to a variety of complex systems, ranging from hydrodynamic turbulence to traffic delays and air pollution dynamics. Here, we investigate…

Atmospheric and Oceanic Physics · Physics 2024-08-12 Benjamin Schäfer , Catherine M. Heppell , Hefin Rhys , Christian Beck

A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…

Plasma Physics · Physics 2018-01-17 Audun Theodorsen , Odd Erik Garcia

We study how stochastic resetting affects first-passage processes in systems of many interacting particles. While resetting is well understood for single-particle dynamics, its consequences for collective behavior remain less clear. We…

Statistical Mechanics · Physics 2026-04-28 Juhee Lee , Seong-Gyu Yang , Ludvig Lizana

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

In a physical system, changing parameters such as temperature can induce a phase transition: an abrupt change from one state of matter to another. Analogous phenomena have recently been observed in large language models. Typically, the task…

Machine Learning · Computer Science 2024-05-28 Julian Arnold , Flemming Holtorf , Frank Schäfer , Niels Lörch

Generalized superstatistics, i.e., a "statistics of superstatistics," is proposed. A generalized superstatistical system comprises a set of superstatistical subsystems and represents a generalized hyperensemble. There exists a random…

Statistical Mechanics · Physics 2011-11-30 Denis Nikolaevich Sob'yanin

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…

Statistical Finance · Quantitative Finance 2011-05-26 H. Quevedo , M. N. Quevedo

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

A thermodynamic device placed outdoors, or a local ecosystem, is subject to a variety of different temperatures given by short-tem (daily) and long-term (seasonal) variations. In the long term a superstatistical description makes sense,…

Atmospheric and Oceanic Physics · Physics 2013-07-31 G. Cigdem Yalcin , Christian Beck

The theory of superstatistics, originally proposed for the study of complex nonequilibrium systems, has recently been extended to studies of small systems interacting with a finite environment, because such systems display interestingly…

Statistical Mechanics · Physics 2023-04-19 Constanza Farías , Sergio Davis

Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…

Statistical Mechanics · Physics 2015-06-12 Giorgio Sonnino , György Steinbrecher , Alessandro Cardinali , Alberto Sonnino , Mustapha Tlidi

The existence of fluctuations of temperature has been a somewhat controversial topic in thermodynamics but nowadays it is recognized that they must be taken into account in small, finite systems. Although for nonequilibrium steady states…

Statistical Mechanics · Physics 2022-01-05 Sergio Davis