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The process of fluctuations of trajectory observables of stochastic systems is related to processes with independent increments from the risk theory. The first-passage times of variables of the thermodynamics of trajectories, in particular,…

Statistical Mechanics · Physics 2025-06-17 V. V. Ryazanov

The generalized master equation or the equivalent continuous time random walk equations can be used to compute the macroscopic first passage time distribution (FPTD) of a complex stochastic system from short-term microscopic simulation…

Chemical Physics · Physics 2009-11-11 David Shalloway , Anton Faradjian

Complex nonequilibrium systems are often effectively described by a `statistics of a statistics', in short, a `superstatistics'. We describe how to proceed from a given experimental time series to a superstatistical description. We argue…

Statistical Mechanics · Physics 2009-11-11 Christian Beck , Ezechiel G. D. Cohen , Harry L. Swinney

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…

Statistical Mechanics · Physics 2019-05-07 Hong Qian

Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…

Statistical Mechanics · Physics 2024-06-21 Shaohua Guan , Qiang Chang , Wen Yao

Statistical thermodynamics is valuable as a conceptual structure that shapes our thinking about equilibrium thermodynamic states. A cloud of unresolved questions surrounding the foundations of the theory could lead an impartial observer to…

Statistical Mechanics · Physics 2025-10-31 O. B. Ericok , J. K. Mason

In a first part the scope of classical thermodynamics and statistical mechanics is discussed in the broader context of formal dynamical systems, including computer programmes. In this context classical thermodynamics appears as a particular…

Statistical Mechanics · Physics 2009-11-11 Daniel Pfenniger

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

Nonequilibrium systems with large-scale fluctuations of a suitable system parameter are often effectively described by a superposition of two statistics, a superstatistics. Here we illustrate this concept by analysing experimental data of…

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

Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and…

Statistical Mechanics · Physics 2012-05-21 Udo Seifert

A multicanonical formalism is introduced to describe statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs"…

Statistical Mechanics · Physics 2012-11-15 Domingos S. P. Salazar , Giovani L. Vasconcelos

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…

Statistical Mechanics · Physics 2007-05-23 Sanjib Sabhapandit

A novel formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small…

Statistical Mechanics · Physics 2019-05-06 Giovani L. Vasconcelos , Domingos S. P. Salazar , A. M. S. Macêdo

The theory of superstatistics is a generalization of Boltzmann-Gibbs statistical mechanics which admits temperature fluctuations, and generates non-canonical ensembles from the distribution function of these fluctuations. Recently, some…

Statistical Mechanics · Physics 2025-04-29 Constanza Farías , Sergio Davis

The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…

Statistical Mechanics · Physics 2011-03-14 David Andrieux

The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…

Statistical Mechanics · Physics 2025-12-24 Talia Baravi , Eli Barkai

We discuss a Statistical Mechanics approach in the manner of Edwards to the ``inherent states'' (defined as the stable configurations in the potential energy landscape) of glassy systems and granular materials. We show that at stationarity…

Statistical Mechanics · Physics 2009-11-07 Annalisa Fierro , Mario Nicodemi , Antonio Coniglio
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