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Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to…

概率论 · 数学 2014-08-19 Lev B. Klebanov , Lenka Slámová , Ashot Kakosyan , Gregory Temnov

The approximate master equation (AME) provides a highly accurate description of dynamical processes on networks, yet its steady states are generally analytically intractable. In this study, we develop an analytical framework to derive the…

物理与社会 · 物理学 2026-05-05 Yu Takiguchi , Takehisa Hasegawa

We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…

统计金融 · 定量金融 2015-09-30 Yuriy Stepanov , Philip Rinn , Thomas Guhr , Joachim Peinke , Rudi Schäfer

Collisional thermalization of a particle ensemble under the energy dissipation can be seen in variety of systems, such as heated granular gasses and particles in plasmas. Despite its universal existence, analytical descriptions of the…

等离子体物理 · 物理学 2021-11-08 Keisuke Fujii , Jun Imano , Arseniy Kuzmin , Taiichi Shikama , Masahiro Hasuo

We develop a mathematical framework for determining the stability of steady states of generic nonlinear reaction-diffusion equations with periodic source terms, in one spatial dimension. We formulate an \textit{a priori} condition for the…

偏微分方程分析 · 数学 2019-03-07 Lennon Ó Náraigh , Khang Ee Pang

The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with…

概率论 · 数学 2019-10-30 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

A stochastic Schr\"odinger equation is presented to describe simultaneous continuous measurement of the position and momentum of a non-relativistic particle. The equation is solved to yield a state localised in position and momentum…

量子物理 · 物理学 2025-09-16 Daniel J. Bedingham

We derive the representation of the nonequilibrium steady-state distribution function which is expressed in terms of the excess free energy production. This representation resembles the one derived recently by Komatsu and Nakagawa [Phys.…

统计力学 · 物理学 2015-05-18 Song-Ho Chong , Michio Otsuki , Hisao Hayakawa

We propose a new representation for several quantum master equations in so-called quasithermodynamic form. This representation (when it exists) let one to write down dynamical equations both for diagonal and non-diagonal elements of density…

量子物理 · 物理学 2014-08-21 E. D. Vol

The stability features of steady states of the spherically symmetric Einstein-Vlasov system are investigated numerically. We find support for the conjecture by Zeldovich and Novikov that the binding energy maximum along a steady state…

广义相对论与量子宇宙学 · 物理学 2009-11-11 Hakan Andreasson , Gerhard Rein

In Boltzmannian statistical mechanics macro-states supervene on micro-states. This leads to a partitioning of the state space of a system into regions of macroscopically indistinguishable micro-states. The largest of these regions is…

统计力学 · 物理学 2015-10-09 Charlotte Werndl , Roman Frigg

The quantum master equation is introduced for the density matrix representing Bogoliubov-BCS quasiparticles. A constraint to relate the loss and gain factors is taken into account to preserve the form of the density matrix. Such an equation…

超导电性 · 物理学 2014-04-07 Chun-Feng Huang , Keh-Ning Huang

A driven stochastic system in a constant temperature heat bath relaxes into a steady state which is characterized by the steady state probability distribution. We investigate the relationship between the driving force and the steady state…

统计力学 · 物理学 2015-03-11 Jae Dong Noh , Joongul Lee

We study a two-state quantum system with a non linearity intended to describe interactions with a complex environment, arising through a non local coupling term. We study the stability of particular solutions, obtained as constrained…

偏微分方程分析 · 数学 2023-11-30 Thierry Goudon , Simona Rota Nodari

A simple and efficient approximation scheme to study electronic transport characteristics of strongly correlated nano devices, molecular junctions or heterostructures out of equilibrium is provided by steady-state cluster perturbation…

强关联电子 · 物理学 2015-10-28 Martin Nuss , Gerhard Dorn , Antonius Dorda , Wolfgang von der Linden , Enrico Arrigoni

Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…

概率论 · 数学 2012-04-03 Johan Segers

Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…

统计力学 · 物理学 2009-11-11 E. V. Vakarin , J. P. Badiali

The equilibrium state of a relativistic gas has been calculated based on the maximum entropy principle. Though the relativistic equilibrium state was long believed to be the Juttner distribution, a number of papers have been published in…

统计力学 · 物理学 2015-05-14 Tadas K Nakamura

We study the geometry of streamlines and stability properties for steady state solutions of the Euler equations for ideal fluid.

数学物理 · 物理学 2012-06-26 Nadirashvili Nikolai

The word stable is used to describe a situation when mathematical objects that almost satisfy an equation are close to objects satisfying it exactly. We study operator-algebraic forms of stability for unitary representations of groups and…

算子代数 · 数学 2025-09-22 Mikael de la Salle