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Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

动力系统 · 数学 2013-06-04 Ting Gao , Jinqiao Duan

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

介观与纳米尺度物理 · 物理学 2014-02-26 I. A. Khovanov , N. A. Khovanova

We study exit times from time-dependent domains under joint perturbations of the trajectory and the domain. Representing a moving domain by a continuous barrier $\Phi$ on space-time, we reduce the exit problem to a one-dimensional…

概率论 · 数学 2026-04-06 Tristan Guillaume

We present a comprehensive study of the phase transitions in the single-field reaction-diffusion stochastic systems with field-dependent mobility of a power-low form and the internal fluctuations. Using variational principles and mean-field…

统计力学 · 物理学 2015-05-13 V. O. Kharchenko

Phase field evolutions are obtained by means of time discrete schemes, providing (or selecting) at each time step an equilibrium configuration of the system, which is usually computed by descent methods for the free energy (e.g.staggered…

偏微分方程分析 · 数学 2025-02-17 Eleonora Maggiorelli , Matteo Negri

Multifield models with a curved field space have already been shown to be able to provide viable quintessence models for steep potentials that satisfy swampland bounds. The simplest dynamical systems of this type are obtained by coupling…

高能物理 - 理论 · 物理学 2020-10-28 Michele Cicoli , Giuseppe Dibitetto , Francisco G. Pedro

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

概率论 · 数学 2007-05-23 Samuel Herrmann , Peter Imkeller

To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein…

概率论 · 数学 2023-05-17 Jinghai Shao , Lingdi Wang , Qiong Wu

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

统计力学 · 物理学 2020-10-07 L. Lugosi , T. Kovács

The effect of the external field on the weakly-discontinuous first-order phase transition is analyzed in the frame of the Landau theory. The transformation of the free energy expansion as a power series in the order parameter is suggested…

凝聚态物理 · 物理学 2007-05-23 M. A. Fradkin

We discuss the slow relaxation phenomenon in glassy systems by means of replicas by constructing a static field theory approach to the problem. At the mean field level we study how criticality in the four point correlation functions arises…

统计力学 · 物理学 2013-02-28 Silvio Franz , Hugo Jacquin , Giorgio Parisi , Pierfrancesco Urbani , Francesco Zamponi

We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…

统计力学 · 物理学 2023-05-10 Przemysław Pogorzelec , Bartłomiej Dybiec

It is well known that the addition of noise to a multistable dynamical system can induce random transitions from one stable state to another. For low noise, the times between transitions have an exponential tail and Kramers' formula gives…

动力系统 · 数学 2017-11-15 Peter Ashwin , Jennifer Creaser , Krasimira Tsaneva-Atanasova

Stochastic biochemical and transport processes have various final outcomes, and they can be viewed as dynamic systems with multiple exits. Many current theoretical studies, however, typically consider only a single time scale for each…

统计力学 · 物理学 2020-08-26 Golan Bel , Anton Zilman , Anatoly B. Kolomeisky

We present a numerical study of a two-lane version of the stochastic non-equilibrium model known as the totally asymmetric simple exclusion process. For such a system with open boundaries, and suitably chosen values of externally-imposed…

统计力学 · 物理学 2019-07-31 S. L. A. de Queiroz , R. B. Stinchcombe

Within the Landau-Ginzburg picture of phase transitions, scalar field theories develop phase separation because of a spontaneous symmetry-breaking mechanism. This picture works in thermodynamics but also in the dynamics of phase separation.…

统计力学 · 物理学 2024-08-05 Matteo Paoluzzi , Demian Levis , Andrea Crisanti , Ignacio Pagonabarraga

It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional…

数学物理 · 物理学 2018-12-18 Aernout C. D. van Enter

We present a detailed comparison of the motion of a classical and of a quantum particle in the presence of trapping sites, within the framework of continuous-time classical and quantum random walk. The main emphasis is on the qualitative…

统计力学 · 物理学 2014-03-12 P. L. Krapivsky , J. M. Luck , K. Mallick

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

统计力学 · 物理学 2021-08-04 Piero Olla

We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…

动力系统 · 数学 2016-03-24 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd