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We establish a general Langevin Dynamics model of interacting, single-domain magnetic nanoparticles in liquid suspension at finite temperature. The model couples the LLG equation for the moment dynamics with the mechanical rotation and…

介观与纳米尺度物理 · 物理学 2023-08-29 Frederik L. Durhuus , Marco Beleggia , Cathrine Frandsen

We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump…

统计力学 · 物理学 2015-05-27 Christian Maes , Karel Netocny , Bram Wynants

Linear perturbations of solutions of dynamical systems exhibit different asymptotic growth rates, which are naturally characterized by so-called covariant Lyapunov vectors (CLVs). Due to an increased interest of CLVs in applications,…

动力系统 · 数学 2019-05-30 Florian Noethen

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

概率论 · 数学 2020-01-07 Paul Dupuis , Vaios Laschos , Kavita Ramanan

This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…

动力系统 · 数学 2017-02-06 Volker Mayer , Mariusz Urbanski

We introduce the multiplicative Ising model and prove basic properties of its thermodynamic formalism such as existence of pressure and entropies. We generalize to one-dimensional "layer-unique" Gibbs measures for which the same results can…

概率论 · 数学 2014-01-30 J. -R. Chazottes , F. Redig

We continue the study of a model for heat conduction consisting of a chain of non-linear oscillators coupled to two Hamiltonian heat reservoirs at different temperatures. We establish existence of a Liapunov function for the chain dynamics…

数学物理 · 物理学 2009-11-07 Luc Rey-Bellet , Lawrence E. Thomas

This paper is concerned with the ergodicity for stochastic 2D fractional magneto-hydrodynamic equations on the two-dimensional torus driven by a highly degenerate pure jump L\'{e}vy noise. We focus on the challenging case where the noise…

概率论 · 数学 2025-05-01 Xue Wang , Jiangwei Zhang , Jianhua Huang

We provide several characterizations of convergence to unstable equilibria in nonlinear systems. Our current contribution is three-fold. First we present simple algebraic conditions for establishing local convergence of non-trivial…

动力系统 · 数学 2016-11-17 A. N. Gorban , I. Yu. Tyukin , H. Nijmeijer

We carry out extensive computer simulations to study the Lyapunov instability of a two-dimensional hard disk system in a rectangular box with periodic boundary conditions. The system is large enough to allow the formation of Lyapunov modes…

混沌动力学 · 物理学 2010-10-19 Hadrien Bosetti , Harald A. Posch

We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…

统计力学 · 物理学 2021-08-17 Lior Zarfaty , Eli Barkai , David A. Kessler

A Lyapunov-based approach for the trajectory generation of an $N$-dimensional Schr{\"o}dinger equation in whole $\RR^N$ is proposed. For the case of a quantum particle in an $N$-dimensional decaying potential the convergence is precisely…

偏微分方程分析 · 数学 2015-05-13 Mazyar Mirrahimi

We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order $1$, as $\e\downarrow 0$. The damping coefficient is assumed to be state dependent. We proceed first with a change of time and then, we…

概率论 · 数学 2015-09-30 Sandra Cerrai , Mark Freidlin

Pesin's formula relates the entropy of a dynamical system with its positive Lyapunov exponents. It is well known, that this formula holds true for random dynamical systems on a compact Riemannian manifold with invariant probability measure…

概率论 · 数学 2014-03-12 Moritz Biskamp

In \cite{Ch91a} it was shown that the billiard ball map for the periodic Lorentz gas has infinite topological entropy. In this article we study the set of points with infinite Lyapunov exponents. Using the cell structure developed in…

动力系统 · 数学 2016-09-06 N. I. Chernov , Serge Troubetzkoy

For a class of locally (but not necessarily uniformly) Lipschitz continuous $d$-dimensional observables over a Gibbs-Markov system, we show that convergence of (suitably normalized and centered) ergodic sums to a non-Gaussian stable vector…

动力系统 · 数学 2021-10-05 David Kocheim , Fabian Pühringer , Roland Zweimüller

We study nonequilibrium steady states in the Lorentz gas of periodic scatterers when an external field is applied and the particle kinetic energy is held fixed by a ``thermostat'' constructed according to Gauss' principle of least…

chao-dyn · 物理学 2009-10-22 N. I. Chernov , G. L. Eyink , J. L. Lebowitz , Ya. G. Sinai

We provide a framework to analyze the convergence of discretized kinetic Langevin dynamics for $M$-$\nabla$Lipschitz, $m$-convex potentials. Our approach gives convergence rates of $\mathcal{O}(m/M)$, with explicit stepsize restrictions,…

数值分析 · 数学 2024-05-24 Benedict Leimkuhler , Daniel Paulin , Peter A. Whalley

We study systems with periodically oscillating parameters that can give way to complex periodic or non periodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal…

混沌动力学 · 物理学 2013-05-29 L. Hector Juarez , Holger Kantz , Oscar Martinez , Eduardo Ramos , Raul Rechtman

We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the…

概率论 · 数学 2025-11-06 Fan Chen , Zhenjie Ren , Songbo Wang