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In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…

统计力学 · 物理学 2015-05-13 Vladimir Y. Chernyak , Michael Chertkov , Sergey V. Malinin , Razvan Teodorescu

A fundamental and intrinsic property of any device or natural system is its relaxation time relax, which is the time it takes to return to equilibrium after the sudden change of a control parameter [1]. Reducing $tau$ relax , is frequently…

People are well aware that, inherently, certain small-scale nonchaotic particle movements are not governed by thermodynamics. Usually, such phenomena are studied by kinetic theory and their energy properties are considered "trivial". In…

统计力学 · 物理学 2025-08-05 Yu Qiao , Zhaoru Shang

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

数学物理 · 物理学 2015-05-14 Jeremy Clark , Christian Maes

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

泛函分析 · 数学 2022-04-21 Adam Bobrowski , Tomasz Komorowski

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

统计力学 · 物理学 2015-06-18 Tomasz Srokowski

The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…

数学物理 · 物理学 2017-09-22 Jürg Fröhlich , Jeffrey Schenker

The Hamiltonian Mean Field model describes a system of N fully-coupled particles showing a second-order phase transition as a function of the energy. The dynamics of the model presents interesting features in a small energy region below the…

统计力学 · 物理学 2008-11-26 Vito Latora , Andrea Rapisarda

We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…

统计力学 · 物理学 2025-02-18 Manish Patel , Amir Shee , Debasish Chaudhuri

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

数学物理 · 物理学 2009-11-11 T. Komorowski , L. Ryzhik

In this paper we presented an overview on our works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type's…

统计力学 · 物理学 2019-08-19 Xiu-San Xing

We consider the one-dimensional discrete linear Schrodinger (DLS) equation perturbed by a conservative stochastic dynamics, that changes the phase of each particles, conserving the total norm (or number of particles). The resulting total…

概率论 · 数学 2017-12-12 Viviana Letizia

The dynamical system behaviour and thermal evolution of a homogeneous and isotropic dissipative universe are analyzed. The dissipation is driven by the bulk viscosity $\xi = \alpha \rho^s $ and the evolution of bulk viscous pressure is…

广义相对论与量子宇宙学 · 物理学 2020-03-11 Jerin Mohan N D , Krishna P B , Athira Sasidharan , Titus K Mathew

Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space homogeneous streaming, leading to the spontaneous formation…

物理与社会 · 物理学 2021-06-10 Martin Friesen , Hanno Gottschalk , Barbara Rüdiger , Antoine Tordeux

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

概率论 · 数学 2016-10-23 Mark Freidlin , Leonid Koralov

The viscosity and self-diffusion constant of a mesoscale hydrodynamic method, dissipative particle dynamics (DPD), are investigated. The viscosity of DPD with finite time step, including the Lowe-Anderson thermostat, is derived analytically…

软凝聚态物质 · 物理学 2009-11-13 Hiroshi Noguchi , Gerhard Gompper

The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…

统计力学 · 物理学 2021-09-15 Jakub Spiechowicz , Jerzy Łuczka

The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…

统计力学 · 物理学 2015-10-28 Moises Santillan , Hong Qian

We perform extensive MD simulations of two-dimensional systems of hard disks, focusing on the \emph{on}-collision statistical properties. We analyze the distribution functions of velocity, free flight time and free path length for packing…

统计力学 · 物理学 2015-09-02 Alessandro Taloni , Yasmine Meroz , Adrián Huerta

The fluctuation-dissipation theorem describes the intimate connection between the Brownian diffusion of thermal particles and their drag coefficients. In the simple case of spherical particles, it takes the form of the Stokes-Einstein…

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