相关论文: Fluctuations of non-ergodic stochastic processes
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
We study the effects of uniform time delays on the extreme fluctuations in stochastic synchronization and coordination problems with linear couplings in complex networks. We obtain the average size of the fluctuations at the nodes from the…
When an ensemble of particles interact hydrodynamically, they generically display large-scale transient structures such as swirls in sedimenting particles [1], or colloidal strings in sheared suspensions [2]. Understanding these…
We are interested in time series of the form $y_{n} = x_{n} + \xi_{n}$ where ${x_{n}}$ is generated by a chaotic dynamical system and where $\xi_{n}$ models observational noise. Using concentration inequalities, we derive fluctuation bounds…
Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…
"\textit{The noise is the signal}"[R. Landauer, Nature \textbf{392}, 658 (1998)] emphasizes the rich information content encoded in fluctuations. This paper assesses the dynamical role of fluctuations of a quantum system driven far from…
For a quantum system in a macroscopically large volume $V$, prepared in a pure state and subject to maximally noisy or ergodic unitary dynamics, the reduced density matrix of any sub-system $v\ll V$ is almost surely totally mixed. We show…
We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions…
Elucidating the interplay of defect and stress at the microscopic level is a fundamental physical problem that has strong connection with materials science. Here, based on the two-dimensional crystal model, we show that the instability mode…
We consider stochastic energy balance and entropy production (EP) in a generalized Langevin dynamics of macrospins, allowing for both amplitude and direction fluctuations, under external magnetic field. EP is calculated using Fokker-Planck…
Fluctuations in thermal many-particle systems reflect fundamental dynamical processes in both equilibrium and nonequilibrium (NEQ) physics. In NEQ systems \cite{ritort} fluctuations are important in a variety of contexts ranging from…
Time series foundation models (TSFMs) are widely used as generic feature extractors, yet the notion of non-stationarity in their embedding spaces remains poorly understood. Recent work often conflates non-stationarity with distribution…
In the context of relativistic heavy-ion collisions, we explore the stochastic and dissipative relaxational dynamics of a non-conserved order parameter in a $\lambda\varphi^4$ interaction. The cutoff of the theory is provided by the lattice…
The research herein studies the Langevin dynamics allowing for an exchange of energy between liquid crystals and the thermal environment. This dynamics leads to fluctuation and dissipation behaviors in the motions of liquid crystals, and…
We report a similarity of fluctuations in equilibrium critical phenomena and non-equilibrium systems, which is based on the concept of natural time. The world-wide seismicity as well as that of San Andreas fault system and Japan are…
In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…
We report on experimentally observed shear stress fluctuations in both granular solid and fluid states, showing that they are non-Gaussian at low shear rates, reflecting the predominance of correlated structures (force chains) in the…
We present a general formalism for the construction of thermodynamically consistent stochastic models of non-linear electronic circuits. The devices constituting the circuit can have arbitrary I-V curves and may include tunnel junctions,…
Non-equilibrium and equilibrium fluid systems differ due to the existence of long-range correlations in non-equilibrium that are not present in equilibrium, except at critical points. Here we examine fluctuations of the temperature, of the…