相关论文: Fluctuations of non-ergodic stochastic processes

Local diffusion coefficients in disordered materials such as living cells are highly heterogeneous. Quenched disorder is utilized substantially to study such complex systems, whereas its analytical treatment is difficult to handle. We…

The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

The aim of this paper is to study the fluctuations of a general class of supercritical branching Markov processes with non-local branching mechanisms. We show the existence of three regimes according to the size of the spectral gap…

The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…

We study temperature fluctuations in mesoscopic $N$-body systems undergoing non-equilibrium processes from the perspective of stochastic thermodynamics. By introducing a stochastic differential equation, we describe the evolution of the…

The dynamics of temperature fluctuations of a gas of Brownian particles in local equilibrium with a nonequilibrium heat bath, are described using an approach consistent with Boltzmann-Gibbs statistics (BG). We use mesoscopic nonequilibrium…

Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…

We study work extraction processes mediated by finite-time interactions with an ambient bath -- \emph{partial thermalizations} -- as continuous time Markov processes for two-level systems. Such a stochastic process results in fluctuations…

The effect of finite temperature $T$ and finite strain rate $\dot\gamma$ on the statistical physics of plastic deformations in amorphous solids made of $N$ particles is investigated. We recognize three regimes of temperature where the…

Experimental measurements of the response of a two dimensional system of plastic beads subjected to steady shear are reported. The beads float at the surface of a fluid substrate and are subjected to a slow, steady-shear in a Couette…

This paper considers time-average stochastic optimization, where a time average decision vector, an average of decision vectors chosen in every time step from a time-varying (possibly non-convex) set, minimizes a convex objective function…

We study the dynamics of condensation for a stochastic continuous mass transport process defined on a one-dimensional lattice. Specifically we introduce three different variations of the truncated random average process. We generalize…

In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…

Recent efforts to deal with the complexities of the liquid state, particularly those of glassforming systems, have focused on the "energy landscape" as a means of dealing with the collective variables problem [1]. The "basins of attraction"…

We analyse a one-dimensional model of hard particles, within ensembles of trajectories that are conditioned (or biased) to atypical values of the time-averaged dynamical activity. We analyse two phenomena that are associated with these…

This study develops and analyzes a stochastic differential equation (SDE) model for the dynamics of hepatitis B virus (HBV) infection. While deterministic frameworks have yielded important insights into viral behavior, they cannot…