相关论文: Characteristic function and Esscher transform of a…

A recently developed Shastry's formalism for energy transport is used to analyze the temporal and spatial behaviors of the energy and heat transport in metals under delta function excitation at the surface. Comparison with Cattaneo's model…

We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential,…

The traditional dynamical phase transition refers to the appearance of singularities in an observable with respect to a control parameter for a late-time state or singularities in the rate function of the Loschmidt echo with respect to…

The recent description of the cooling through the glass transition in terms of irreversible structural Eshelby rearrangements with a single average fictive temperature is extended to a distribution of fictive temperatures around the average…

We focus on a paradigmatic two-dimensional model of a nanoscale heat engine, - the so-called Brownian gyrator - whose stochastic dynamics is described by a pair of coupled Langevin equations with different temperature noise terms. This…

We study the dynamics of a Brownian particle in Morse potential under thermal fluctuations, modeled by Gaussian white noise whose amplitude depends on absolute temperature. Dynamics of such a particle is investigated by numerically…

We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…

After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…

Exact mechanisms of thermal conductivity in liquids are not well understood, despite rich research history. A vibrational model of energy transfer in dense simple liquids with soft pairwise interactions seems adequate to partially fill this…

In this paper we consider the dynamic Tsallis entropy and employ it for four model systems: (i) the motion of Brownian oscillator, (ii) the motion of Brownian oscillator with noise, (iii) the fluctuation of particle density in hydrodynamics…

In this article we are interested in the regularity properties of the probability measure induced by the solution process of the L\'evy noise or a fractional Brownian motion driven Navier Stokes Equation on the two dimensional torus…

In a high-frequency context, we investigate the efficient estimation of scaling and jump activity parameters for a stochastic differential equation driven by a L{\'e}vy process with both diffusion component and pure-jump component. We first…

We introduce a thermal dynamics for the Ising ferromagnet where the energy variations occurring within the system exhibit a diffusive character typical of thermalizing agents such as e.g. localized excitations. Time evolution is provided by…

Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…

We study how thermal fluctuations affect the dynamics of vortices in the two-dimensional classical, ferromagnetic, anisotropic Heisenberg model depending on their additive or multiplicative character. Using a collective coordinate theory,…

Temperature estimation plays a vital role across natural sciences. A standard approach is provided by probe thermometry, where a probe is brought into contact with the sample and examined after a certain amount of time has passed. In many…

We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by…

The grand partition function of a model of confined quarks is exactly calculated at arbitrary temperatures and quark chemical potentials. The model is inspired by a softly BRST-broken version of QCD and possesses a quark mass function…

We introduce an extension of the usual replicator dynamics to adaptive learning rates. We show that a population with a dynamic learning rate can gain an increased average payoff in transient phases and can also exploit external noise,…

This theoretical paper is to advance a phenomenological, quasi thermodynamic approach to the dynamics of classical liquids which uses the Levy distribution of probability theory. Doubts from the chemical physics community about the…