Search Results (57)

Conventional integer-order models fail to adequately capture non-local memory effects and constrained nonlinear interactions in emotional dynamics. To address these limitations, we propose a coupled framework that integrates Caputo fractional derivatives with hyperbolic tangent–based interaction functions. The fractional-order term quantifies power-law memory decay in affective states, while the nonlinear component regulates connection strength through emotional difference thresholds. Mathematical analysis establishes the existence and uniqueness of solutions with continuous dependence on initial conditions and proves the local asymptotic stability of network equilibria ($W_{ij}^{*}={\displaystyle \frac{1}{\delta }}{\sec \mathrm{h}}^2(\parallel {\mathrm{E}}_i-{\mathrm{E}}_j\parallel )$, e.g., $W^{*}\approx 1.40$ under typical parameters $\eta =0.5$, $\delta =0.3$). We further derive closed-form expressions for the steady-state variance under stochastic perturbations ($\mathrm{Var}\left(W_{ij}\right)={\displaystyle \frac{{\sigma }_{\zeta }^2}{2\eta \delta }}$) and demonstrate a less than 6% deviation between simulated and theoretical values when ${\sigma }_{\zeta }=0.1$. Numerical experiments using the Euler–Maruyama method validate the convergence of connection weights toward the predicted equilibrium, reveal Gaussian features in the stationary distributions, and confirm power-law scaling between noise intensity and variance. The numerical accuracy of the fractional system is further verified through L1 discretization, with observed error convergence consistent with theoretical expectations for $\mu =0.5$. This framework advances the mechanistic understanding of co-evolutionary dynamics in emotion-modulated social networks, supporting applications in clinical intervention design, collective sentiment modeling, and psychophysiological coupling research. Full article

We revisit the question of the existence of a potential function, the Cole–Hopf transform of the stationary measure, for nonequilibrium steady states, in particular those found in active matter systems. This has been the subject of ongoing research for more than fifty years, but continues to be relevant. In particular, we want to make a connection to some recent work on the theory of Helmholtz–Hodge decompositions and address the recently suggested notion of typical trajectories in such systems. Full article

In this paper, the Balassa–Samuelson–Tariffi effect is revisited. This research first aims to explain that the behaviour of the real exchange rate shows structural breaks in the short term. A partial equilibrium model “á la Rogoff” is formally formulated where there are relative prices of non-tradable goods in terms of tradable goods in the supply side. Secondly, a general equilibrium model is built after a utility function is added to the partial equilibrium model. It is presented as a mathematical mechanism that shows a stationary state in the real exchange rate considering not only non-tradable goods but also tradable goods both in the domestic market and the foreign market. It is explained that any change in a currency’s price in terms of another currency in real terms is transitory in the long run, thereby disappearing after a certain period of time. In the general equilibrium model, any price’s change in non-tradable goods will be compensated by either a price’s change in tradable goods or changes in the nominal exchange rate. Therefore, this study’s main contribution is to show theoretically that the real exchange rate is constant over time in the long run. Full article

Modeling the evolution of a system using stochastic dynamics typically implies increasing subjective uncertainty in the adopted state of the system and its environment as time progresses, and stochastic entropy production has been developed as a measure of this change. In some situations, the evolution of stochastic entropy production can be described using an Itô process, but mathematical difficulties can emerge if diffusion in the system phase space happens to be restricted to a subspace of a lower dimension. This situation can arise if there are constants of the motion, for example, or more generally when there are functions of the coordinates that evolve without noise. More simply, difficulties can emerge if there are more coordinates than there are independent noises. We show how the problem of computing the stochastic entropy production in such a situation can be overcome. We illustrate the approach using a simple case of diffusion on an ellipse. We go on to consider an open three-level quantum system modeled within a framework of Markovian quantum state diffusion. We show how a nonequilibrium stationary state of the system, with a constant mean rate of stochastic entropy production, can be established under suitable environmental couplings. Full article

We examine the Rosencrantz coin that can “stick” in states for extended periods. Non-ergodic dynamics is highlighted by logarithmically growing block lengths in sequences. Traditional entropy decomposition into predictable and unpredictable components fails due to the absence of stationary distributions. Instead, sequence structure is characterized by block probabilities and Stirling numbers of the second kind, peaking at block size $n/\log n$. For large n, combinatorial growth dominates probability decay, creating a deterministic-like structure. This approach shifts the focus from predicting states to predicting temporal horizons, providing insights into systems beyond traditional equilibrium frameworks. Full article

We consider three different systems in a heat flow: an ideal gas, a van der Waals gas, and a binary mixture of ideal gases. We divide each system internally into two subsystems by a movable wall. We show that the direction of the motion of the wall, after release, under constant boundary conditions, is determined by the same inequality as in equilibrium thermodynamics $\mathrm{d}U-đQ\le 0$. The only difference between the equilibrium and non-equilibrium laws is the dependence of the net heat change, $đQ$, on the state parameters of the system. We show that the same inequality is valid when introducing the gravitational field in the case of both the ideal gas and the van der Waals gas in the heat flow. It remains true when we consider a thick wall permeable to gas particles and derive Archimedes’ principle in the heat flow. Finally, we consider the Couette (shear) flow of the ideal gas. In this system, the direction of the motion of the internal wall follows from the inequality $\mathrm{d}E-đQ-đW_s\le 0$, where $\mathrm{d}E$ is the infinitesimal change in total energy (internal plus kinetic) and $đW_s$ is the infinitesimal work exchanged with the environment due to the shear force imposed on the flowing gas. Ultimately, we synthesize all these cases within a general framework of the second law of non-equilibrium thermodynamics. Full article

We consider two different time fractional telegrapher’s equations under stochastic resetting. Using the integral decomposition method, we found the probability density functions and the mean squared displacements. In the long-time limit, the system approaches non-equilibrium stationary states, while the mean squared displacement saturates due to the resetting mechanism. We also obtain the fractional telegraph process as a subordinated telegraph process by introducing operational time such that the physical time is considered as a Lévy stable process whose characteristic function is the Lévy stable distribution. We also analyzed the survival probability for the first-passage time problem and found the optimal resetting rate for which the corresponding mean first-passage time is minimal. Full article

We explore the most probable phase portrait (MPPP) of a stochastic single-species model incorporating the Allee effect by utilizing the nonlocal Fokker–Planck equation (FPE). This stochastic model incorporates both non-Gaussian and Gaussian noise sources. It has three fixed points in the deterministic case. One is the unstable state, which lies between the two stable equilibria. Our primary focus is on elucidating the transition pathways from extinction to the upper stable state in this single-species model, particularly under the influence of jump-diffusion noise. This helps us to study the biological behavior of species. The identification of the most probable path relies on solving the nonlocal FPE tailored to the population dynamics of the single-species model. This enables us to pinpoint the corresponding maximum possible stable equilibrium state. Additionally, we derive the Onsager–Machlup function for the stochastic model and employ it to determine the corresponding most probable paths. Numerical simulations manifest three key insights: (i) when non-Gaussian noise is present in the system, the peak of the stationary density function aligns with the most probable stable equilibrium state; (ii) if the initial value rises from extinction to the upper stable state, then the most probable trajectory converges towards the maximally probable equilibrium state, situated approximately between 9 and 10; and (iii) the most probable paths exhibit a rapid ascent towards the stable state, then maintain a sustained near-constant level, gradually approaching the upper stable equilibrium as time goes on. These numerical findings pave the way for further experimental investigations aiming to deepen our comprehension of dynamical systems within the context of biological modeling. Full article

The fluctuation relation stands as a fundamental result in nonequilibrium statistical physics. Its derivation, particularly in the stationary state, places stringent conditions on the physical systems of interest. On the other hand, numerical analyses usually do not directly reveal any specific connection with such physical properties. This study proposes an investigation of such a connection with the fundamental ingredients of the derivation of the fluctuation relation for the dissipation, which includes the decay of correlations, in the case of heat transport in one-dimensional systems. The role of the heat baths in connection with the system’s inherent properties is then highlighted. A crucial discovery of our research is that different lattice models obeying the steady-state fluctuation relation may do so through fundamentally different mechanisms, characterizing their intrinsic nature. Systems with normal heat conduction, such as the lattice ${\varphi }^4$ model, comply with the theorem after surpassing a certain observational time window, irrespective of lattice size. In contrast, systems characterized by anomalous heat conduction, such as Fermi–Pasta–Ulam–Tsingou-$\beta$ and harmonic oscillator chains, require extended observation periods for theoretical alignment, particularly as the lattice size increases. In these systems, the heat bath’s fluctuations significantly influence the entire lattice, linking the system’s fluctuations with those of the bath. Here, the current autocorrelation function allows us to discern the varying conditions under which different systems satisfy with the fluctuation relation. Our findings significantly expand the understanding of the stationary fluctuation relation and its broader implications in the field of nonequilibrium phenomena. Full article

Molecular switches based on functionalized graphene nanoribbons (GNRs) are of great interest in the development of nanoelectronics. In experiment, it was found that a significant difference in the conductance of an anthraquinone derivative can be achieved by altering the pH value of the environment. Building on this, in this work we investigate the underlying mechanism behind this effect and propose a general design principle for a pH based GNR-based switch. The electronic structure of the investigated systems is calculated using density functional theory and the transport properties at the quasi-stationary limit are described using nonequilibrium Green’s function and the Landauer formalism. This approach enables the examination of the local and the global transport through the system. The electrons are shown to flow along the edges of the GNRs. The central carbonyl groups allow for tunable transport through control of the oxidation state via the pH environment. Finally, we also test different types of GNRs (zigzag vs. armchair) to determine which platform provides the best transport switchability. Full article

Using a single-site mean-field approximation (MFA) and Monte Carlo simulations, we examine Ising-like models on directed regular random graphs. The models are directed-network implementations of the Ising model, Ising model with absorbing states, and majority voter models. When these nonequilibrium models are driven by the heat-bath dynamics, their stationary characteristics, such as magnetization, are correctly reproduced by MFA as confirmed by Monte Carlo simulations. It turns out that MFA reproduces the same result as the generating functional analysis that is expected to provide the exact description of such models. We argue that on directed regular random graphs, the neighbors of a given vertex are typically uncorrelated, and that is why MFA for models with heat-bath dynamics provides their exact description. For models with Metropolis dynamics, certain additional correlations become relevant, and MFA, which neglects these correlations, is less accurate. Models with heat-bath dynamics undergo continuous phase transition, and at the critical point, the power-law time decay of the order parameter exhibits the behavior of the Ising mean-field universality class. Analogous phase transitions for models with Metropolis dynamics are discontinuous. Full article

In this paper, we formulate the first law of global thermodynamics for stationary states of the binary ideal gas mixture subjected to heat flow. We map the non-uniform system onto the uniform one and show that the internal energy $U(S^{*},V,N_1,N_2,f_1^{*},f_2^{*})$ is the function of the following parameters of state: a non-equilibrium entropy $S^{*}$, volume V, number of particles of the first component, $N_1$, number of particles of the second component $N_2$ and the renormalized degrees of freedom. The parameters $f_1^{*},f_2^{*}$, $N_1,N_2$ satisfy the relation $(N_1/(N_1+N_2))f_1^{*}/f_1+(N_2/(N_1+N_2))f_2^{*}/f_2=1$ ($f_1$ and $f_2$ are the degrees of freedom for each component respectively). Thus, only 5 parameters of state describe the non-equilibrium state of the binary mixture in the heat flow. We calculate the non-equilibrium entropy $S^{*}$ and new thermodynamic parameters of state $f_1^{*},f_2^{*}$ explicitly. The latter are responsible for heat generation due to the concentration gradients. The theory reduces to equilibrium thermodynamics, when the heat flux goes to zero. As in equilibrium thermodynamics, the steady-state fundamental equation also leads to the thermodynamic Maxwell relations for measurable steady-state properties. Full article

We formulate the first law of global thermodynamics for stationary states of the ideal gas in the gravitational field subjected to heat flow. We map the non-uniform system (described by profiles of the density and temperature) onto the uniform one and show that the total internal energy $U(S^{*},V,N,L,M^{*})$ is the function of the following parameters of state: the non-equilibrium entropy $S^{*}$, volume V, number of particles, N, height of the column L along the gravitational force, and renormalized mass of a particle $M^{*}$. Each parameter corresponds to a different way of energy exchange with the environment. The parameter $M^{*}$ changes internal energy due to the shift of the centre of mass induced by the heat flux. We give analytical expressions for the non-equilibrium entropy $S^{*}$ and effective mass $M^{*}$. When the heat flow goes to zero, $S^{*}$ approaches equilibrium entropy. Additionally, when the gravitational field vanishes, our fundamental relation reduces to the fundamental relation at equilibrium. Full article

The Ornstein–Uhlenbeck (O-U) process with resetting is considered as the anomalous transport taking place on a three-dimensional comb. The three-dimensional comb is a comb inside a comb structure, consisting of backbones and fingers in the following geometrical correspondence x–backbone →y–fingers–backbone →z–fingers. Realisation of the O-U process on the three-dimensional comb leads to anomalous (non-Markovian) diffusion. This specific anomalous transport in the presence of resets results in non-equilibrium stationary states. Explicit analytical expressions for the mean values and the mean squared displacements along all three directions of the comb are obtained and verified numerically. The marginal probability density functions for each direction are obtained numerically by Monte Carlo simulation of a random transport described by a system of coupled Langevin equations for the comb geometry. Full article

Increasing interest has been shown in the subject of non-additive entropic forms during recent years, which has essentially been due to their potential applications in the area of complex systems. Based on the fact that a given entropic form should depend only on a set of probabilities, its time evolution is directly related to the evolution of these probabilities. In the present work, we discuss some basic aspects related to non-additive entropies considering their time evolution in the cases of continuous and discrete probabilities, for which nonlinear forms of Fokker–Planck and master equations are considered, respectively. For continuous probabilities, we discuss an H-theorem, which is proven by connecting functionals that appear in a nonlinear Fokker–Planck equation with a general entropic form. This theorem ensures that the stationary-state solution of the Fokker–Planck equation coincides with the equilibrium solution that emerges from the extremization of the entropic form. At equilibrium, we show that a Carnot cycle holds for a general entropic form under standard thermodynamic requirements. In the case of discrete probabilities, we also prove an H-theorem considering the time evolution of probabilities described by a master equation. The stationary-state solution that comes from the master equation is shown to coincide with the equilibrium solution that emerges from the extremization of the entropic form. For this case, we also discuss how the third law of thermodynamics applies to equilibrium non-additive entropic forms in general. The physical consequences related to the fact that the equilibrium-state distributions, which are obtained from the corresponding evolution equations (for both continuous and discrete probabilities), coincide with those obtained from the extremization of the entropic form, the restrictions for the validity of a Carnot cycle, and an appropriate formulation of the third law of thermodynamics for general entropic forms are discussed. Full article