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Non-ergodic Stochastic Processes

A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Statistical Physics".

Deadline for manuscript submissions: closed (20 September 2021) | Viewed by 4848

Special Issue Editor


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Guest Editor
Department of Computing, Goldsmiths, University of London, London SE14 6NW, UK
Interests: statistical physics of complex systems and networks; stochastic processes; biological physics; information theory and cell sensing; non-equilibrium statistical mechanics

Special Issue Information

Dear Colleagues,

The ergodic hypothesis that ensemble averages and time averages are equal in the limit of infinite measurement time, is a cornerstone of statistical mechanics. In the past decades, with the emergence of many complex physical, biological, and socio-economic systems violating this condition, the challenge of modelling the statistics and dynamics of this regime has become of paramount importance, especially in conjunction with advanced experimental techniques, such as single particle tracing in cells or the spectroscopy of nanomolecules, heavily dependent on single trajectory analysis.

From the anomalous diffusion of molecules and tracers in cells, to fluctuations in the spectra of nanomolecules from glasses relaxation to market fluctuations, to name a few, a plethora of systems characterized by non-ergodic fluctuations have highlighted the importance of extending theoretical models based on stochastic processes to non-ergodic regimes.

It is especially important to reconcile experimental observations that are usually bound to the time domain with the underlying correct model of fluctuations.

The purpose of this Special Issue is to give an opportunity to publish papers on non-ergodic stochastic processes and their application to the modelling of complex systems. We welcome overviews and original papers using theory, simulations, and experiments.

Dr. Gerardo Aquino
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Entropy is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • Renewal processes and continuous time random walk
  • Fractional Brownian motion
  • Linear response and fluctuation-dissipation relations
  • Information and entropy of non-ergodic stochastic processes
  • Diffusion in internal protein states
  • Anomalous diffusion in cells, time vs. ensemble average
  • Record dynamics
  • Spectral diffusion in macromolecules and nanocrystals
  • Non-ergodicity and non-ergodic fluctuations in market and economic models
  • Non-ergodicity in brain activity
  • Time series analysis, theory and applications
  • Applications in physics, biology, and economics

Published Papers (2 papers)

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Research

15 pages, 1289 KiB  
Article
Effect of Ergodic and Non-Ergodic Fluctuations on a Charge Diffusing in a Stochastic Magnetic Field
by Gerardo Aquino, Kristopher J. Chandía and Mauro Bologna
Entropy 2021, 23(6), 781; https://0-doi-org.brum.beds.ac.uk/10.3390/e23060781 - 19 Jun 2021
Cited by 1 | Viewed by 1887
Abstract
In this paper, we study the basic problem of a charged particle in a stochastic magnetic field. We consider dichotomous fluctuations of the magnetic field where the sojourn time in one of the two states are distributed according to a given waiting-time distribution [...] Read more.
In this paper, we study the basic problem of a charged particle in a stochastic magnetic field. We consider dichotomous fluctuations of the magnetic field where the sojourn time in one of the two states are distributed according to a given waiting-time distribution either with Poisson or non-Poisson statistics, including as well the case of distributions with diverging mean time between changes of the field, corresponding to an ergodicity breaking condition. We provide analytical and numerical results for all cases evaluating the average and the second moment of the position and velocity of the particle. We show that the field fluctuations induce diffusion of the charge with either normal or anomalous properties, depending on the statistics of the fluctuations, with distinct regimes from those observed, e.g., in standard Continuous-Time Random Walk models. Full article
(This article belongs to the Special Issue Non-ergodic Stochastic Processes)
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16 pages, 1697 KiB  
Article
Non-Normalizable Quasi-Equilibrium Solution of the Fokker–Planck Equation for Nonconfining Fields
by Celia Anteneodo, Lucianno Defaveri, Eli Barkai and David A. Kessler
Entropy 2021, 23(2), 131; https://0-doi-org.brum.beds.ac.uk/10.3390/e23020131 - 20 Jan 2021
Cited by 4 | Viewed by 1646
Abstract
We investigate the overdamped Langevin motion for particles in a potential well that is asymptotically flat. When the potential well is deep as compared to the temperature, physical observables, like the mean square displacement, are essentially time-independent over a long time interval, the [...] Read more.
We investigate the overdamped Langevin motion for particles in a potential well that is asymptotically flat. When the potential well is deep as compared to the temperature, physical observables, like the mean square displacement, are essentially time-independent over a long time interval, the stagnation epoch. However, the standard Boltzmann–Gibbs (BG) distribution is non-normalizable, given that the usual partition function is divergent. For this regime, we have previously shown that a regularization of BG statistics allows for the prediction of the values of dynamical and thermodynamical observables in the non-normalizable quasi-equilibrium state. In this work, based on the eigenfunction expansion of the time-dependent solution of the associated Fokker–Planck equation with free boundary conditions, we obtain an approximate time-independent solution of the BG form, being valid for times that are long, but still short as compared to the exponentially large escape time. The escaped particles follow a general free-particle statistics, where the solution is an error function, which is shifted due to the initial struggle to overcome the potential well. With the eigenfunction solution of the Fokker–Planck equation in hand, we show the validity of the regularized BG statistics and how it perfectly describes the time-independent regime though the quasi-stationary state is non-normalizable. Full article
(This article belongs to the Special Issue Non-ergodic Stochastic Processes)
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