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See detailIntroduction to the dynamics of disordered systems: Equilibrium and gradient descent
Folena, Giampaolo; Manacorda, Alessandro UL; Zamponi, Francesco

in Physica A. Statistical Mechanics and its Applications (in press)

This paper contains the lecture notes of the short courses given by one of us (F.Z.) at the summer school Fundamental Problems in Statistical Physics XV, held in Brunico, Italy, in July 2021, and, just ... [more ▼]

This paper contains the lecture notes of the short courses given by one of us (F.Z.) at the summer school Fundamental Problems in Statistical Physics XV, held in Brunico, Italy, in July 2021, and, just before that, at the summer school Glassy Systems and Inter-Disciplinary Applications, held in Cargese, France, in June 2021. The course was a short introductory overview of the dynamics of disordered systems, focused in particular on the equilibrium dynamics (with the associated glass transition), and on the simplest case of off-equilibrium dynamics, namely gradient descent. A few selected topics (and references) are chosen, based on the authors’ own taste and competences, and on pedagogical reasons, without aiming at a complete review of the subject. [less ▲]

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See detailMicro-reversibility and thermalization with collisional baths
Ehrich, Jannik; Esposito, Massimiliano UL; Barra, Felipe et al

in Physica A. Statistical Mechanics and its Applications (2020)

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See detailThe statistical physics of active matter: From self-catalytic colloids to living cells
Fodor, Etienne UL; Marchetti, M. Cristina

in Physica A. Statistical Mechanics and its Applications (2018), 504(SI), 106-120

These lecture notes are designed to provide a brief introduction into the phenomenology of active matter and to present some of the analytical tools used to rationalize the emergent behavior of active ... [more ▼]

These lecture notes are designed to provide a brief introduction into the phenomenology of active matter and to present some of the analytical tools used to rationalize the emergent behavior of active systems. Such systems are made of interacting agents able to extract energy stored in the environment to produce sustained directed motion. The local conversion of energy into mechanical work drives the system far from equilibrium, yielding new dynamics and phases. The emerging phenomena can be classified depending on the symmetry of the active particles and on the type of microscopic interactions. We focus here on steric and aligning interactions, as well as interactions driven by shape changes. The models that we present are all inspired by experimental realizations of either synthetic, biomimetic or living systems. Based on minimal ingredients, they are meant to bring a simple and synthetic understanding of the complex phenomenology of active matter. (C) 2018 Elsevier B.V. All rights reserved. [less ▲]

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See detailRegime switching model for financial data: empirical risk analysis
Khaled, Salhi; Deaconu, Madalina; Lejay, Antoine et al

in Physica A. Statistical Mechanics and its Applications (2016), 461

This paper constructs a regime switching model for the univariate Value-at-Risk estimation. Extreme value theory (EVT) and hidden Markov models (HMM) are combined to estimate a hybrid model that takes ... [more ▼]

This paper constructs a regime switching model for the univariate Value-at-Risk estimation. Extreme value theory (EVT) and hidden Markov models (HMM) are combined to estimate a hybrid model that takes volatility clustering into account. In the first stage, HMM is used to classify data in crisis and steady periods, while in the second stage, EVT is applied to the previously classified data to rub out the delay between regime switching and their detection. This new model is applied to prices of numerous stocks exchanged on NYSE Euronext Paris over the period 2001–2011. We focus on daily returns for which calibration has to be done on a small dataset. The relative performance of the regime switching model is benchmarked against other well-known modeling techniques, such as stable, power laws and GARCH models. The empirical results show that the regime switching model increases predictive performance of financial forecasting according to the number of violations and tail-loss tests. This suggests that the regime switching model is a robust forecasting variant of power laws model while remaining practical to implement the VaR measurement. [less ▲]

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See detailEnsemble and trajectory thermodynamics: A brief introduction
Van den Broeck, C.; Esposito, Massimiliano UL

in Physica A. Statistical Mechanics and its Applications (2015), 418

We revisit stochastic thermodynamics for a system with discrete energy states in contact with a heat and particle reservoir. (C) 2014 Elsevier B.V. All rights reserved.

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See detailGeneralized Langevin equation with hydrodynamic backflow: Equilibrium properties
Fodor, Etienne UL; Grebenkov, Denis S.; Visco, Paolo et al

in Physica A. Statistical Mechanics and its Applications (2015), 422

We review equilibrium properties for the dynamics of a single particle evolving in a visco-elastic medium under the effect of hydrodynamic backflow which includes added mass and Basset force. Arbitrary ... [more ▼]

We review equilibrium properties for the dynamics of a single particle evolving in a visco-elastic medium under the effect of hydrodynamic backflow which includes added mass and Basset force. Arbitrary equilibrium forces acting upon the particle are also included. We discuss the derivation of the explicit expression for the thermal noise correlation function that is consistent with the fluctuation dissipation theorem. We rely on general time-reversal arguments that apply irrespective of the external potential acting on the particle, but also allow one to retrieve existing results derived for free particles and particles in a harmonic trap. Some consequences for the analysis and interpretation of single-particle tracking experiments are briefly discussed. (C) 2014 Elsevier B.V. All rights reserved. [less ▲]

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See detailThe generation of respiratory rhythms in birds
Granada, A.; Gabitto, M.; Garcia, Guadalupe Clara UL et al

in Physica A. Statistical Mechanics and its Applications (2006), 371(1), 84-87

The generation of precise respiratory rhythms is vital for birds, which must generate specific pressure patterns to perform several activities, song being one of the most demanding ones. These rhythms ... [more ▼]

The generation of precise respiratory rhythms is vital for birds, which must generate specific pressure patterns to perform several activities, song being one of the most demanding ones. These rhythms emerge as the interaction between a peripheral system and a set of neural nuclei which control the action of expiratory and inspiratory muscles. A computational model was proposed recently to account for this interaction. In this work, we describe the set of solutions that this model can display as its parameters are varied, and compare experimental records of air sac pressure patterns with the predictions of the model. © 2006 Elsevier B.V. All rights reserved. [less ▲]

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