Persistence and survival in equilibrium step fluctuations

Results of analytic and numerical investigations of first-passage properties of equilibrium fluctuations of monatomic steps on a vicinal surface are reviewed. Both temporal and spatial persistence and survival probabilities, as well as the probability of persistent large deviations are considered. Results of experiments in which dynamical scanning tunneling microscopy is used to evaluate these first-passage properties for steps with different microscopic mechanisms of mass transport are also presented and interpreted in terms of theoretical predictions for appropriate models. Effects of discrete sampling, finite system size and finite observation time, which are important in understanding the results of experiments and simulations, are discussed.Comment: 30 pages, 12 figures, review paper for a special issue of JSTA

Canonical and non-canonical equilibrium distribution

We address the problem of the dynamical foundation of non-canonical equilibrium. We consider, as a source of divergence from ordinary statistical mechanics, the breakdown of the condition of time scale separation between microscopic and macroscopic dynamics. We show that this breakdown has the effect of producing a significant deviation from the canonical prescription. We also show that, while the canonical equilibrium can be reached with no apparent dependence on dynamics, the specific form of non-canonical equilibrium is, in fact, determined by dynamics. We consider the special case where the thermal reservoir driving the system of interest to equilibrium is a generator of intermittent fluctuations. We assess the form of the non-canonical equilibrium reached by the system in this case. Using both theoretical and numerical arguments we demonstrate that Levy statistics are the best description of the dynamics and that the Levy distribution is the correct basin of attraction. We also show that the correct path to non-canonical equilibrium by means of strictly thermodynamic arguments has not yet been found, and that further research has to be done to establish a connection between dynamics and thermodynamics.Comment: 13 pages, 6 figure

Simulating non-Markovian stochastic processes

We present a simple and general framework to simulate statistically correct realizations of a system of non-Markovian discrete stochastic processes. We give the exact analytical solution and a practical an efficient algorithm alike the Gillespie algorithm for Markovian processes, with the difference that now the occurrence rates of the events depend on the time elapsed since the event last took place. We use our non-Markovian generalized Gillespie stochastic simulation methodology to investigate the effects of non-exponential inter-event time distributions in the susceptible-infected-susceptible model of epidemic spreading. Strikingly, our results unveil the drastic effects that very subtle differences in the modeling of non-Markovian processes have on the global behavior of complex systems, with important implications for their understanding and prediction. We also assess our generalized Gillespie algorithm on a system of biochemical reactions with time delays. As compared to other existing methods, we find that the generalized Gillespie algorithm is the most general as it can be implemented very easily in cases, like for delays coupled to the evolution of the system, where other algorithms do not work or need adapted versions, less efficient in computational terms.Comment: Improvement of the algorithm, new results, and a major reorganization of the paper thanks to our coauthors L. Lafuerza and R. Tora

Stochastic processes with finite correlation time: modeling and application to the generalized Langevin equation

The kangaroo process (KP) is characterized by various forms of the covariance and can serve as a useful model of random noises. We discuss properties of that process for the exponential, stretched exponential and algebraic (power-law) covariances. Then we apply the KP as a model of noise in the generalized Langevin equation and simulate solutions by a Monte Carlo method. Some results appear to be incompatible with requirements of the fluctuation-dissipation theorem because probability distributions change when the process is inserted into the equation. We demonstrate how one can construct a model of noise free of that difficulty. This form of the KP is especially suitable for physical applications.Comment: 22 pages (RevTeX) and 4 figure

Concepts of quantum non-Markovianity: a hierarchy

Markovian approximation is a widely-employed idea in descriptions of the dynamics of open quantum systems (OQSs). Although it is usually claimed to be a concept inspired by classical Markovianity, the term quantum Markovianity is used inconsistently and often unrigorously in the literature. In this report we compare the descriptions of classical stochastic processes and quantum stochastic processes (as arising in OQSs), and show that there are inherent differences that lead to the non-trivial problem of characterizing quantum non-Markovianity. Rather than proposing a single definition of quantum Markovianity, we study a host of Markov-related concepts in the quantum regime. Some of these concepts have long been used in quantum theory, such as quantum white noise, factorization approximation, divisibility, Lindblad master equation, etc.. Others are first proposed in this report, including those we call past-future independence, no (quantum) information backflow, and composability. All of these concepts are defined under a unified framework, which allows us to rigorously build hierarchy relations among them. With various examples, we argue that the current most often used definitions of quantum Markovianity in the literature do not fully capture the memoryless property of OQSs. In fact, quantum non-Markovianity is highly context-dependent. The results in this report, summarized as a hierarchy figure, bring clarity to the nature of quantum non-Markovianity.Comment: Clarifications and references added; discussion of the related classical hierarchy significantly improved. To appear in Physics Report