Related papers: Non-Markovian diffusion equations and processes: a…
The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…
Nonlinear and nonlinear evolution equations of the form $u_t=\L u \pm|\nabla u|^q$, where $\L$ is a pseudodifferential operator representing the infinitesimal generator of a L\'evy stochastic process, have been derived as models for growing…
A stochastic approach to the quantum dynamics randomly modulated in time by a discrete state non-Markovian noise, which possesses an arbitrary non-exponential distribution of the residence times, is developed. The formally exact expression…
Transport events in turbulent tokamak plasmas often exhibit non-local or non-diffusive action at a distance features that so far have eluded a conclusive theoretical description. In this paper a theory of non-local transport is investigated…
A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order…
We study the diffusion equation with a position-dependent, power-law diffusion coefficient. The equation possesses the Riesz-Weyl fractional operator and includes a memory kernel. It is solved in the diffusion limit of small wave numbers.…
We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The…
In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporally evolving probability distributions (e.g., those produced…
Molecular dynamics are extremely complex, yet understanding the slow components of their dynamics is essential to understanding their macroscopic properties. To achieve this, one models the molecular dynamics as a stochastic process and…
A quantum process is called non-Markovian when memory effects take place during its evolution. Quantum non-Markovianity is a phenomenon typically associated with the information back-flow from the environment to the principal system,…
We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…
We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…
We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…
Quantum memory effects can be qualitatively understood as a consequence of an environment-to-system backflow of information. Here, we analyze and compare how this concept is interpreted and implemented in different approaches to quantum…
Featuring memory of past inputs is a fundamental requirement for machine learning models processing time-dependent data. In quantum reservoir computing, all architectures proposed so far rely on Markovian dynamics, which, as we prove,…
Embedding non-Markovian open quantum dynamics into an enlarged Markovian space offers a powerful route to nonperturbative simulations, where the dynamics of the extended space can be governed by multiple distinct Markovian equations. We…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
We discuss the conceptually different definitions used for the non-Markovianity of classical and quantum processes. The well-established definition for non-Markovianity of a classical stochastic process represents a condition on the…