Related papers: Markovian embedding of non-Markovian superdiffusio…
We study the dynamics of relaxation and thermalization in an exactly solvable model with the goal of understanding the effects of off-shell processes. The focus is to compare the exact evolution of the distribution function with different…
A colloidal particle is a prominent example of a stochastic system, and, if suspended in a simple viscous liquid, very closely resembles the case of an ideal random walker. A variety of new phenomena have been observed when such colloid is…
Non-Markovian evolution of an open quantum system can be `unraveled' into pure state trajectories generated by a non-Markovian stochastic (diffusive) Schr\"odinger equation, as introduced by Di\'osi, Gisin, and Strunz. Recently we have…
The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…
Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
Non-reciprocal interactions play a key role in shaping transport in active and passive systems, giving rise to striking nonequilibrium behavior. Here, we study the dynamics of a tracer -- active or passive -- embedded in a bath of active or…
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…
In this paper, we study the mean field limit of interacting particles with memory that are governed by a system of interacting non-Markovian Langevin equations. Under the assumption of quasi-Markovianity (i.e. that the memory in the system…
Open quantum systems exhibit a range of novel out-of-equilibrium behavior due to the interplay between coherent quantum dynamics and dissipation. Of particular interest in these systems are driven, dissipative transitions, the emergence of…
In this work, we establish the small-noise asymptotic behaviour (namely, the functional law of large numbers and the large deviation principle) for multi-scale McKean--Vlasov diffusions with super-linear kernels. In this setting, the…
From numerical simulations it is known that the barrier-crossing time of a non-Markovian one-dimensional reaction coordinate with a single exponentially decaying memory function exhibits a memory-turnover: for intermediate values of the…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
In this paper we investigate the non-Markovian dynamics of a qubit by comparing two generalized master equations with memory. In the case of a thermal bath, we derive the solution of the post-Markovian master equation recently proposed in…
We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…
We provide a versatile analytical framework for calculating the dynamics of a spin system in contact with a fermionic bath beyond the Markov approximation. The approach is based on a second order expansion of the Nakajima-Zwanzig master…
Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…
Stochastic thermodynamics and the associated fluctuation relations provide the means to extend the fundamental laws of thermodynamics to small scales and systems out of equilibrium. The fluctuating thermodynamic variables are usually…
Macroscopic parameters as well as precise information on the random force characterizing the Langevin type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual…