Related papers: Linear response theory and transient fluctuation t…
The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…
Understanding anomalous transport and reaction kinetics due to microscopic physical and chemical disorder is a long-standing goal in many fields including geophysics, biology, and engineering. We consider reaction-diffusion characterized by…
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…
We present and solve a continuum theory of vacancy-mediated diffusion (as evidenced, for example, in the vacancy driven motion of tracers in crystals). Results are obtained for all spatial dimensions, and reveal the strongly non-gaussian…
We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…
The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…
We apply linear response theory to a general, inhomogeneous, stationary stellar system, with particular emphasis on dissipative processes analogous to Landau damping. Assuming only that the response is causal, we show that the irreversible…
We present a parametric study of a nonlinear diffusion equation which generalises Leith's model of a turbulent cascade to an arbitrary cascade having a single conserved quantity. There are three stationary regimes depending on whether the…
Theory of laminated turbulnece includes continuous layer of turbulence (statistical description, kinetic equations, Zakharov-Kolmogorov spectra, etc) AND discrete layer of turbulence (isolated groups of interacting waves, no…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
Several problems, issued from physics, biology or the medical science, lead to parabolic equations set in two sub-domains separated by a membrane with selective permeability to specific molecules. The corresponding boundary conditions,…
The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…
The use of linear response theory for forced dissipative stochastic dynamical systems through the fluctuation dissipation theorem is an attractive way to study climate change systematically among other applications. Here, a mathematically…
The Markovian diffusion theory is generalized within the framework of the special theory of relativity using a modification of the mathematical calculus of diffusion on Riemannian manifolds (with definite metric) to describe diffusion on…
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
A nonlinear description for perpendicular particle diffusion in strong electromagnetic fluctuations is developed by using the fundamental Newton-Lorentz equation. Although not based on the same approach, the recently presented nonlinear…
A comparison theorem for state-dependent regime-switching diffusion processes is established, which enables us to control pathwisely the evolution of the state-dependent switching component simply by Markov chains. Moreover, a sharp…
A general non-linear response theory is derived for an arbitrary time-dependent Hamiltonian, not necessarily obeying time-reversal symmetry. This allows us to obtain a greatly generalized Kubo type formula. Applied to a mesoscopic system…
We apply a particular form of the inverse scattering theory to turbulent magnetic fluctuations in a plasma. In the present note we develop the theory, formulate the magnetic fluctuation problem in terms of its electrodynamic turbulent…