Related papers: Linear response theory and transient fluctuation t…
We derive spectral fluctuation--dissipation--response inequalities for finite-state Markov jump processes. By comparing the causal susceptibility to its passive equilibrium reference, we establish frequency-resolved and frequency-integrated…
This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), i(t), Y(t)), where (K(t), i(t)) is an autonomous reversible jump process, with waiting times between two jumps with…
Reaction-diffusion problems are often described at a macroscopic scale by partial derivative equations of the type of the Fisher or Kolmogorov-Petrovsky-Piscounov equation. These equations have a continuous family of front solutions, each…
Onsager's regression hypothesis makes a fundamental connection between macroscopic transport phenomena and the average relaxation of spontaneous microscopic fluctuations. This relaxation, however, is agnostic to odd transport phenomena, in…
In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…
A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…
First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…
We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…
We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the…
A system of equations of the reaction-diffusion type is studied in the framework of both the direct and the inverse prolongation structure. We find that this system allows an incomplete prolongation Lie algebra, which is used to find the…
Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…
We consider general multi-species models of reaction diffusion processes and obtain a set of constraints on the rates which give rise to closed systems of equations for correlation functions. Our results are valid in any dimension and on…
For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…
A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…
A new asymptotic method is presented for the analysis of the traveling waves in the one-dimensional reaction-diffusion system with the diffusion with a finite velocity and Kolmogorov-Petrovskii-Piskunov kinetics. The analysis makes use of…
Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…