Related papers: Stochastic process behind nonlinear thermodynamic …
In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…
We study the possibility of applying statistical mechanics to generally covariant quantum theories with a vanishing Hamiltonian. We show that (under certain appropiate conditions) this makes sense, in spite of the absence of a notion of…
On the basis of the dynamical-quantization approach to open quantum systems, we can derive a non-Markovian Caldeira-Leggett quantum master equation as well as a non-Markovian quantum Smoluchowski equation in phase space. On the one hand, we…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…
Hidden Markov jump processes are an attractive approach for modeling clinical disease progression data because they are explainable and capable of handling both irregularly sampled and noisy data. Most applications in this context consider…
A generalization of the stochastic wave function method is presented which allows the unravelling of arbitrary linear quantum master equations which are not necessarily in Lindblad form and, moreover, the explicit treatment of memory…
It is well known that the state operator of an open quantum system can be generically represented as the solution of a time-local equation -- a quantum master equation. Unraveling in quantum trajectories offers a picture of open system…
Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
A quantum master equation describing the stochastic dynamics of a quantum massive system interacting with a quantum gravitational field is useful for the investigation of quantum gravitational and quantum informational issues such as the…
Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…
In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…
The proof of the long-standing conjecture is presented that Markovian quantum master equations are at odds with quantum thermodynamics under conventional assumptions of fluctuation-dissipation theorems (implying a translation invariant…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $R^d$. In this…
The Boltzmann kinetic equation is obtained from an integro-differential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy,…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…