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We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an explicit expression for the corresponding invariant…

Probability · Mathematics 2024-01-22 Sandro Franceschi , Tomoyuki Ichiba , Ioannis Karatzas , Kilian Raschel

We study the time evolution of quantum entanglement for a specific class of quantum dynamics, namely the locally scrambled quantum dynamics, where each step of the unitary evolution is drawn from a random ensemble that is invariant under…

Disordered Systems and Neural Networks · Physics 2020-07-01 Wei-Ting Kuo , A. A. Akhtar , Daniel P. Arovas , Yi-Zhuang You

We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini

We study propagation of dissipative structures in inhomogeneous media with a focus on pinning and depinning transitions. We model spatial complexity in the medium as generated by dynamical systems. We are thus able to capture transitions…

Pattern Formation and Solitons · Physics 2019-02-20 Noah Ankney , Montie Avery , Tali Khain , Arnd Scheel

We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…

Mathematical Physics · Physics 2015-06-15 Tanguy Cabana , Jonathan Touboul

Consider a low temperature stochastic Ising model in the phase coexistence regime with Markov semigroup $P_t$. A fundamental and still largely open problem is the understanding of the long time behavior of $\d_\h P_t$ when the initial…

Probability · Mathematics 2010-10-05 Pietro Caputo , Fabio Martinelli

We consider a system of two bosonic modes each subject to the dynamics induced by a thermal Markovian environment and we identify instantaneous, local symplectic controls that minimise the loss of entanglement in the Gaussian regime. By…

Quantum Physics · Physics 2018-12-12 Francesco Albarelli , Uther Shackerley-Bennett , Alessio Serafini

We extend a phase-field/gradient damage formulation for cohesive fracture to the dynamic case. The model is characterized by a regularized fracture energy that is linear in the damage field, as well as non-polynomial degradation functions.…

Applied Physics · Physics 2019-03-27 Rudy J. M. Geelen , Yingjie Liu , Tianchen Hu , Michael R. Tupek , John E. Dolbow

The Glauber model on a one-dimensional lattice with boundaries (for the ferromagnetic- and anti-ferromagnetic case) is considered. The large-time behaviour of the one-point function is studied. It is shown that, for any positive…

Statistical Mechanics · Physics 2009-11-07 Mohammad Khorrami , Amir Aghamohammadi

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

In this paper, we study homogenization problem for strong Markov processes on $\R^d$ having infinitesimal generators $$ \sL f(x)=\int_{\R^d}\left(f(x+z)-f(x)-\langle \nabla f(x), z\rangle \I_{\{|z|\le 1\}} \right) k(x,z)\, \Pi (dz) +\langle…

Probability · Mathematics 2020-07-08 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We propose an analytic approach for the steady-state dynamics of Markov processes on locally tree-like graphs. It is based on time-translation invariant probability distributions for edge trajectories, which we encode in terms of infinite…

Statistical Mechanics · Physics 2025-09-08 Stefano Crotti , Thomas Barthel , Alfredo Braunstein

There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…

Statistics Theory · Mathematics 2021-11-12 Augustin Chevallier , Sam Power , Andi Q. Wang , Paul Fearnhead

We consider a coagulation multiple-fragmentation equation, which describes the concentration $c\_t(x)$ of particles of mass $x \in (0,\infty)$ at the instant $t \geq 0$ in a model where fragmentation and coalescence phenomena occur. We…

Probability · Mathematics 2015-02-10 Eduardo Cepeda

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva

We derive the phase diagram of a paradigmatic model of Coulomb frustrated phase separation in two-dimensional systems with negative short-range electronic compressibility. We consider the system subject either to the truly three-dimensional…

Strongly Correlated Electrons · Physics 2009-05-13 C. Ortix , J. Lorenzana , C. Di Castro

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…

Computational Finance · Quantitative Finance 2015-05-19 Dan Pirjol

We define a class of Markovian parallel dynamics for spin systems on arbitrary graphs with nearest neighbor interaction described by a Hamiltonian function $H(\sigma)$. These dynamics turn out to be reversible and their stationary measure…

We study Markovian random products on a large class of "m-dimensional" connected compact metric spaces (including products of closed intervals and trees). We introduce a splitting condition, generalizing the classical one by Dubins and…

Dynamical Systems · Mathematics 2018-04-18 Lorenzo J. Díaz , Edgar Matias

We propose a new formulation of the statistical multifragmentation model based on the analysis of the virial expansion for a system of the nuclear fragments of all sizes. The developed model not only enables us to account for short-range…

Nuclear Theory · Physics 2014-03-05 V. V. Sagun , A. I. Ivanytskyi , K. A. Bugaev , I. N. Mishustin