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Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
We propose a mathematical formulation of the zeroth law of thermodynamics and develop a stochastic dynamical theory, with a consistent irreversible thermodynamics, for systems possessing sustained conservative stationary current in phase…
A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…
We show that deliberately breaking detailed balance in generative diffusion processes can accelerate the reverse process without changing the stationary distribution. Considering the Ornstein--Uhlenbeck process, we decompose the dynamics…
The ensemble-averaged dynamics of open quantum systems are typically irreversible. We show that this irreversibility need not hold at the level of individually monitored quantum trajectories. Our main results are analytical stochastic…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…
This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…
We consider the highly nonlinear and ill-posed inverse problem of determining some general expression $F(x,t,u,\nabla_xu)$ appearing in the diffusion equation $\partial_tu-\Delta_x u+F(x,t,u,\nabla_xu)=0$ on $\Omega\times(0,T)$, with $T>0$…
The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance.…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…
We investigate the non-equilibrium large deviations function of the particle densities in two steady-state driven systems exchanging particles at a vanishing rate. We first derive through a systematic multi-scale analysis the coarse-grained…
We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
We propose a conservation-dissipation formalism (CDF) for coarse-grained descriptions of irreversible processes. This formalism is based on a stability criterion for non-equilibrium thermodynamics. The criterion ensures that non-equilibrium…
Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…