Related papers: Zubarev nonequilibrium statistical operator method…
Reaction-diffusion systems are ubiquitous in nature and in engineering applications, and are often modeled using a non-linear system of governing equations. While robust numerical methods exist to solve them, deep learning-based reduced…
We consider reaction diffusion systems where components diffuse inside the domain and react on the surface through mass transport type boundary conditions. Under reasonable hypotheses, we establish the existence of component wise…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
For a spectrally negative L\'evy process $X$, we study the following distribution: $$ \mathbb{E}_x \left[ \mathrm{e}^{- q \int_0^t \mathbf{1}_{(a,b)} (X_s) \mathrm{d}s } ; X_t \in \mathrm{d}y \right], $$ where $-\infty \leq a < b < \infty$,…
In this article we consider the development of unbiased estimators of the Hessian, of the log-likelihood function with respect to parameters, for partially observed diffusion processes. These processes arise in numerous applications, where…
A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…
Widely applicable, modified Green-Kubo expressions for the local diffusion coefficient ($D_l$) are obtained using linear response theory. In contrast to past definitions in use, these expressions are statistical mechanical results.…
We develop an efficient method to calculate probabilities of large deviations from the typical behavior (rare events) in reaction--diffusion systems. The method is based on a semiclassical treatment of underlying "quantum" Hamiltonian,…
The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…
We present a generalized linear response theory for mixed jump-diffusion models -- combining Gaussian and L\'evy noise interacting with nonlinear dynamics -- by deriving comprehensive response formulas accounting for perturbations to both…
We describe a quantum algorithm to estimate the $\alpha$-Renyi entropy of an unknown density matrix $\rho\in\mathcal{C}^{d\times d}$ for $\alpha\neq 1$ by combining the recent technique of quantum singular value transformations with the…
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral…
We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptimize continuously in time, as well as equilibrium strategies…
We numerically address the stability analysis of linear age-structured population models with nonlocal diffusion, which arise naturally in describing dynamics of infectious diseases. Compared to Laplace diffusion, models with nonlocal…
A general system of several ordinary differential equations coupled with a reaction-diffusion equation in a bounded domain with zero-flux boundary condition is studied in the context of pattern formation. These initial-boundary value…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…
We examine deviations from Boltzmann-Gibbs statistics for partially equilibrated systems of finite size. We find that such systems are characterized by the Levy distribution whose non-extensivity parameter is related to the number of…
In this article we propose a unified framework in order to study reaction-diffusion systems containing self- and cross-diffusion using a free energy approach. This framework naturally leads to the formulation of an energy law, and to a…
We present a simple analytical method to solve master equations for finite temperatures and any initial conditions, which consists in the expansion of the density operator into normal modes. These modes and the expansion coefficients are…
We present the stochastic solution to a generalized fractional partial differential equation involving a regularized operator related to the so-called Prabhakar operator and admitting, amongst others, as specific cases the fractional…