Related papers: Duality for stochastic models of transport
A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…
We apply a recently proposed novel thermostating mechanism to an interacting many-particle system where the bulk particles are moving according to Hamiltonian dynamics. At the boundaries the system is thermalized by deterministic and…
We derive a self-duality relation for a one-dimensional model of branching and annihilating random walkers with an even number of offsprings. With the duality relation and by deriving exact results in some limiting cases involving fast…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…
We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…
We are interested in exploring interacting particle systems that can be seen as microscopic models for a particular structure of coupled transport flux arising when different populations are jointly evolving. The scenarios we have in mind…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…
Fluctuations are significant in mesoscopic systems and of particular importance in understanding quantum transport. Here, we show that fluctuations can be considered as a resource for the operations of open quantum systems as functional…
Diffusive transport is a universal phenomenon, throughout both biological and physical sciences, and models of diffusion are routinely used to interrogate diffusion-driven processes. However, most models neglect to take into account the…
Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional…
In the context of fluctuation relations, we study the distribution of energy dissipated by a driven two-level system. Incorporating an energy counting field into the well known spin-boson model enables us to calculate the distribution…
A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
We study a driven system in which interaction between particles causes their directional, coupled movement. In that model system, two particles move alternatingly in time on two coupled chains. Without interaction, both particles diffuse…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…