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We derive a thermodynamic uncertainty relation for general open quantum dynamics, described by a joint unitary evolution on a composite system comprising a system and an environment. By measuring the environmental state after the…
The Landau-Lifshitz fluctuating hydrodynamics is used to study the statistical properties of the linearized Kolmogorov flow. The relative simplicity of this flow allows a detailed analysis of the fluctuation spectrum from near equilibrium…
The fluctuations of a Markovian jump process with one or more unidirectional transitions, where $R_{ij} >0$ but $R_{ji} =0$, are studied. We find that such systems satisfy an integral fluctuation theorem. The fluctuating quantity satisfying…
We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time-homogeneous Markov chain.…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
In this paper we present a hydrodynamic approach to describe the motion of migrating bacteria as a special class of self-propelled systems. Analytical and numerical calculations has been performed to study the behavior of our model in the…
The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
An infinite particle system of independent jumping particles in infinite volume is considered. Their construction is recalled,further properties are derived, the relation with hierarchical equations, Poissonian analysis, and second…
An approach for constructing a low-dissipation numerical method is described. The method is based on a combination of the operator-splitting method, Godunov method, and piecewise-parabolic method on the local stencil. Numerical method was…
Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…
We study ergodic properties of certain piecewise smooth two-dimensional systems by constructing countable Markov partitions. Using thermodynamic formalism we prove exponential decay of correleations.
Given a semi-Markov law, using an additional parameter, we consider a family of stochastic flows corresponding to that law. Then we suitably select a particular flow, for which we obtain expressions of the meeting and merging probabilities…
We introduce multi-kangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functionals. We calculate analytically the large deviation properties. Applications include zero-crossing statistics…
We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…
Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…
In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…
We provide a probabilistic analysis of the upwind scheme for multi-dimensional transport equations. We associate a Markov chain with the numerical scheme and then obtain a backward representation formula of Kolmogorov type for the numerical…