Related papers: Markov semigroups with hypocoercive-type generator…
Characterizing nonequilibrium dynamics in quantum many-body systems is a challenging frontier of physics. In this Letter, we systematically construct solvable nonintegrable quantum circuits that exhibit exact hidden Markovian subsystem…
This paper develops a comprehensive Markov-based framework for modelling reservoir behaviour and assessing key performance measures such as reliability and resilience. We first formulate a stochastic model for a finite-capacity dam,…
Our aim is twofold: First, we rigorously analyse the generators of quantum-dynamical semigroups of thermodynamic processes. We characterise a wide class of GKSL-generators for quantum maps within thermal operations and argue that every…
We study a class of dynamical semigroups $(\mathbb{L}^n)_{n\in\mathbb{N}}$ that emerge, by a Feynman--Kac type formalism, from a random quantum dynamical system…
In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov…
Let group generators having finite-dimensional representation be realized as Hermitian linear differential operators without nhomogeneous terms as takes place, for example, for the SO(n) group. Then orresponding group Hamiltonians…
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…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…
From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…
The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…
Deep Markov models (DMM) are generative models that are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
We introduce an extended discontinuous Galerkin discretization of hyperbolic-parabolic problems on multidimensional semi-infinite domains. Building on previous work on the one-dimensional case, we split the strip-shaped computational domain…
Hypocoercivity emerged in kinetic transport theory, allowing to derive exponential long-time estimates for evolution equations. Recently, the short-time asymptotics for equations with dissipative generators were obtained using the…
We derive a geometrical expression of the excess entropy production for quasi-static transitions between nonequilibrium steady states of Markovian jump processes, which can be exactly applied to nonlinear and nonequilibrium situations. The…
We describe a general approach to the construction of a state evolution corresponding to the Markov generator of a spatial birth-and-death dynamics in $\mathbb{R}^d$. We present conditions on the birth-and-death intensities which are…
Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…