Related papers: On time-reversibility of linear stochastic models

Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…

The time irreversibility problem is the dichotomy of the reversible microscopic dynamics and the irreversible macroscopic physics. This problem was considered by Boltzmann, Poincar\'e, Bogolyubov and many other authors and though some…

We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We…

We investigate the dynamical behavior of pull-back trajectories for nonautonomous stochastic feedback systems with multiplicative noise. We proved that there exists a random periodic solution of this system and all pull-back trajectories…

In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

This paper concerns the inverse random source problem of the stochastic Maxwell equations driven by white noise in an inhomogeneous background medium. The well-posedness is established for the direct source problem, and the estimates and…

There is an incompatibility between the symmetries of causal structure in relativity theory and the signaling abilities of probabilistic devices with inputs and outputs: while time-reversal in relativity will not introduce the ability to…

Time reversal in quantum or classical systems described by an Hermitian Hamiltonian is a physically allowed process, which requires in principle inverting the sign of the Hamiltonian. Here we consider the problem of time reversal of a…

In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation…

For decades, researchers have sought to understand how the irreversibility of the surrounding world emerges from the seemingly time symmetric, fundamental laws of physics. Quantum mechanics conjectured a clue that final irreversibility is…

In Causal Perturbation Theory the process of renormalization is precisely equivalent to the extension of time ordered distributions to coincident points. This is achieved by a modified Taylor subtraction on the corresponding test functions.…

Symmetries have a crucial role in today's physics. In this thesis, we are mostly concerned with time reversal invariance (T-symmetry). A physical system is time reversal invariant if its underlying laws are not sensitive to the direction of…

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…

This paper investigates an inverse potential problem for the stochastic heat equation driven by space-time Gaussian noise, which is spatially colored and temporally white. The objective is to determine the covariance operator of the random…

Time-dependent driving holds the promise of realizing dynamical phenomenon absent in static systems. Here, we introduce a correlated random driving protocol to realize a spatiotemporal order that cannot be achieved even by periodic driving,…

For discrete-state stochastic systems obeying Markovian dynamics, we establish the counterpart of the conditional reversibility theorem obtained by Gallavotti for deterministic systems [Ann. de l'Institut Henri Poincar\'e (A) 70, 429…

Microreversibility rules the fluctuations of the currents flowing across open systems in nonequilibrium (or equilibrium) steady states. As a consequence, the statistical cumulants of the currents and their response coefficients at arbitrary…

Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…

We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of…