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Related papers: On the relation between gradient flows and the lar…

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The discrete gradient structure and the positive definiteness of discrete fractional integrals or derivatives are fundamental to the numerical stability in long-time simulation of nonlinear integro-differential models. We build up a…

Numerical Analysis · Mathematics 2023-11-23 Hong-lin Liao , Nan Liu , Pin Lyu

Based on a microscopic system reservoir model,where the associated bath is not in thermal equilibrium, we simulate the nonstationary Langevin dynamics and obtained the generalized nonstationary fluctuation dissipation relation (FDR) which…

In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to…

Probability · Mathematics 2023-07-04 Hao Wu , Junhao Hu , Chenggui Yuan

In this paper we discuss the connections between a Vlasov-Fokker-Planck equation and an underlying microscopic particle system, and we interpret those connections in the context of the GENERIC framework (\"Ottinger 2005). This…

Analysis of PDEs · Mathematics 2015-06-12 Manh Hong Duong , Mark A. Peletier , Johannes Zimmer

We consider a class of non-linear dynamics on a graph that contains and generalizes various models from network systems and control and study convergence to uniform agreement states using gradient methods. In particular, under the…

Dynamical Systems · Mathematics 2016-08-10 Herbert Mangesius , Jean-Charles Delvenne , Sanjoy K. Mitter

We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…

Probability · Mathematics 2022-05-19 Ioannis Karatzas , Jan Maas , Walter Schachermayer

We propose a spatial discretization of the fourth-order nonlinear DLSS equation on the circle. Our choice of discretization is motivated by a novel gradient flow formulation with respect to a metric that generalizes martingale transport.…

Analysis of PDEs · Mathematics 2025-02-14 Daniel Matthes , Eva-Maria Rott , Giuseppe Savaré , André Schlichting

We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…

Probability · Mathematics 2020-09-28 Daniel Lacker , Kavita Ramanan , Ruoyu Wu

We use the distances introduced in a previous joint paper to exhibit the gradient flow structure of some drift-diffusion equations for a wide class of entropy functionals. Functional inequalities obtained by the comparison of the entropy…

Analysis of PDEs · Mathematics 2012-12-06 Jean Dolbeault , Bruno Nazaret , Giuseppe Savaré

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

Here we propose the Donsker-Varadhan-type compactness conditions and prove the joint large deviation principle for the empirical measure and empirical flow of Markov renewal processes (semi-Markov processes) with a countable state space,…

Probability · Mathematics 2022-10-27 Chen Jia , Da-quan Jiang , Bingjie Wu

In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…

Statistical Mechanics · Physics 2024-12-19 Thierry Bodineau , Bernard Derrida

We consider a class of linear differential operators acting on vector-valued function spaces with general coupled boundary conditions. Unlike in the more usual case of so-called quantum graphs, the boundary conditions can be nonlinear.…

Analysis of PDEs · Mathematics 2018-12-21 Delio Mugnolo , René Pröpper

We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi

Rare transitions in stochastic processes can often be rigorously described via an underlying large deviation principle. Recent breakthroughs in the classification of reversible stochastic processes as gradient flows have led to a connection…

Statistical Mechanics · Physics 2019-05-22 Tobias Grafke

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…

Probability · Mathematics 2016-07-13 S. Palau , J. C. Pardo

We employ an appropriate perturbative scheme in the large viscous regime to study oscillating states in driven Langevin systems. We explicitly determine oscillating state distribution of under-damped Brownian particle subjected to thermal,…

Statistical Mechanics · Physics 2022-12-28 Shakul Awasthi , Sreedhar B. Dutta

In this paper, we analyze the dynamics of an $N$ particles system evolving according the gradient flow of an energy functional. The particle system is a consistent approximation of the Lagrangian formulation of a one parameter family of…

Dynamical Systems · Mathematics 2013-01-31 V. Calvez , L. Corrias

Using both dynamical density functional theory and particle-resolved Brownian dynamics simulations, we explore the flow of two-dimensional colloidal solids and fluids driven through a linear channel with a geometric constriction. The flow…

Soft Condensed Matter · Physics 2016-05-25 Urs Zimmermann , Frank Smallenburg , Hartmut Löwen