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The Lindblad equation, which describes Markovian quantum dynamics under dissipation, is usually derived under the weak system-bath coupling assumption. Strong system-bath coupling often leads to non-Markov evolution. The singular-coupling…
Phylogenetic inference is an intractable statistical problem on a complex space. Markov chain Monte Carlo methods are the primary tool for Bayesian phylogenetic inference but it is challenging to construct efficient schemes to explore the…
A simplified phenomenological model is proposed to couple the long-wave Darrieus--Landau (DL) instability and the short-wave diffusive-thermal (DT) instability in premixed flames. By identifying a cubic coupling term in the linear…
We propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection. We show that the class of…
Bayesian inference for nonlinear diffusions, observed at discrete times, is a challenging task that has prompted the development of a number of algorithms, mainly within the computational statistics community. We propose a new direction,…
Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…
We establish certain maximum principles for a class of strongly coupled elliptic (or cross diffusion) systems of $m\ge2$ equations. The reaction parts can be non cooperative. These new results will be crucial in obtaining coexistence and…
Manifestly Markovian closures for the interaction of two-dimensional inhomogeneous turbulent flows with Rossby waves and topography are formulated and compared with large ensembles of direct numerical simulations (DNS) on a generalized beta…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
For the model of a multi-level system in the rotating wave approximation we obtain the corrections for a usual weak coupling limit dynamics by means of perturbation theory with Bogolubov-van Hove scaling. It generalizes our previous results…
We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…
The stochastic motions of a diffusing particle contain information concerning the particle's interactions with binding partners and with its local environment. However, accurate determination of the underlying diffusive properties, beyond…
We study the properties of a refined weak coupling limit that preserves complete positivity in order to describe non-Markovian dynamics in the spin-boson model. With this tool, we show the system presents a rich and new non-Markovian…
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
Quantum systems coupled to environments exhibit intricate dynamics. The master equation gives a Markov approximation of the dynamics, allowing for analytic and numerical treatments. It is ubiquitous in theoretical and applied quantum…
Ramaswami showed recently that standard Brownian motion arises as the limit of a family of Markov-modulated linear fluid processes. We pursue this analysis with a fluid approximation for Markov-modulated Brownian motion. Furthermore, we…
We introduce Network Maximal Correlation (NMC) as a multivariate measure of nonlinear association among random variables. NMC is defined via an optimization that infers transformations of variables by maximizing aggregate inner products…
Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…
There has been a recent surge of interest in coupling methods for Markov chain Monte Carlo algorithms: they facilitate convergence quantification and unbiased estimation, while exploiting embarrassingly parallel computing capabilities.…
Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…