Related papers: Recurrence and Ergodicity of Switching Diffusions …
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
The emergence of diffusion is one of the deepest physical phenomena observed in many-body interacting, chaotic systems. But establishing rigorously that correlation functions, say of the spin, expand diffusively, remains one of the most…
Recent developments have created the ability to quantify information flow among components that interact in a dynamical system, and have led to significant advances in characterizing the dependence between the variables involved. In…
When modelling driven steady states of matter, it is common practice either to choose transition rates arbitrarily, or to assume that the principle of detailed balance remains valid away from equilibrium. Neither of those practices is…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
Experiments on particles' motion in living cells show that it is often subdiffusive. This subdiffusion may be due to trapping, percolation-like structures, or viscoelatic behavior of the medium. While the models based on trapping (leading…
We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…
Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…
In this work, with the help of fractional calculus, it is shown a time dependence of entropy more general than the well known Pesin relation is derived. Here the equiprobability postulate is not assumed, the system dynamic in the phase…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
We consider a simple analytically tractable model of metastability and ageing. In this model, a particle can jump left or right by two steps to an unoccupied site, but only if the the site in between is occupied. We show that the model is…
Diffusion is an ubiquitous phenomenon. It is a widespread belief that as long as the area under a current autocorrelation function converges in time, the corresponding spatiotemporal density dynamics should be diffusive. This may be viewed…
We study the influence on diffusion in one dimension of a potential energy perturbation varying as a power in space and time. We concentrate on the case of a parabolic perturbation in space decaying as $t^{-\omega}$ which shows a rich…
Analysis of mathematical models in ecology and epidemiology often focuses on asymptotic dynamics, such as stable equilibria and periodic orbits. However, many systems exhibit long transient behaviors where certain aspects of the dynamics…
The concept of cross diffusion is applied to some biological systems. The conditions for persistence and Turing instability in the presence of cross diffusion are derived. Many examples including: predator-prey, epidemics (with and without…
In dynamical systems composed of interacting parts, conditional exponents, conditional exponent entropies and cylindrical entropies are shown to be well defined ergodic invariants which characterize the dynamical selforganization and…
Analysis with the characteristic functional of stochastic motion is used for the gradient spin echo measurement of restricted motion to clarify details of the diffraction-like effect in a porous structure. It gives the diffusive diffraction…
The following note proves that conditional entropy of a sequence is almost time-reversal invariant, specifically they only differ by a small constant factor dependent only upon the forward and backward models that the entropies are being…