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In this paper, we present a new method for the solution of those linear transport processes that may be described by a Master Equation, such as electron, neutron and photon transport, and more exotic variants thereof. We base our algorithm…

Statistical Mechanics · Physics 2007-05-23 Jelle Ritzerveld , Vincent Icke

We define a class of divergences to measure differences between probability density functions in one-dimensional sample space. The construction is based on the convex function with the Jacobi operator of mapping function that pushforwards…

Statistics Theory · Mathematics 2025-04-24 Wuchen Li

This work is devoted to a vast extension of Sanov's theorem, in Laplace principle form, based on alternatives to the classical convex dual pair of relative entropy and cumulant generating functional. The abstract results give rise to a…

Probability · Mathematics 2019-12-12 Daniel Lacker

We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero…

Probability · Mathematics 2018-07-10 Christa Cuchiero , Martin Larsson , Sara Svaluto-Ferro

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

Optimization and Control · Mathematics 2018-01-23 Robert J McCann

We analyze an evolving network model of Krapivsky and Redner in which new nodes arrive sequentially, each connecting to a previously existing node b with probability proportional to the p-th power of the in-degree of b. We restrict to the…

Probability · Mathematics 2007-05-23 Roberto Oliveira , Joel Spencer

Non-equilibrium steady states are subject to intense investigations but still poorly understood. For instance, the derivation of Fourier law in Hamiltonian systems is a problem that still poses several obstacles. In order to investigate…

Probability · Mathematics 2014-10-15 Chiara Franceschini , Cristian Giardina

The spatial symmetry property of truncated birth-death processes studied in Di Crescenzo [6] is extended to a wider family of continuous-time Markov chains. We show that it yields simple expressions for first-passage-time densities and…

Probability · Mathematics 2007-05-23 Antonio Di Crescenzo , Annapatrizia Nastro

We use the full multiple scattering expansion of the retarded self-energy to obtain the gain and loss rates present in the Kadanoff-Baym relativistic transport equation. The rates we obtain include processes with any number of particles. As…

High Energy Physics - Phenomenology · Physics 2009-11-11 J. -S. Gagnon , F. Fillion-Gourdeau , S. Jeon

The development and time evolution of a transport barrier in a magnetically confined plasma with non-monotonic, nonlinear dependence of the anomalous flux on mean gradients is analyzed. Upon consideration of both the spatial inhomogeneity…

plasm-ph · Physics 2009-10-30 V. B. Lebedev , P. H. Diamond

Mass transportation problems appear in various areas of mathematics, their solutions involving cost convex potentials. Fenchel duality also represents an important concept for a wide variety of optimization problems, both from the…

Classical Analysis and ODEs · Mathematics 2012-10-16 Flavia Corina Mitroi , Daniel Alexandru Ion

We study a martingale Schr\"odinger bridge problem: given two probability distributions, find their martingale coupling with minimal relative entropy. Our main result provides Schr\"odinger potentials for this coupling. Namely, under…

Probability · Mathematics 2025-09-01 Marcel Nutz , Johannes Wiesel

Using the tools of random matrix theory we develop a statistical analysis of the transport properties of thermoelectric low-dimensional systems made of two electron reservoirs set at different temperatures and chemical potentials, and…

Mesoscale and Nanoscale Physics · Physics 2016-08-23 Adel Abbout , Henni Ouerdane , Christophe Goupil

This is our first paper on the extension of our recent work on the Lax-Oleinik commutators and its applications to the intrinsic approach of propagation of singularities of the viscosity solutions of Hamilton-Jacobi equations. We…

Analysis of PDEs · Mathematics 2024-02-07 Wei Cheng , Jiahui Hong , Tianqi Shi

We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…

Probability · Mathematics 2014-02-18 Sabine Jansen , Noemi Kurt

Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul

We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…

Probability · Mathematics 2025-07-03 Adam Quinn Jaffe

In this paper and its sequel, we construct topologically invariant defects in two-dimensional classical lattice models and quantum spin chains. We show how defect lines commute with the transfer matrix/Hamiltonian when they obey the defect…

Statistical Mechanics · Physics 2017-09-11 David Aasen , Roger S. K. Mong , Paul Fendley

For chaotic cavities with scattering leads attached, transport properties can be approximated in terms of the classical trajectories which enter and exit the system. With a semiclassical treatment involving fine correlations between such…

Chaotic Dynamics · Physics 2015-05-20 Gregory Berkolaiko , Jack Kuipers

This note reformulates certain classical combinatorial duality theorems in the context of order lattices. For source-target networks, we generalize bottleneck path-cut and flow-cut duality results to edges with capacities in a distributive…

Optimization and Control · Mathematics 2024-10-02 Robert Ghrist , Julian Gould , Miguel Lopez
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