Related papers: Dunkl jump processes: relaxation and a phase trans…
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
A quantum mechanical treatment of an asymmetric double-well potential (DWP) interacting with a heat bath is presented for circumstances where the contribution of higher vibrational levels to the relaxation dynamics cannot be excluded from…
Self-interacting jump processes (SIJPs) describe systems with non-Markovian stochastic dynamics in which transition rates depend on empirical observables of the process, which gives rise to long-range memory and feedback. We derive the…
An extension of the Kinetic Ising model with nonuniform coupling constants on a one-dimensional lattice with boundaries is investigated, and the relaxation of such a system towards its equilibrium is studied. Using a transfer matrix method,…
We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…
Quantum transitions are described semiclassically as motions of systems along (complex) trajectories. We consider the cases when the semiclassical trajectories are unstable and find that durations of the corresponding transitions are large.…
The evolution of particulate and multiphase systems can transition from dynamic regimes, governed by classical transport equations with well-defined damping coefficients, to anomalously slow relaxation described by rate equations when the…
Markov jump processes (MJPs) are used to model a wide range of phenomena from disease progression to RNA path folding. However, maximum likelihood estimation of parametric models leads to degenerate trajectories and inferential performance…
We investigate temporal behavior of probability density functions (pdfs) of paradigmatic jump-type and continuous processes that, under confining regimes, share common heavy-tailed asymptotic (target) pdfs. Namely, we have shown that under…
Non-thermal dynamical critical behavior can arise in isolated quantum systems brought out of equilibirum by a change in time of their parameters. While this phenomenon has been studied in a variety of systems in the case of a sudden quench,…
The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
In this paper, we consider an ergodic Ornstein-Uhlenbeck process with jumps driven by a Brownian motion and a compensated Poisson process, whose drift and diffusion coefficients as well as its jump intensity depend on unknown parameters.…
In this paper, we are interested in the exact simulation of a class of Piecewise Deterministic Markov Processes (PDMP). We show how to perform efficient thinning algorithms depending on the jump rate bound. For different types of jump rate…
Dynamical phase transitions (DPTs) arise from qualitative changes in the long-time behavior of stochastic trajectories, often observed in systems with kinetic constraints or driven out of equilibrium. Here we demonstrate that first-order…
The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…
We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes. We study…
The aim of this paper is to study relaxation rates for the Cahn-Hilliard equation in dimension larger than one. We follow the approach of Otto and Westdickenberg based on the gradient flow structure of the equation and establish…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…