Related papers: Weak-coupling limit for ergodic environments
We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to…
We introduce a new framework that yields spectral bounds on norms of functions of transition maps for finite, homogeneous Markov chains. The techniques employed work for bounded semigroups, in particular for classical as well as for quantum…
We obtain new types of exponential decay laws for solutions of density-matrix master equations in the weak-coupling limit: after comparing with results already present in the literature and developing the necessary techniques, we study the…
The spatial logistic branching process is a population dynamics model in which particles move on a lattice according to independent simple symmetric random walks, each particle splits into a random number of individuals at rate one, and…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
The weak coupling limit for a quantum system, with discrete energy spectrum, coupled to a Bose reservoir with the most general linear interaction is considered: under this limit we have a quantum noise processes substituting for the field.…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…
We provide a probabilistic analysis of the banker algorithm when transition probabilities may depend on time and space. The transition probabilities evolve, as time goes by, along the trajectory of an ergodic Markovian environment, whereas…
We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…
In this work, we review and analyze both the theoretical and numerical aspects of strongly and weakly coupled thermoelastic systems. By employing spectral analysis techniques and establishing uniform resolvent estimates, we derive uniform…
The issue of relaxation has been addressed in terms of ergodic theory in the past. However, the application of that theory to models of physical interest is problematic, especially when dealing with relaxation to nonequilibrium steady…
We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…
Given a probability-measure-valued process $(\mu_t)$, we aim to find, among all path-continuous stochastic processes whose one-dimensional time marginals coincide almost surely with $(\mu_t)$ (if there is any), a process that minimizes a…
The rigorous approach to the description of the kinetic evolution of a many-particle system composed of a trace hard sphere and an environment of finitely many hard spheres is developed. We prove that the evolution of states of a trace hard…
Aggregation-diffusion equations are foundational tools for modelling biological aggregations. Their principal use is to link the collective movement mechanisms of organisms to their emergent space use patterns in a concrete mathematical…
Matter agglomeration mesoscopic phenomena of irreversible type are well described by nonequilibrium thermodynamics formalism. The description assumes that the thermodynamic (internal) state variables are in local equilibrium, and uses the…
We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging…
This article addresses the local boundedness and H\"older continuity of weak solutions to kinetic Fokker-Planck equations with general transport operators and rough coefficients. These results are due to the mixing effect of diffusion and…
A dynamical version of the Widom-Rowlinsom model in the continuum is considered. The dynamics is modelled by a spatial two-component birth-and-death Glauber process where particles, in addition, are allowed to change their type with density…