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We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…

Statistical Mechanics · Physics 2007-05-23 Fabrizio Lillo , Salvatore Micciche' , Rosario N. Mantegna

The continuous dependence of solutions to certain (non-autonomous, partial, integro-differential-algebraic, evolutionary) equations on the coefficients is addressed. We give criteria that guarantee that convergence of the coefficients in…

Functional Analysis · Mathematics 2016-01-21 Marcus Waurick

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

Mathematical Physics · Physics 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

Multiphase poromechanics describes the evolution of multiphase flow in deformable porous media. Mathematical models for such multiphysics system are inheritely nonlinear, potentially degenerate and fully coupled systems of partial…

Analysis of PDEs · Mathematics 2023-12-05 Jakub Wiktor Both , Clément Cancès

In the current paper Fokker Planck model of random walks has been extended to non conservative cases characterized by explicit dependence of diffusion and energy on time. A given generalization allows describing of such non equilibrium…

Chaotic Dynamics · Physics 2014-01-30 Sergey Kamenshchikov

This paper studies global existence, hydrodynamic limit, and large-time behavior of weak solutions to a kinetic flocking model coupled to the incompressible Navier-Stokes equations. The model describes the motion of particles immersed in a…

Analysis of PDEs · Mathematics 2013-11-25 J. A. Carrillo , Y. -P. Choi , T. K. Karper

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

Statistical Mechanics · Physics 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

This paper is concerned with a kinetic model of a Vlasov-Fokker-Planck system used to describe the evolution of two species of particles interacting through a potential and a thermal reservoir at given temperature. We prove that at low…

Analysis of PDEs · Mathematics 2023-08-29 Zhu Zhang

We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time…

Numerical Analysis · Mathematics 2012-02-14 Charles-Edouard Bréhier

We establish the relation between the Wigner-Weisskopf theory for the description of an unstable system and the theory of coupling to an environment. According to the Wigner-Weisskopf general approach, even within the pole approximation…

Quantum Physics · Physics 2015-05-27 F. Shikerman , A. Peer , L. P. Horwitz

Feynman-Kac semigroups appear in various areas of mathematics: non-linear filtering, large deviations theory, spectral analysis of Schrodinger operators among others. Their long time behavior provides important information, for example in…

Probability · Mathematics 2020-08-03 Grégoire Ferré , Mathias Rousset , Gabriel Stoltz

We consider deterministic particle dynamics with time evolving weights and their associated Kolmogorov equation and mean-field equation. We prove existence and unique- ness for the limit PDE alongside estimates on the growth of the…

Analysis of PDEs · Mathematics 2026-03-06 Immanuel Ben Porat , José A. Carrillo , Alexandra Holzinger

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review…

Statistical Mechanics · Physics 2017-08-21 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution of this article is to provide conditions on the dynamics so…

Probability · Mathematics 2022-04-07 Ronan Le Guével , Frédéric Lavancier , Emilien Manent

A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…

Quantum Physics · Physics 2015-05-13 R. Tsekov

The seek for a new universal formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general…

Statistical Mechanics · Physics 2018-02-14 Liangrong Peng , Yi Zhu , Liu Hong

The Vlasov-Nordstr\"{o}m-Fokker-Planck system describes the evolution of self-gravitating matter experiencing collisions with a fixed background of particles in the framework of a relativistic scalar theory of gravitation. We study the…

Mathematical Physics · Physics 2014-07-22 José Antonio Alcántara Felix , Simone Calogero , Stephen Pankavich

In this paper, we present an innovative particle system characterized by moderate interactions, designed to accurately approximate kinetic flocking models that incorporate singular interaction forces and local alignment mechanisms. We…

Analysis of PDEs · Mathematics 2024-04-23 Jinhuan Wang , Keyu Li , Hui Huang

The evolution of states of a spatial ecological model is studied. The model describes an infinite population of point entities placed in $\mathbb{R}^d$ which reproduce themselves at distant points (disperse) and die with rate that includes…

Dynamical Systems · Mathematics 2015-12-22 Yuri Kondratiev , Yuri Kozitsky