Related papers: $\Lambda$-linked coupling for drifting Brownian mo…
We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide…
The well-known reflection coupling gives a maximal coupling of two one-dimensional Brownian motions with different starting points. Nevertheless, the reflection coupling does not generalize to more than two Brownian motions. In this paper,…
A coupled atomistic spin and lattice dynamics approach is developed which merges the dynamics of these two degrees of freedom into a single set of coupled equations of motion. The underlying microscopic model comprises local exchange…
We consider linear dynamical systems with a structure of a multigraph. The vertices are associated to linear spaces and the edges correspond to linear maps between those spaces. We analyse the asymptotic growth of trajectories (associated…
We propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection. We show that the class of…
In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
For classical Brownian systems driven out of equilibrium we derive inhomogeneous two-time correlation functions from functional differentiation of the one-body density and current with respect to external fields. In order to allow for…
Active and diffusive motion in Brownian particles are regularly observed in fluidic environments, albeit at different time scales. Here, we experimentally study the dynamics of highly asymmetric microclusters trapped in air employing…
We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic…
As a generic model for transport of interacting fermions through a barrier or interstitials in a lattice, quantum Brownian motion in a periodic potential is studied. There is a duality transformation between the continuous coordinate or…
Using Brownian Dynamics computer simulations we show that the relaxation of a supercooled Brownian system is qualitatively the same as that of a Newtonian system. In particular, near the so-called mode-coupling transition temperature,…
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter $H\in(\frac{1}{2},1)$. We firstly prove that the equation has a unique…
Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…
Interweaving relations are introduced and studied here in a general Markovian setting as a strengthening of usual intertwining relations between semigroups, obtained by adding a randomized delay feature. They provide a new classification…
We study the Monte Carlo dynamics of strongly correlated classical particles coupled to lattice degrees of freedom that exhibit the neutral-ionic transitions in one dimension, relevant to the organic compounds TTF-CA and TTF-BA. The…
A duality relation between the long-time dynamics of a quantum Brownian particle in a tilted ratchet potential and a driven dissipative tight-binding model is reported. It relates a situation of weak dissipation in one model to strong…
Brownian motion of colloidal particles in the quasi-two-dimensional (qTD) confinement displays distinct kinetic characters from that in bulk. Here we experimentally report a dynamic evolution of Brownian particles in the qTD system. The…
We study synchronisation properties of networks of coupled dynamical systems with interaction akin to diffusion. We assume that the isolated node dynamics possesses a forward invariant set on which it has a bounded Jacobian, then we…
We show that the use of a recently proposed iterative collision model with inter-environment swaps displays a signature of strongly non-Markovian dynamics that is highly dependent on the establishment of system-environment correlations. Two…