Related papers: $\Lambda$-linked coupling for drifting Brownian mo…
A simplified phenomenological model is proposed to couple the long-wave Darrieus--Landau (DL) instability and the short-wave diffusive-thermal (DT) instability in premixed flames. By identifying a cubic coupling term in the linear…
Under a complete Ricci flow, we construct a coupling of two Brownian motion such that their $\mathcal{L}_0$-distance is a supermartingale. This recovers a result of Lott [J. Lott, Optimal transport and Perelman's reduced volume, Calc. Var.…
We derive a general scheme to obtain quantum fluctuation relations for dynamical observables in open quantum systems. For concreteness we consider Markovian non-unitary dynamics that is unraveled in terms of quantum jump trajectories, and…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…
The theory of quantum Brownian motion describes the properties of a large class of open quantum systems. Nonetheless, its description in terms of a Born-Markov master equation, widely used in the literature, is known to violate the…
We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion.
We derive a mode-coupling theory (MCT) to describe the dynamics of tracer particles in dense systems of active Brownian particles (ABPs) in two spatial dimensions. The ABP undergo translational and rotational Brownian dynamics, and are…
The behaviour of many real-world phenomena can be modelled by nonlinear dynamical systems whereby a latent system state is observed through a filter. We are interested in interacting subsystems of this form, which we model by a set of…
We construct an infinite particle/infinite volume Langevin dynamics on the space of configurations in $\R^d$ having velocities as marks. The construction is done via a limiting procedure using $N$-particle dynamics in cubes…
Quantum Brownian motion in ratchet potentials is investigated by means of an approach based on a duality relation. This relation links the long-time dynamics in a tilted ratchet potential in the presence of dissipation with the one in a…
We consider the transport of rigid objects with internal structure in a flashing ratchet potential by investigating the overdamped behavior of a rod-like chain of evenly spaced point particles. In 1D, analytical arguments show that the…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
The notion of Markov duality between two Markov processes that can live in two different configurations spaces $(x,{\tilde x})$ is revisited via the spectral decompositions of the two Markov generators in their bi-orthogonal basis of right…
We derive explicit results for the asymptotic probability density and drift velocity in systems driven by dichotomous Markov noise, including the situation in which the asymptotic dynamics crosses {\em unstable} fixed points. The results…
We investigate on a unified basis tunneling and vibrational relaxation in driven dissipative multistable systems described by their N lowest lying unperturbed levels. By use of the discrete variable representation we derive a set of coupled…
It is shown that the usual identification of certain averages with the relativistic thermodynamical functions is not possible in the moving reference frame description. The Brownian motion approach is used as the Markovian kinetic…
The purpose of this work is to construct a {\it Brownian motion} with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such Brownian motion, we define a family of continuous…
This work develops a duality theory for partially observed linear Gaussian models in discrete time. The state process evolves according to a causal but non-Markovian (or higher-order Gauss-Markov) structure, captured by a lower-triangular…
We demonstrate a system composed of two resonators that are coupled solely through a nonlinear interaction, and where the linear properties of each resonator can be controlled locally. We show that this class of dynamical systems has…