Related papers: Capacity and Exit Time for Non-reversible Diffusio…
The concept of capacity value is widely used to quantify the contribution of additional generation (most notably renewables) within generation adequacy assessments. This paper surveys the existing probability theory of assessment of the…
Accurate fading characterization and channel capacity determination are of paramount importance in both conventional and emerging communication systems. The present work addresses the nonlinearity of the propagation medium and its effects…
We consider a particle diffusing inside a wedge with absorbing boundaries and driven by a radial flow of incompressible fluid generated by a source at the apex. The survival probability decays as (time)^{-b} with exponent depending on the…
We employ the recently developed framework of the energetics of stochastic processes (called `stochastic energetics'), to re-analyze the Carnot cycle in detail, taking account of fluctuations, without taking the thermodynamic limit. We find…
We consider the steady state of an open system in which there is a flux of matter between two reservoirs at different chemical potentials. For a large system of size $N$, the probability of any macroscopic density profile $\rho(x)$ is…
We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…
We consider subdiffusion in a system which consists of two media separated by a thin membrane. The subdiffusion parameters may be different in each of the medium. Using the new method presented in this paper we derive the probabilities (the…
The separating time for two probability measures on a filtered space is an extended stopping time which captures the phase transition between equivalence and singularity. More specifically, two probability measures are equivalent before…
We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
The theory of nonlinear response for Markov processes obeying a master equation is formulated in terms of time-dependent perturbation theory for the Green's functions and general expressions for the response functions up to third order in…
We study Green's function and the large time behavior of the one-dimensional Euler-Maxwell System with relaxation. Firstly, we construct the Green's function of linearized system and obtain the optimal time decay rates of its solutions. And…
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
In this note, the time reversible case of a general theorem of Bhattacharya is shown to imply the Kipnis-Varadhan functional central limit theorem for ergodic Markov processes. To this end, a few results from semigroup theory, including the…
All living cells transport molecules and ions across membranes, often against concentration gradients. This active transport requires continual energy expenditure and is clearly a nonequilibrium process for which standard equilibrium…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
The entropy production is commonly interpreted as measuring the distance from equilibrium. However, this explanation lacks a rigorous description due to the absence of a natural equilibrium measure. The present analysis formalizes this…
We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…
We derive spectral fluctuation--dissipation--response inequalities for finite-state Markov jump processes. By comparing the causal susceptibility to its passive equilibrium reference, we establish frequency-resolved and frequency-integrated…
We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…