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In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed…

In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…

Dynamical Systems · Mathematics 2018-02-08 Getachew K. Befekadu

The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…

Analysis of PDEs · Mathematics 2016-11-03 Martin Burger , Jan-Frederik Pietschmann

This work deals with both instantaneous uniform mixing property and temporal standard deviation for continuous-time quantum random walks on circles in order to study their fluctuations comparing with discrete-time quantum random walks, and…

Quantum Physics · Physics 2007-05-23 Norio Inui , Koichiro Kasahara , Yoshinao Konishi , Norio Konno

This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…

Probability · Mathematics 2008-01-17 Andras Telcs

In this paper we consider switched nonlinear systems under average dwell time switching signals, with an otherwise arbitrary compact index set and with additional constraints in the switchings. We present invariance principles for these…

Optimization and Control · Mathematics 2009-12-24 J. L. Mancilla-Aguilar , R. A. Garcia

We consider a model of surface-mediated diffusion with alternating phases of pure bulk and surface diffusion. For this process, we compute the mean exit time from a disk through a hole on the circle. We develop a spectral approach to this…

Mathematical Physics · Physics 2014-04-24 O. Bénichou , D. S. Grebenkov , L. Hillairet , L. Phun , R. Voituriez , M. Zinsmeister

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

Analysis of PDEs · Mathematics 2019-07-05 Yavar Kian , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We present the general properties of dynamic dissipative fluid distribution endowed with hyperbolical symmetry. All the equations required for its analysis are exhibited and used to contrast the behavior of the system with the spherically…

General Relativity and Quantum Cosmology · Physics 2022-10-05 L. Herrera

We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require the densities of the processes to be neither bounded from…

Probability · Mathematics 2007-05-23 Andrea Posilicano , Tusheng Zhang

Fluctuation theorems establish deep relations between observables away from thermal equilibrium. Until recently, the research on fluctuation theorems was focused on time-reversal-invariant systems. In this review we address some newly…

Statistical Mechanics · Physics 2015-06-18 Chenjie Wang , D. E. Feldman

We give meaning to the first and second laws of thermodynamics in case of mesoscopic out-of-equilibrium systems which are driven by diffusion processes. The notion of the entropy production is analyzed. The role of the Helmholtz extremum…

Statistical Mechanics · Physics 2008-11-26 Piotr Garbaczewski

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

We present a formalism for Newtonian multi-fluid hydrodynamics derived from an unconstrained variational principle. This approach provides a natural way of obtaining the general equations of motion for a wide range of hydrodynamic systems…

Fluid Dynamics · Physics 2009-11-07 Reinhard Prix

A finite-time fluctuation theorem for the diffusion-influenced surface reaction A <=> B is investigated for spherical and Janus catalytic particles. The finite-time rates and thermodynamic force are analytically calculated by solving…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Patrick Grosfils , Mu-Jie Huang , Raymond Kapral

We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…

Probability · Mathematics 2019-01-30 Marc Arnaudon , Pierre Del Moral

Nonequilibrium thermodynamics has shown its applicability in a wide variety of different situations pertaining to fields such as physics, chemistry, biology, and engineering. As successful as it is, however, its current formulation…

Condensed Matter · Physics 2009-11-07 J. M. G. Vilar , J. M. Rubi

This paper addresses invariance principles for a certain class of switched nonlinear systems. We provide an extension of LaSalle's Invariance Principle for these systems and state asymptotic stability criteria. We also present some related…

Optimization and Control · Mathematics 2007-05-23 Jose Luis Mancilla-Aguilar , Rafael A. Garcia

In line with the methodology introduced in our recent article for formulating probabilistic representations of integration by parts involving killed diffusion, we establish an integration by parts formula for the first exit time of…

Probability · Mathematics 2023-10-12 Noufel Frikha , Arturo Kohatsu-Higa , Libo Li