Related papers: Potentials of Continuous Markov Process and Random…
This paper presents a variational and multisymplectic formulation of both compressible and incompressible models of continuum mechanics on general Riemannian manifolds. A general formalism is developed for non-relativistic first-order…
Based on the generalized non-Markovian equations obtained earlier for a nonequilibrium one-particle distribution function and potential part of the averaged enthalpy density [Markiv B.B., Omelyan I.P, Tokarchuk M.V., Condens. Matter Phys.,…
We formulate and compute a class of mean-field information dynamics for reaction-diffusion equations. Given a class of nonlinear reaction-diffusion equations and entropy type Lyapunov functionals, we study their gradient flows formulations…
We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…
Recently, a morphological transition in the velocity distribution of a relativistic gas has been pointed out which shows hallmarks of a critical phenomenon. Here, we provide a general framework which allows for a thermodynamic approach to…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
A model for the diffusion of vector fields driven by external forces is proposed. Using the renormalization group and the $\epsilon$-expansion, the dynamical critical properties of the model with gaussian noise for dimensions below the…
We have introduced a new transfer operator for chaotic flows whose leading eigenvalue yields the dynamo rate of the fast kinematic dynamo and applied cycle expansion of the Fredholm determinant of the new operator to evaluation of its…
Generic dynamical systems have `typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
Critical behaviour of two systems, subjected to the turbulent mixing, is studied by means of the field theoretic renormalization group. The first system, described by the equilibrium model A, corresponds to relaxational dynamics of a…
Recently a new theory for the transport of energetic particles across a mean magnetic field was presented. Compared to other non-linear theories the new approach has the advantage that it provides a full time-dependent description of the…
This paper is a natural continuation of \cite{Kr_20_2} and \cite{Kr_21_1} where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in…
We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
This paper proposes a data-driven learning framework for identifying governing laws of generalized diffusions with non-gradient components. By combining energy dissipation laws with a physically consistent penalty and first-moment…
The convective transport in a multicomponent isothermal compressible fluid subject to the mass continuity equations is considered. The velocity is proportional to the negative pressure gradient, according to Darcy's law, and the pressure is…
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…