Related papers: Time reversal of diffusion processes under a finit…
The past decade has witnessed the development of systematic effective theories for dissipative thermal systems. Here, we describe an analogous effective theory framework that applies to the classical stochastic dynamics of nonequilibrium…
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel from the origin…
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…
We show that the semiclassical approach to chaotic quantum transport in the presence of time-reversal symmetry can be described by a matrix model, i.e. a matrix integral whose perturbative expansion satisfies the semiclassical diagrammatic…
The quantum strategy (or quantum combs) framework is a useful tool for reasoning about interactions among entities that process and exchange quantum information over the course of multiple turns. We prove a time-reversal property for a…
First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion process. These conditions are weaker…
Time-reversal symmetry of microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the detailed balance. On the other hand, cyclic Markov processes that do not admit equilibrium distributions with…
In this article we study inverse source problems for time-fractional diffusion equations from \textit{a posteriori} boundary measurement. Using the memory effect of these class of equations, we solve these inverse problems for several class…
We experimentally demonstrate that highly structured distributions of work emerge during even the simple task of erasing a single bit. These are signatures of a refined suite of time-reversal symmetries in distinct functional classes of…
Stochastic resetting is a rapidly developing topic in the field of stochastic processes and their applications. It denotes the occasional reset of a diffusing particle to its starting point and effects, inter alia, optimal first-passage…
Symmetries strongly influence transport properties of quantum many-body systems, and can lead to deviations from the generic case of diffusion. In this work, we study the impact of time-reversal symmetry breaking on the transport and its…
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…
Based on the similarity of paraxial diffraction and dispersion mathematical descriptions, the temporal imaging of optical pulses combines linear dispersive filters and quadratic phase modulations operating as time lenses. We consider…
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
Using time-reversal, we introduce a stochastic integral for zero-energy additive functionals of symmetric Markov processes, extending earlier work of S. Nakao. Various properties of such stochastic integrals are discussed and an It\^{o}…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
The appealing theoretical measure of irreversibility in a stochastic process, as the ratio of the probabilities of a trajectory and its time reversal, cannot be accessed directly in experiment since the probability of a single trajectory is…
The motion of energetic particles in magnetic turbulence across a mean magnetic field is explored analytically. The approach presented here allows for a full time-dependent description of the transport, including compound sub-diffusion. The…