Related papers: Time reversal of diffusion processes under a finit…
We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…
The analysis of dissipation and dephasing in driven mesoscopic devices requires a distinction between two notions of quantum irreversibility. One ("Loschmidt echo") is related to "time reversal", while the other is related to "driving…
In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…
For a periodically shaken optical lattice, effective time-reversal is investigated numerically. For interacting ultra-cold atoms, the scheme of [J. Phys. B 45, 021002 (2012)] involves a quasi-instantaneous change of both the…
We show for Markov diffusion processes that the quadratic entropic bound, recently derived for the rate functions of nonequilibrium currents, can be seen as being produced by an effective process that creates current fluctuations in a…
We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…
We propose a new approach concerning the introduction of time-irreversibility in statistical mechanics. It is based on a transition function defined in terms of path integral and verifying a time-irreversible equation. We show first how…
We consider a Markov additive process with a finite phase space and study its path decompositions at the times of extrema, first passage and last exit. For these three families of times we establish splitting conditional on the phase, and…
Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We introduce and study a non-oriented first passage percolation model having a property of statistical invariance by time reversal. This model is defined in a graph having directed edges and the passage times associated with each set of…
This paper considers the inverse problem of recovering state-dependent source terms in a reaction-diffusion system from overposed data consisting of the values of the state variables either at a fixed finite time (census-type data) or a…
The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…
We present a sequential Monte Carlo algorithm for Markov chain trajectories with proposals constructed in reverse time, which is advantageous when paths are conditioned to end in a rare set. The reverse time proposal distribution is…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…
We study a model of active particles that perform a simple random walk and on top of that have a preferred direction determined by an internal state which is modelled by a stationary Markov process. First we calculate the limiting diffusion…
In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order…
Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…
We introduce and analyze the physics of "driving reversal" experiments. These are prototype wavepacket dynamics scenarios probing quantum irreversibility. Unlike the mostly hypothetical "time reversal" concept, a "driving reversal" scenario…