Related papers: Universal cutoff for Dyson Ornstein Uhlenbeck proc…
Temporal coherence is a fundamental property of macroscopic quantum systems, such as lasers in optics and Bose-Einstein condensates in atomic gases and it is a crucial issue for interferometry applications with light or matter waves.…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…
We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…
In this paper we investigate the problem of detecting a change in the drift parameters of a generalized Ornstein-Uhlenbeck process which is defined as the solution of $dX_t=(L(t)-\alpha X_t) dt + \sigma dB_t$, and which is observed in…
Four on-lattice and six off-lattice models for active matter are studied numerically, showing that in contact with a wall, they display universal wetting transitions between three distinctive phases. The particles, which interact via…
We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
The total momentum of $N$ interacting bosons or fermions in a cube equipped with periodic boundary conditions is a conserved quantity. Its eigenvalues follow a probability distribution, determined by the thermal equilibrium state. While in…
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…
We study the transport property of diffusion in a finite translationally invariant quantum subsystem described by a tight-binding Hamiltonian with a single energy band and interacting with its environment by a coupling in terms of…
We apply the density-matrix renormalization group (DMRG) method to a one-dimensional Hubbard model that lacks Umklapp scattering and thus provides an ideal case to study the Mott-Hubbard transition analytically and numerically. The model…
The high sensitivity of the spectrum and wavefunctions to boundary conditions, termed the non-Hermitian skin effect, represents a fundamental aspect of non-Hermitian systems. While it endows non-Hermitian systems with unprecedented physical…
The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…
We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We show that particle transport in a uniform, quantum multi-baker map, is generically ballistic in the long time limit, for any fixed value of Planck's constant. However, for fixed times, the semi-classical limit leads to diffusion. Random…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We study the universality of work statistics performed during a quench in gapless quantum systems. We show that the cumulants of work scale separately in the fast and slow quench regimes, following a power law analogous to the universal…
We study the transition between integrable and chaotic behaviour in dissipative open quantum systems, exemplified by a boundary driven quantum spin-chain. The repulsion between the complex eigenvalues of the corresponding Liouville operator…