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In this article we investigate hypocoercivity of Langevin-type dynamics in nonlinear smooth geometries. The main result stating exponential decay to an equilibrium state with explicitly computable rate of convergence is rooted in an…

Probability · Mathematics 2020-06-23 Martin Grothaus , Maximilian Mertin

In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…

Probability · Mathematics 2025-09-03 Mengyu Cheng , Xiaobin Sun , Yingchao Xie

We present a new method to approximate the Mori-Zwanzig (MZ) memory integral in generalized Langevin equations (GLEs) describing the evolution of smooth observables in high-dimensional nonlinear systems with local interactions. Building…

Numerical Analysis · Mathematics 2020-03-18 Yuanran Zhu , Daniele Venturi

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

Probability · Mathematics 2009-02-12 M. Hairer

We present a projection-based, stability-preserving methodology for computing time correlation functions in open quantum systems governed by generalized quantum master equations with non-Markovian effects. Building upon the memory kernel…

Quantum Physics · Physics 2026-02-12 Wei Liu , Rui-Hao Bi , Yu Su , Limin Xu , Zhennan Zhou , Yao Wang , Wenjie Dou

Recently, a number of authors have investigated the conditions under which a stochastic perturbation acting on an infinite dimensional dynamical system, e.g. a partial differential equation, makes the system ergodic and mixing. In…

Probability · Mathematics 2007-05-23 Jean Bricmont

We study accretive quadratic operators with zero singular spaces. These degenerate non-selfadjoint differential operators are known to be hypoelliptic and to generate contraction semigroups which are smoothing in the Schwartz space for any…

Analysis of PDEs · Mathematics 2016-09-27 Michael Hitrik , Karel Pravda-Starov , Joe Viola

We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…

Numerical Analysis · Mathematics 2025-01-27 Zhihui Liu

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

Atmospheric and Oceanic Physics · Physics 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke

The Mori-Zwanzig projection formalism is widely used in studying systems with many degrees of freedom. We used a system-bath Hamiltonian system to show that the Mori's and Zwanzig's projection procedures are mutual limiting cases of each…

Statistical Mechanics · Physics 2009-04-20 Jianhua Xing

In metrological tasks, employing entanglement can quantitatively improve the precision of parameter estimation. However, susceptibility of the entanglement to decoherence fades this capability in the realistic metrology and limits ultimate…

Quantum Physics · Physics 2017-05-04 R. Yousefjani , S. Salimi , A. S. Khorashad

We present a new method of analysis of measure-preserving dynamical systems, based on frequency analysis and ergodic theory, which extends our earlier work [1]. Our method employs the novel concept of harmonic time average [2], and is…

Chaotic Dynamics · Physics 2014-07-29 Zoran Levnajić , Igor Mezić

This work develops a rigorous framework for analysing ergodicity and mixing in time-inhomogeneous quantum dynamics. It considers quantum evolutions generated by sequences of quantum channels and examines in detail the relationship between…

Mathematical Physics · Physics 2026-03-25 Abdessatar Souissi

In this note we establish hypocoercivity and exponential relaxation to the Maxwellian for a class of kinetic Fokker-Planck-Alignment equations arising in the studies of collective behavior. Unlike previously known results in this direction…

Analysis of PDEs · Mathematics 2021-07-23 Roman Shvydkoy

The hydrodynamics of thin films is typically described using phenomenological models whose connection to the microscopic particle dynamics is a subject of ongoing research. Existing methods based on density functional theory provide a good…

Soft Condensed Matter · Physics 2024-03-20 Michael te Vrugt , Leon Topp , Raphael Wittkowski , Andreas Heuer

We provide simple and constructive proofs of Harris-type theorems on the existence and uniqueness of an equilibrium and the speed of equilibration of discrete-time and continuous-time stochastic semigroups. Our results apply both to cases…

Probability · Mathematics 2021-10-20 José A. Cañizo , Stéphane Mischler

Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish space. In the Markovian case, the idea of Poincar\'e sections is introduced. It is proved that if the periodic measure is PS-ergodic, then it is ergodic.…

Probability · Mathematics 2021-03-19 Chunrong Feng , Huaizhong Zhao

We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…

Numerical Analysis · Mathematics 2020-06-09 Xiaobing Feng , Andreas Prohl , Liet Vo

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if…

Probability · Mathematics 2015-03-13 Martin Hairer , Jonathan C. Mattingly

We study asymptotic behavior of a Markov semigroup on a von-Neumann algebra by exploring a maximal von-Neumann subalgebra where the Markov semigroup is an automorphism. This enables us to prove that strong mixing is equivalent to ergodic…

Operator Algebras · Mathematics 2007-05-23 Anilesh Mohari