Related papers: Reducing exit-times of diffusions with repulsive i…
In this paper we develop some new variational principles for the exit time of non-symmetric diffusions from a domain. As applications, we give some comparison theorems and monotonicity law between different diffusions.
In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…
In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…
This work presents algebraic closure models associated with advective transport and nonlinear reactions in a Reynolds-averaged Navier-Stokes context for a system of species subject to binary reactions and transport by advection and…
We study the real time dynamics of a quantum system with potential barrier coupled to a heat-bath environment. Employing the path integral approach an evolution equation for the time dependent density matrix is derived. The time evolution…
We analyze the tagged particle diffusion for kinetically constrained models for glassy systems. We present a method, focusing on the Kob-Andersen model as an example, which allows to prove lower and upper bounds for the self diffusion…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
The reactive process of barrier escaping from the metastable potential well is studied together with the extension of Kramers' rate formula to the fractional case. Characteristic quantities are computed for an thimbleful of insight into the…
The non-Markovian features of three typical anomalous diffusing systems are studied by analytically solving the generalized Langevin equation directly driven by three kind of internal structured-noises: harmonic noise, harmonic velocity…
We study a family of conservative interacting particle systems with degenerate rates called noncooperative kinetically constrained lattice gases. We prove for all models in this family the diffusive scaling of the relaxation time, the…
The paper addresses a two-temperature model for simulating compressible two-phase flow taking into account diffusion processes related to the heat conduction and viscosity of the phases. This model is reduced from the two-phase…
In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The paper concerns the construction of a compressible liquid-vapor relaxation model which is able to capture the metastable states of the non isothermal van der Waals model as well as saturation states. Starting from the Gibbs formalism, we…
We obtain a lower bound for the coarse Ricci curvature of continuous time pure jump Markov processes, with an emphasis on interacting particle systems. Applications to several models are provided, with a detailed study of the herd behavior…
The theory of nonlinear response for Markov processes obeying a master equation is formulated in terms of time-dependent perturbation theory for the Green's functions and general expressions for the response functions up to third order in…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
We study the infinite temperature dynamics of a prototypical one-dimensional system expected to exhibit many-body localization. Using numerically exact methods, we establish the dynamical phase diagram of this system based on the statistics…