Related papers: Non-reversible processes: GENERIC, Hypocoercivity …
Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…
For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…
We show that, on a $d-$dimensional hypercubic lattice with $d>1$, conserved-mass transport processes, with {\it multidirectional} hopping that respect all symmetries of the lattice, exhibit power-law correlations for generic parameter…
In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…
In the general process of eliminating dynamic variables in Markovian models, there exists a difference in the irreversible entropy production between the original and reduced dynamics. We call this difference the hidden entropy production,…
A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-reversible, can mix better than standard MCMC algorithms, and…
We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system's state. This allows us to study directly entropy…
The purpose of this comment is to correct mistaken assumptions and claims made in the paper Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations by T. D. Frank. Our comment centers on the claims…
Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…
We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for…
We investigate a method for extracting nonlinear principal components (NPCs). These NPCs maximize variation subject to smoothness and orthogonality constraints; but we allow for a general class of constraints and multivariate probability…
The lack of formulation of macroscopic equations for irreversible dynamics of viscous heat-conducting media compatible with the causality principle of Einstein's Special Relativity and the Euler-Lagrange structure of General Relativity is a…
A multiscale theory of interacting continuum mechanics and thermodynamics of mixtures of fluids, electrodynamics, polarization and magnetization is proposed. The mechanical (reversible) part of the theory is constructed in a purely…
We investigate the steady-state entropy production rate (EPR) in the Hydrodynamic Vicsek Model (HVM) and Diffusive Flocking Model (DFM). Both models display a transition from an isotropic gas to a polar liquid (flocking) phase, in addition…
We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases…