Related papers: Non-reversible processes: GENERIC, Hypocoercivity …
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…
We draw relationships between the generalized data processing theorems of Zakai and Ziv (1973 and 1975) and the dynamical version of the second law of thermodynamics, a.k.a. the Boltzmann H-Theorem, which asserts that the Shannon entropy,…
A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…
Event-Chain Monte Carlo (ECMC) methods generate continuous-time and non-reversible Markov processes which often display significant accelerations compared to reversible counterparts. However their generalization to any system may appear…
A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…
The systematic expansion method of the solution of the Fokker-Planck equation is developed by generalizing the formulation proposed in [J. Phys. A50, 325001 (2017)]. Using this method, we obtain a new formula to calculate the mean work…
A recent result presented the expansion for the entropy rate of a Hidden Markov Process (HMP) as a power series in the noise variable $\eps$. The coefficients of the expansion around the noiseless ($\eps = 0$) limit were calculated up to…
We introduce a two-parameter ensemble of random discrete-time Markov models that simultaneously captures critical slowing down and broken detailed balance. Extending a previously studied heterogeneous Markov ensemble, we incorporate…
The General Equation for Non-Equilibrium Reversible-Irreversible Coupling (GENERIC) provides structure of mesoscopic multiscale dynamics that guarantees emergence of equilibrium states. Similarly, a lift of the GENERIC structure to iterated…
Hidden Markov Processes (HMP) is one of the basic tools of the modern probabilistic modeling. The characterization of their entropy remains however an open problem. Here the entropy of HMP is calculated via the cycle expansion of the…
We start by considering infinite dimensional Markovian dynamics in R^m generated by operators of hypocoercive type and for such models we obtain short and long time pointwise estimates for all the derivatives, of any order and in any…
We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
Quantifying the irreversibility and dissipation of non-equilibrium processes is crucial to understanding their behavior, assessing their possible capabilities, and characterizing their efficiency. We introduce a physical quantity that…
Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…