Related papers: On decompositions of non-reversible processes
We consider two approaches to study non-reversible Markov processes, namely the Hypocoercivity Theory (HT) and GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling); the basic idea behind both of them is to split…
A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…
We consider a Hamiltonian chain of rotators (in general nonlinear) in which the first rotator is damped. Being motivated by problems of nonequilibrium statistical mechanics of crystals, we construct a strict Lyapunov function that allows us…
Continuity equations associated to continuous-time Markov processes can be considered as Euclidean Schr\"odinger equations, where the non-hermitian quantum Hamiltonian $\bold{H}={\bold{div}}{\bold J}$ is naturally factorized into the…
The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…
We study the constrained Ostrogradski-Hamilton framework for the equations of motion provided by mechanical systems described by second-order derivative actions with a linear dependence in the accelerations. We stress out the peculiar…
Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…
We give an elementary construction of a time-invertible Markov process which is discrete except at one instance. The process is one of the quadratic harnesses studied in our previous papers and can be regarded as a random joint of two…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…
A variational formulation for nonequilibrium thermodynamics was recently proposed in \cite{GBYo2017a,GBYo2017b} for both discrete and continuum systems. This formulation extends the Hamilton principle of classical mechanics to include…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are first introduced by means of suitable Doob…
Dissipative Lagrangians and Hamiltonians having Coulomb, viscous and quadratic damping,together with gravitational and elastic terms are presented for a formalism that preserves the Hamiltonian as a constant of the motion. Their derivations…
We compute the Hamiltonian and Lagrangian associated to the large deviations of the trajectory of the empirical distribution for independent Markov processes, and of the empirical measure for translation invariant interacting Markov…
We study the Markov chain on $\mathbf{F}_p$ obtained by applying a function $f$ and adding $\pm\gamma$ with equal probability. When $f$ is a linear function, this is the well-studied Chung--Diaconis--Graham process. We consider two cases:…
We discuss, in the context of energy flow in high-dimensional systems and Kolmogorov-Arnol'd-Moser (KAM) theory, the behavior of a chain of rotators (rotors) which is purely Hamiltonian, apart from dissipation at just one end. We derive…
1-D scalar conservation laws with convex flux and Markov initial data are now known to yield a completely integrable Hamiltonian system. In this article, we rederive the analogue of Loitsiansky's invariant in hydrodynamic turbulence from…
This article is a lecture note on the potential theory of (possibly non-reversible) Markov processes and on the connection of this theory with quantitative analysis of the metastability of stochastic processes.
Knutson introduced two families of reverse juggling Markov chains (single and multispecies) motivated by the study of random semi-infinite matrices over $\mathbb{F}_q$. We present natural generalizations of both chains by placing generic…
We refine a fluctuation-dissipation framework for quantum dynamical semigroups to resolve a long-standing ambiguity in Markovian master equations. For finite-dimensional systems, we prove that the underlying diffusion-dissipation structure…