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Related papers: Time-reversibility and nonvanishing Levy area

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In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable…

Probability · Mathematics 2018-12-27 Lars Tyge Nielsen

An identity in law for the area of a spectrally positive L\'evy stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse Beta random variable and the square of a positive stable…

Probability · Mathematics 2014-10-02 Julien Letemplier , Thomas Simon

We propose a solution to a time-varying variant of Markov Decision Processes which can be used to address decision-theoretic planning problems for autonomous systems operating in unstructured outdoor environments. We explore the time…

Robotics · Computer Science 2019-05-28 Junhong Xu , Kai Yin , Lantao Liu

A set is autoreducible if it can be reduced to itself by a Turing machine that does not ask its own input to the oracle. We use autoreducibility to separate the polynomial-time hierarchy from polynomial space by showing that all…

Logic · Mathematics 2016-09-07 Harry Buhrman , Lance Fortnow , Leen Torenvliet , Dieter van Melkebeek

The Levy-Steinitz theorem characterizes the values that a conditionally convergent sequence in of real numbers can attain under permutations. We extend this analysis to sequences of countable sequences of real numbers, under pointwise…

Classical Analysis and ODEs · Mathematics 2018-05-03 Paul B. Larson

The dissipation phenomena of relative entropy from an It\^o--Langevin dynamical system is a classic topic from stochastic analysis. Relying on the time-reversal of diffusions, a novel trajectorial approach investigates the pathwise behavior…

Probability · Mathematics 2025-10-03 Jiaming Chen

Lagrangian particles in turbulence separate away from each other faster in the backward in time direction as compared to forward in time. In this work, we show that time irreversibility is kinematically rooted in the fact that, when viewed…

Fluid Dynamics · Physics 2025-08-20 Ron Shnapp

Steady state fluctuation relations for dynamical systems are commonly derived under the assumption of some form of time-reversibility and of chaos. There are, however, cases in which they are observed to hold even if the usual notion of…

Mathematical Physics · Physics 2015-05-27 Matteo Colangeli , Rainer Klages , Paolo De Gregorio , Lamberto Rondoni

The semi-implicit (partly decoupled, also called staggered or fraction-step) time discretization is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e.\ in the actual deforming…

Numerical Analysis · Mathematics 2025-10-14 Tomáš Roubíček

An effective mathematical framework based on Presymplectic Geometry for dealing with the "phase space picture" of timeless dynamics in General Relativity is presented. In General Relativity, the presence of the scalar Hamiltonian constraint…

General Relativity and Quantum Cosmology · Physics 2012-10-03 Vasudev Shyam , B. S. Ramachandra

It was generally believed throughout the 20-th century that irreversibility is a purely classical event without operator counterpart. However, a classical irreversible system cannot be consistently decomposed into a finite number of…

General Physics · Physics 2009-11-11 Ruggero Maria Santilli

Time can be defined as the duration between events. It is irreversible. When used as a variable in quantifying the changing properties of matter, this irreversibility of time is incompatible with Newton's deterministic mechanics and with…

chao-dyn · Physics 2007-05-23 X. de Hemptinne

The role of the environment initial conditions in the breaking of the time reversal symmetry of effective theories and in generating the soft irreversibility is studied by the help of Closed Time Path formalism. The initial conditions break…

Statistical Mechanics · Physics 2016-04-26 Janos Polonyi

We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…

Mathematical Physics · Physics 2025-08-14 Giorgio Picci

Relativistic deformed kinematics leads to a loss of the absolute locality of interactions. In previous studies, some models of noncommutative spacetimes in a two-particle system that implements locality were considered. In this work, we…

High Energy Physics - Theory · Physics 2025-04-07 J. J. Relancio

We consider the use of adaptive timestepping to allow a strong explicit Euler-Maruyama discretisation to reproduce dynamical properties of a class of nonlinear stochastic differential equations with a unique equilibrium solution and…

Numerical Analysis · Mathematics 2017-06-13 Cónall Kelly , Alexandra Rodkina , Eeva Maria Rapoo

We compare a relativistic and a nonrelativistic version of Ostrogradsky's method for higher-time derivative theories extended to scalar field theories and consider as an alternative a multi-field variant. We apply the schemes to space-time…

High Energy Physics - Theory · Physics 2024-05-07 Andreas Fring , Takano Taira , Bethan Turner

In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Bai Xue

As in the case of soliton PDEs in 2+1 dimensions, the evolutionary form of integrable dispersionless multidimensional PDEs is non-local, and the proper choice of integration constants should be the one dictated by the associated Inverse…

Exactly Solvable and Integrable Systems · Physics 2018-05-01 P. G. Grinevich , P. M. Santini
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