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We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…

Probability · Mathematics 2015-04-20 James Allen Fill , Vince Lyzinski

In this paper we study the Hamiltonian dynamics of charged particles subject to a non-self-consistent stochastic electric field, when the plasma is in the so-called weak turbulent regime. We show that the asymptotic limit of the Vlasov…

Analysis of PDEs · Mathematics 2021-10-13 Claude Bardos , Nicolas Besse

We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…

Statistical Mechanics · Physics 2018-10-02 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

Although the limit cycle have been studied for more than 100 years, the existence of its Lyapunov function is still poorly understood. By considering a common limit cycle system, a puzzle related to the existence of Lyapunov functions for…

Dynamical Systems · Mathematics 2019-03-28 Xiao-Liang Gan , Hao-Yu Wang , Ping Ao

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…

Statistics Theory · Mathematics 2016-01-07 S. N. Lahiri , Peter M. Robinson

We study the stationary state of a simple exclusion process on a ring which was recently introduced by Arndt {\it et al} [J. Phys. A {\bf 31} (1998) L45;cond-mat/9809123]. This model exhibits spatial condensation of particles. It has been…

Statistical Mechanics · Physics 2007-05-23 N. Rajewsky , T. Sasamoto , E. R. Speer

The collision dynamics of hard spheres and cylindrical pores is solved exactly, which is the minimal model for a regularly porous membrane. Nonequilibrium event-driven molecular dynamics simulations are used to show that the permeability…

Soft Condensed Matter · Physics 2021-04-23 Yue Yu , Kai Zhang

We study classical particles on the sites of an open chain which diffuse, coagulate and decoagulate preferentially in one direction. The master equation is expressed in terms of a spin one-half Hamiltonian $H$ and the model is shown to be…

Condensed Matter · Physics 2015-06-25 Haye Hinrichsen , Klaus Krebs , Ingo Peschel

We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a…

Dynamical Systems · Mathematics 2016-03-25 Peter Nandori , Domokos Szasz

New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can…

Probability · Mathematics 2017-03-08 Dmitrii Silvestrov , Sergei Silvestrov

We consider a mechanism for area preserving Hamiltonian systems which leads to the enhanced probability, $P(\lambda, t)$, to find small values of the finite time Lyapunov exponent, $\lambda$. In our investigation of chaotic dynamical…

Chaotic Dynamics · Physics 2007-05-23 P. G. Silvestrov , I. V. Ponomarev

We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses.…

Probability · Mathematics 2019-12-17 Wlodek Bryc , Jacek Wesolowski

We investigate the stationary distribution of asymmetric and weakly asymmetric simple exclusion processes with open boundaries. We project the stationary distribution onto a subinterval, whose size is allowed to grow with the length of the…

Probability · Mathematics 2024-10-01 Evita Nestoridi , Dominik Schmid

We propose a robust approach to spin squeezing with local interactions that approaches the Heisenberg limit of phase sensitivity. To generate the requisite entanglement, we generalize the paradigmatic two-axis countertwisting Hamiltonian --…

In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…

Probability · Mathematics 2016-11-14 Vadim Shcherbakov , Anatoly Yambartsev

The Sierpinski gasket is known to support an exotic stochastic process called the asymptotically one-dimensional diffusion. This process displays local anisotropy, as there is a preferred direction of motion which dominates at the…

Probability · Mathematics 2019-03-13 Ben Hambly , Weiye Yang

We study systematically stationary solutions to the coupled Vlasov and Poisson equations which have `self-similar' or scaling symmetry in phase space. In particular, we find analytically {\it all} spherically symmetric distribution…

Astrophysics · Physics 2015-06-24 R. N. Henriksen , Lawrence M. Widrow

We study scaling properties of energy spreading in disordered strongly nonlinear Hamiltonian lattices. Such lattices consist of nonlinearly coupled local linear or nonlinear oscillators, and demonstrate a rather slow, subdiffusive spreading…

Chaotic Dynamics · Physics 2013-05-13 M. Mulansky , A. Pikovsky

It is a commonly observed phenomenon that spherical particles with inertia in an incompressible fluid do not behave as ideal tracers. Due to the inertia of the particle, the dynamics are described in a four dimensional phase space and thus…

Chaotic Dynamics · Physics 2009-11-13 Phanindra Tallapragada , Shane. D. Ross

We study the motion of small particles in a random turbulent flow assuming linear law of friction. We derive a symmetry relation obeyed by the large deviations of the finite time Lyapunov exponents in the phase space. The relation applies…

Chaotic Dynamics · Physics 2009-11-13 Itzhak Fouxon , Péter Horvai
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