Related papers: Exponential ergodicity of L\'{e}vy driven Langevin…
This work develops a rigorous framework for analysing ergodicity and mixing in time-inhomogeneous quantum dynamics. It considers quantum evolutions generated by sequences of quantum channels and examines in detail the relationship between…
For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…
L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…
Motivated by a model presented by S. Gudder, we study a quantum generalization of Markov chains and discuss the relation between these maps and open quantum random walks, a class of quantum channels described by S. Attal et al. We consider…
We develop and implement new probabilistic strategy for proving exponential ergodicity for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process in infinite…
We introduce the concept of a "transitory" dynamical system---one whose time-dependence is confined to a compact interval---and show how to quantify transport between two-dimensional Lagrangian coherent structures for the Hamiltonian case.…
We investigate the motion of a colloidal particle driven out of equilibrium by an external torque. We use the molecular dynamics simulation that is alternative to the numerical integration approach based on the Langevin equation and is…
This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…
We consider a system of interacting particles subjected to Langevin inertial dynamics and derive the governing time-dependent equation for the one-body density. We show that, after suitable truncations of the…
The Schr\"odinger equation in high dimensions describes the evolution of a quantum system. Assume that we are given the evolution map sending each initial state $f\in L^2(\mathbb{R}^n)$ of the system to the corresponding final state at a…
We give a sufficient condition for existence of an exponential dichotomy for a general linear dynamical system (not necessarily invertible) in a Banach space, in discrete or continuous time. We provide applications to the backward heat…
In this paper, we propose a new class of splitting methods to solve the stochastic Langevin equation, which can simultaneously preserve the ergodicity and exponential integrability of the original equation. The central idea is to extract a…
In this paper, we introduce a new class of processes which are diffusions with jumps driven by a multivariate nonlinear Hawkes process. Our goal is to study their long-time behavior. In the case of exponential memory kernels for the…
Here we consider the nonlocal Cahn-Hilliard equation with constant mobility in a bounded domain. We prove that the associated dynamical system has an exponential attractor, provided that the potential is regular. In order to do that a…
Recent molecular dynamics simulations show that a dilute relativistic gas equilibrates to a Juettner velocity distribution if ensemble velocities are measured simultaneously in the observer frame. The analysis of relativistic Brownian…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
Description of time evolution of the relativistic unstable electromagnetic system consisting of Fermi-Dirac particle interacting with electromagnetic field, in the framework of the Liouville space extension of quantum mechanics is done. The…
Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…