Related papers: Asymptotic analysis for the generalized Langevin e…
Systems governed by a multivariate Langevin equation featuring an exact potential exhibit straightforward dynamics but are often difficult to recognize because, after a general coordinate change, the gradient flow becomes obscured by the…
This paper studies convergence to equilibrium for second-order Langevin dynamics under general growth conditions on the potential. Although we are principally motivated by the case when the potential is singular, e.g. when the dynamics has…
We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…
A survey of the probabilistic approaches to quantum dynamical semigroups with unbounded generators is given. An emphasis is made upon recent advances in the structural theory of covariant Markovian master equations. The relations with the…
We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic differential equation (ISDE). % For this proof we present two…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
Maxwell models for nonlinear kinetic equations have many applications in physics, dynamics of granular gases, economy, etc. In the present manuscript we consider such models from a very general point of view, including those with arbitrary…
We obtain large $n$ asymptotics of $n \times n$ Hankel determinants whose weight has a one-cut regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where the associated equilibrium measure possesses…
Any first course on polymer physics teaches that the dynamics of a tagged monomer of a polymer is anomalously subdiffusive, i.e., the mean-square displacement of a tagged monomer increases as $t^\alpha$ for some $\alpha<1$ until the…
In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…
Coarse-graining complex molecular systems to lower-dimensional reaction coordinates is a powerful approach for capturing their effective dynamics. The generalized Langevin equation (GLE) provides an exact framework for modeling…
We consider generalizations of kinetic granular gas models given by Boltzmann equations of Maxwell type. These type of models for non-linear elastic or inelastic interactions, have many applications in physics, dynamics of granular gases,…
This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution…
This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…
Motivated by recent prototypes of engineered atomic spin devices, we study a fully connected system of $N$ spins $1/2$, modeled by the Lipkin-Meshkov-Glick (LMG) model of a collective spin $s=N/2$ in the presence of Markovian dissipation…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
The physical significance of the stochastic processes associated to the generalized Gibbs ensembles is scrutinized here with special attention to the thermodynamic fluctuations of small systems. The contact with the environment produces an…
This paper is devoted to the construction and study of an equilibrium Glauber-type dynamics of infinite continuous particle systems. This dynamics is a special case of a spatial birth and death process. On the space $\Gamma$ of all locally…
We prove that any asymptotics of a finite-dimensional quantum Markov processes can be formulated in the form of a generalized Jaynes principle in the discrete as well as in the continuous case. Surprisingly, we find that the open system…