Related papers: Variance sum rule: proofs and solvable models
We propose and rigorously analyse semi- and fully discrete discontinuous Galerkin methods for an initial and boundary value problem describing inertial viscoelasticity in terms of elastic and viscoelastic stress components, and with mixed…
In this paper, we study the thermo-elastodynamics of nonlinearly viscous solids in the Kelvin-Voigt rheology where both the elastic and the viscous stress tensors comply with the frame-indifference principle. The system features a force…
We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…
We study the closure properties of the class of Bivariate Regular Variation, symbolically BRV , in standard and nonstandard cases, with respect to the randomly weighted sums. However, we take into consideration a weak dependence structure…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
A standard approach to computing expectations with respect to a given target measure is to introduce an overdamped Langevin equation which is reversible with respect to the target distribution, and to approximate the expectation by a…
The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of…
Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions,…
We use the entropy method to analyze the nonlinear dynamics and stability of a continuum kinetic model of an active nematic suspension. From the time evolution of the relative entropy -- an energy-like quantity in the kinetic model -- we…
A method to quantify robust performance for situations where structured parameter variations and initial state errors rather than extraneous disturbances are the main performance limiting factors is presented. The approach is based on the…
We derive a class of mesoscopic virial equations governing energy partition between conjugate position and momentum variables of individual degrees of freedom. They are shown to apply to a wide range of nonequilibrium steady states with…
A non-vanishing entropy production rate is a hallmark of non-equilibrium stationary states and is therefore at the heart of non-equilibrium thermodynamics. It is a manifestation of a steady circulation $J_{\rm inv}$ along the level sets of…
We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic…
Exact values for bulk and shear viscosity are important to characterize a fluid and they are a necessary input for a continuum description. Here we present two novel methods to compute bulk viscosities by non-equilibrium molecular dynamics…
Using Onsager's variational principle, we derive dynamical equations for a nonequilibrium active system with odd elasticity. The elimination of the extra variable that is coupled to the nonequilibrium driving force leads to the…
To unify the standard model of particle physics and general relativity, we may require a quantum description of gravity, which will change our notion of spacetime at very high energies. In this dissertation we explore possible traces of new…
We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…
Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free energy landscapes under persistent currents. Within the framework of…