Related papers: Kolmogorov Modes and Linear Response of Jump-Diffu…
The first paper of this series [J. Chem. Phys. 158, 034103 (2023)] demonstrated that excess entropy scaling holds for both fine-grained and corresponding coarse-grained (CG) systems. Despite its universality, a more exact determination of…
Using the linearized version of the time dependent Gross-Pitaevskii equation we calculate the dynamic response of a Bose-Einstein condensed gas to periodic density and particle perturbations. The zero temperature limit of the…
For integer valued random variables, the translated Poisson distributions form a flexible family for approximation in total variation, in much the same way that the normal family is used for approximation in Kolmogorov distance. Using the…
We perform a detailed comparison between a Markov Switching Jump Diffusion Model and a Markov Switching {\alpha}-Stable Distribution Model with respect to the analysis of non-stationary data. We show that the jump diffusion model is…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
We study a twice-differentiable transformation applied to a CKLS-type short-rate model with linear drift and power-type diffusion. The transformation yields a new process whose diffusion component has a square-root structure and whose drift…
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Fluctuation-dissipation relations elucidate the response of near-equilibrium systems to environmental changes, with recent advances extending response theory to non-equilibrium steady states. However, a general response theory for systems…
Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…
We present a parametric study of a nonlinear diffusion equation which generalises Leith's model of a turbulent cascade to an arbitrary cascade having a single conserved quantity. There are three stationary regimes depending on whether the…
Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…
A Response Function Theory and Scattering Theory applicable to the study of physical properties of systems driven arbitrarily away from equilibrium, specialized for dealing with ultrafast processes and in conditions of space resolution…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
For most statistical postprocessing schemes used to correct weather forecasts, changes to the forecast model induce a considerable reforecasting effort. We present a new approach based on response theory to cope with slight model changes.…
This paper establishes existence, uniqueness, and an L^1-comparison principle for weak solutions of a PDE system modeling phase transition reaction-diffusion in congested crowd motion. We consider a general reaction term and mixed…
A nonlinear response theory is provided by use of the transient linearization method in the spatially one-dimensional Vlasov systems. The theory inclusively gives responses to external fields and to perturbations for initial stationary…
In this paper, we study state-feedback control of Markov jump linear systems with partial information. In particular, we assume that the controller can only access the mode signals according to a hidden-Markov observation process. Our…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…