Related papers: An H-theorem for a conditional McKean-Vlasov proce…
Coupling arguments are a central tool for bounding the deviation between two stochastic processes, but traditionally have been limited to Wasserstein metrics. In this paper, we apply the shifted composition rule--an information-theoretic…
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…
We study the dynamics of perturbations around an inhomogeneous stationary state of the Vlasov-HMF (Hamiltonian Mean-Field) model, satisfying a linearized stability criterion (Penrose criterion). We consider solutions of the linearized…
Time-dependent fluid dynamics plays a crucial role in both natural phenomena and industrial applications. Understanding the flow instabilities and transitions within these dynamical systems is essential for predicting and controlling their…
We consider a previously proposed non-extensive statistical mechanics in which the entropy depends only on the probability, this was obtained from a f(\beta) distribution and its corresponding Boltzmann factor. We show that the first term…
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…
We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocity. By comparison with the free particle situation in which…
We study a family of non-linear McKean-Vlasov SDEs driven by a Poisson measure, modelling the mean-field asymptotic of a network of generalized Integrate-and-Fire neurons. We give sufficient conditions to have periodic solutions through a…
For a class of mean-field particle systems, we formulate a criterion in terms of the free energy that implies uniform bounds on the log-Sobolev constant of the associated Langevin dynamics. For certain double-well potentials with quadratic…
A generic feature of systems with long-range interactions is the presence of {\it quasi-stationary} states with non-Gaussian single particle velocity distributions. For the case of the Hamiltonian Mean Field (HMF) model, we demonstrate that…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
We propose a new approach to the theoretical analysis of Loopy Belief Propagation (LBP) and the Bethe free energy (BFE) by establishing a formula to connect LBP and BFE with a graph zeta function. The proposed approach is applicable to a…
SLE(kappa,rho) is a generalisation of Schramm-Loewner evolution which describes planar curves which are statistically self-similar but not conformally invariant in the strict sense. We show that, in the context of boundary conformal field…
The damped and parametrically driven nonlinear Dirac equation with arbitrary nonlinearity parameter $\kappa$ is analyzed, when the external force is periodic in space and given by $f(x) =r\cos(K x)$, both numerically and in a variational…
The Barker-Henderson perturbation theory is a bedrock of liquid-state physics, providing quantitative predictions for the bulk thermodynamic properties of realistic model systems. However, this successful method has not been exploited for…
This paper presents a continuous, information-theoretic extension of the Free Energy Principle through the concept of Markov blanket density, i.e., a scalar field that quantifies the degree of conditional independence between internal and…
A simple model for the dielectric function of a completely ionized plasma with an arbitrary ionic charge, that is valid for long-wavelength high-frequency perturbations is derived using an approximate solution of a linearized Fokker-Planck…
We reformulate a general class of classical bead-spring-chain models for dilute polymeric fluids, with Hookean spring potentials, as McKean-Vlasov diffusion. This results in a coupled system of partial differential equations involving the…
The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…
The distribution function of relaxation times in disordered dielectrics has been calculated in the random field theory framework. For this purpose, we first consider the dynamics of single two-orientable impurity electric dipole in a random…