Related papers: Ergodicity for regime-switching neutral stochastic…
Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…
We establish existence and uniqueness for a wide class of Markovian systems of backward stochastic differential equations (BSDE) with quadratic nonlinearities. This class is characterized by an abstract structural assumption on the…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish…
A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…
Ergodic quantum systems are often quite alike, whereas nonergodic, fractal systems are unique and display characteristic properties. We explore one of these fractal systems, weakly bound dysprosium lanthanide molecules, in an external…
Metastability appears when a thermodynamic system, such as supercooled water (which is liquid below freezing temperature), lands on the "wrong" side of a phase transition, and remains for a very long time in a state different from its…
We introduce a versatile method to compute electronic steady state properties of strongly correlated extended quantum systems out of equilibrium. The approach is based on dynamical mean-field theory (DMFT), in which the original system is…
Recent advances in learning dynamical systems from data have shown significant promise. However, many existing methods assume access to the full state of the system -- an assumption that is rarely satisfied in practice, where systems are…
We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process…
The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
In this paper we study, at different levels of generality, certain systems of delay differential equations (DDE). One focus and motivation is a system with state-dependent delay (SD-DDE) that has been formulated to describe the maturation…
We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…
Ensemble Density Functional Theory (EDFT) is a generalization of ground-state Density Functional Theory (GS DFT), which is based on an exact formal theory of finite collections of a system's ground and excited states. EDFT in various forms…
In the present contribution we consider a singular phase field system located in a smooth and bounded three-dimensional domain. The entropy balance equation is perturbed by a logarithmic nonlinearity and by the presence of an additional…
Asymptotic behavior of the three-dimensional stochastic Navier-Stokes equations with Markov switching in additive noises is studied for incompressible fluid flow in a bounded domain in the three-dimensional space. To study such a system, we…
An extension of the relativistic density functional approach to the equation of state for strongly interacting matter is suggested which generalizes a recently developed modified excluded-volume mechanism to the case of temperature and…
We study the stability of non-ergodic but extended (NEE) phases in non-Hermitian systems. For this purpose, we generalize a so-called Rosenzweig-Porter random-matrix ensemble (RP), known to carry a NEE phase along with the Anderson…
We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…