Related papers: Non-Poisson processes: regression to equilibrium v…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
For covering spaces and properly discontinuous actions with compatible diffusion processes, we discuss Lyons-Sullivan discretizations of the processes and the associated function theory.
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
We study the existence and the rate of equilibration of weak solutions to a two-component system of non-linear diffusion-aggregation equations, with small cross diffusion effects. The aggregation term is assumed to be purely attractive, and…
We construct diffusions with values in the nonnegative orthant, normal reflection along each of the axes, and two pairs of local drift/variance characteristics assigned according to rank; one of the variances is allowed to vanish, but not…
We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…
A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally…
We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…
Using Schwinger's quantum action principle, dispersion relations are obtained for neutral scalar mesons interacting with bi-local sources. These relations are used as the basis of a method for representing the effect of interactions in the…
The violation of symmetry between the time series of elongation and contraction rates of phase-space point spacings is studied to examine the chaos in perturbed harmonic oscillator systems. A transition from integrability to…
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
Real-time perturbation theory is formulated for complex scalar fields away from thermal equilibrium in such a way that dissipative effects arising from the absorptive parts of loop diagrams are approximately resummed into the unperturbed…
Diffusion-driven patterns appear on curved surfaces in many settings, initiated by unstable modes of an underlying Laplacian operator. On a flat surface or perfect sphere, the patterns are degenerate, reflecting translational/rotational…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
The bispectrum, the three-point function of density fluctuations in Fourier space, is the lowest order statistic that carries information about the spatial coherence of large-scale structures. For Gaussian initial conditions, when the…
Non-perturbative phenomena in four-wave mixing spectra of semiconductors are studied using the exact solution of a widely used phenomenological non-linear equation of motion of the exciton polarization. It is shown that Coulomb interaction,…
We study the dissipative quantum Duffing oscillator in the deep quantum regime with two different approaches: The first is based on the exact Floquet states of the linear oscillator and the nonlinearity is treated perturbatively. It well…
In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics, and use the results to derive limitations of classical measurements. A central problem is the relation between systems which…