Related papers: Evolution and Gravitation: a Computer Simulation o…
In this paper, we consider a non-linear fourth-order evolution equation of Cahn-Hilliard-type on evolving surfaces with prescribed velocity, where the non-linear terms are only assumed to have locally Lipschitz derivatives. High-order…
A discussion is given of the quantisation of a physical system with finite degrees of freedom subject to a Hamiltonian constraint by treating time as a constrained classical variable interacting with an unconstrained quantum state. This…
Consider the weakly asymmetric simple exclusion processes on the one-dimensional torus. We study the non-equilibrium fluctuation of a class of additive functionals, and show that its scaling limit is a Gaussian process. The proof is mainly…
We consider the evolution of perturbations to a flat FRW universe that arise from a ``stiff source,'' such as a self-ordering cosmic field that forms in a global symmetry-breaking phase transition and evolves via the Kibble mechanism.…
We perform numerical simulations of a model micromachine driven by catalytic chemical reactions. Our model includes a mechano-chemical coupling between the structural variables and the nonequilibrium variable describing the catalytic…
We analyze the non-Markovian dynamics of a quantum system subject to spontaneous collapse in space. After having proved, under suitable conditions, the separation of the center-of-mass and relative motions, we focus our analysis on the time…
A two-temperature linear spin model is presented that allows an easily understandable introduction to non-equilibrium statistical physics. The model is one that includes the concepts that are typical of more realistic non-equilibrium models…
Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized…
We propose a new methodology to compute equilibria for general equilibrium problems on exchange economies with real financial markets, home-production, and retention. We demonstrate that equilibrium prices can be determined by solving a…
We investigate the dynamics of a quantum system coupled linearly to Gaussian white noise using functional methods. By performing the integration over the noisy field in the evolution operator, we get an equivalent non-Hermitian Hamiltonian,…
We discuss systematically several possible inequivalent ways to describe the dynamics and the transition probabilities of a quantum system when its hamiltonian is not self-adjoint. In order to simplify the treatment, we mainly restrict our…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
The recently developed method (Paper 1) enabling one to investigate the evolution of dynamical systems with an accuracy not dependent on time is developed further. The classes of dynamical systems which can be studied by that method are…
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…
Malliavin weight sampling (MWS) is a stochastic calculus technique for computing the derivatives of averaged system properties with respect to parameters in stochastic simulations, without perturbing the system's dynamics. It applies to…
Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…
We analyse a non-relativistic approximation of the Dirac equation for slow fermions, coupled to the chameleon field and torsion in the spacetime with the Schwarzschild metric, taken in the weak gravitational field of the Earth…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…
We discuss the time evolution of physical finite dimensional systems which are modelled by non-hermitian Hamiltonians. We address both general non-hermitian Hamiltonians and pseudo-hermitian ones. We apply the theory of Krein Spaces to…