相关论文: On the conservativeness and the recurrence of symm…

For continuous-space diffusion processes, there is a strong connection between conservative forces and entropy production. For a given time evolution of the system's state, the entropy production is minimized when the system is driven by a…

This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…

Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…

We provide some criteria on the stability of regime-switching diffusion processes. Both the state-independent and state-dependent regime-switching diffusion processes with switching in a finite state space and an infinite countable state…

We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…

This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…

The evaluation of the long term stability of a material requires the estimation of its long-time dynamics. For amorphous materials such as structural glasses, it has proven difficult to predict the long-time dynamics starting from static…

Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general…

The conservativity of a minimal quantum dynamical semigroup is proved whenever there exists a ``reference'' subharmonic operator bounded from below by the dissipative part of the infinitesimal generator. We discuss applications of this…

We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…

We consider a special type of hydraulic jumps (internal bores) which, in the vertically bounded system of two immiscible fluids with slightly different densities, conserve not only the mass and impulse but also the circulation and energy.…

We explicitly construct so-called captive jump processes. These are stochastic processes in continuous time, whose dynamics are confined by a time-inhomogeneous bounded domain. The drift and volatility of the captive processes depend on the…

In addition to self-propulsion by phoretic mechanisms that arises from an asymmetric distribution of reactive species around a catalytic motor, spherical particles with a uniform distribution of catalytic activity may also propel themselves…

This work continues and substantially extends our recent work on switching diffusions with the switching processes that depend on the past states and that take values in a countable state space. That is, the discrete components of the…

While the large majority of theoretical and numerical studies of the jamming transition consider athermal packings of purely repulsive spheres, real complex fluids and soft solids generically display attraction between particles. By…

In this paper, we investigate periodic solutions of regime-switching jump diffusions. We first show the well-posedness of solutions to the SDEs corresponding to the hybrid system. Then, we derive the strong Feller property and…

We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the…

The use of fully or partially absorbing boundary conditions for diffusion-based problems has become paradigmatic in physical chemistry and biochemistry to describe reactions occurring in solutions or in living media. However, as chemical…