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

For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…

We address the impossibility of achieving exact time reversal in a system with many degrees of freedom. This is a particular example of the difficult task of "aiming" an initial classical state so as to become a specific final state. We…

We experimentally investigate the steady states of two granular assemblies differing in their material properties and allowed to exchange volume with each other under external agitation in the vicinity of their jamming transition. We…

Fluids confined to quasi-one-dimensional channels exhibit a dynamic crossover from single file diffusion to normal diffusion as the channel becomes wide enough for particles to hop past each other. In the crossover regime, where hopping…

We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In this context, Bauer, Bernard and Tilloy pointed out an…

The finite state semi-Markov process is a generalization over the Markov chain in which the sojourn time distribution is any general distribution. In this article we provide a sufficient stochastic maximum principle for the optimal control…

Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…

We consider percolation and jamming transitions for particulate systems exposed to compression. For the systems built of particles interacting by purely repulsive forces in addition to friction and viscous damping, it is found that these…

Dissipation, the irreversible loss of energy and coherence, from a microsystem, is the result of coupling to a much larger macrosystem (or reservoir) which is so large that one has no chance of keeping track of all of its degrees of…

We study a model for microscopic segregation in a homogeneous system of particles moving on a one-dimensional lattice. Particles tend to separate from each other, and evolution ceases when at least one empty site is found between any two…

We study the problem of optimal stopping of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusions, for short). We obtain sufficient variational inequalities for a…

Consider a symmetric Markovian jump process $\{X_t\}$ on a metric measure space $(M, d, \mu)$. Chen, Kumagai, and Wang recently showed that two-sided heat kernel estimates and the parabolic Harnack inequality are both stable under bounded…

We show that observing the trajectories of confined particles in a thermal equilibrium state yields an estimate on the free-space diffusion coefficient. For generic trapping potentials and interactions between particles, the estimate comes…

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First…

This paper studies indefinite stochastic linear-quadratic (LQ) optimal control for jump-diffusion systems with random coefficients. We construct an algebraic inverse flow from the zero-control base system, extract the semimartingale kernel…

The thermodynamic equilibrium conditions for compact structures composed by mass varying particles are discussed assuming that the so-called dynamical mass behaves like an additional extensive thermodynamic degree of freedom. It then…

We study an interacting particle system of a finite number of labelled particles on the integer lattice, in which particles have intrinsic masses and left/right jump rates. If a particle is the minimal-label particle at its site when it…

By analyzing the displacement statistics of an assembly of horizontally vibrated bidisperse frictional grains in the vicinity of the jamming transition experimentally studied before, we establish that their superdiffusive motion is a…

We consider a stochastic many-body system where a source refills uniformly the empty sites of a hypercubic lattice, on which each particle is allowed to jump (symmetrically) onto neighboring vacant sites. In addition, there is a local {\it…