相关论文: Duality for stochastic models of transport

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

We present a theory for the steady-state dynamics of a two-dimensional system of spherically symmetric active Brownian particles. The derivation of the theory consists of two steps. First, we integrate out the self-propulsions and obtain a…

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

In this paper we present a variational technique that handles coarse-graining and passing to a limit in a unified manner. The technique is based on a duality structure, which is present in many gradient flows and other variational…

Multivariate fluctuation relations are established in three stochastic models of transistors, which are electronic devices with three ports and thus two coupled currents. In the first model, the transistor has no internal state variable and…

We consider some duality relations for models of non-interacting particles hopping on disordered one-dimensional chains. In particular, we discuss symmetries of bulk-driven barrier and trap models, and relations between boundary-driven and…

We investigate a driven two-channel system where particles on different lanes mutually obstruct each others motion extending an earlier model by Popkov and Peschel [1]. This obstruction may occur in biological contexts due to steric…

We study the stirring process with $N-1$ species on a generic graph $G=(V,\mathcal{E})$ with reservoirs. The multispecies stirring process generalizes the symmetric exclusion process, which is recovered in the case $N=2$. We prove the…

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

We introduce a solvable stochastic model inspired by granular gases for driven dissipative systems. We characterize far from equilibrium steady states of such systems through the non-Boltzmann energy distribution and compare different…

Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…

Transport equations for autonomous driven Fermionic quantum systems are derived with the help of statistical assumptions and of the Markov approximation. The statistical assumptions hold if the system consists of subsystems within which…

We introduce a class of stochastic advection problems amenable to analysis of turbulent transport. The statistics of the flow field are represented as a continuous time Markov process, a choice that captures the intuitive notion of…

We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…

Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…

We exactly calculate two-point spatial correlation functions in steady state in a broad class of conserved-mass transport processes, which are governed by chipping, diffusion and coalescence of masses. We find that the spatial correlations…