相关论文: Sum of exit times in a series of two metastable st…

We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…

We present a detailed non-perturbative analysis of the time-evolution of a well-known quantum-mechanical system - a particle between potential walls - describing the decay of unstable states. For sufficiently high barriers, corresponding to…

In molecular dynamics, several algorithms have been designed over the past few years to accelerate the exit event from a metastable region of the configuration space. Some of them are based on the fact that the exit event from a metastable…

Capacity is an important quantity in potential theory and in the study of Markov processes. We give equivalent conditions between the capacity, the mean exit time, and the Green function for non-reversible diffusions.

We study the metastability and nucleation of the Blume-Capel model on complex networks, in which each node can take one of three possible spin variables $\left\{ {-1, 0, 1} \right\}$. We consider the external magnetic field $h$ to be…

We study metastability and nucleation for the Blume-Capel model: a ferromagnetic nearest neighbour two-dimensional lattice system with spin variables taking values in -1,0,+1. We consider large but finite volume, small fixed magnetic field…

We consider an additive functional driven by a time-inhomogeneous Markov chain with a finite state space. Our study focuses on the joint distribution of the two-sided exit time and the state of the driving Markov chain at the time of exit,…

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

We presented in \cite{bl2,bl7} an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets.…

We consider the two-dimensional Blume-Capel model with zero chemical potential and small magnetic field evolving on a large but finite torus. We obtain sharp estimates for the transition time, we characterize the set of critical…

We define the spectral gap of a Markov chain on a finite state space as the second-smallest singular value of the generator of the chain, generalizing the usual definition of spectral gap for reversible chains. We then define the relaxation…

We consider a random walk with catastrophes which was introduced to model population biology. It is known that this Markov chain gets eventually absorbed at $0$ for all parameter values. Recently, it has been shown that this chain exhibits…

In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we…

We consider a Markov additive process with a finite phase space and study its path decompositions at the times of extrema, first passage and last exit. For these three families of times we establish splitting conditional on the phase, and…

Consider a sequence of continuous-time Markov chains $(X^{(n)}_t:t\ge 0)$ evolving on a fixed finite state space $V$. Let $I_n$ be the level two large deviations rate functional for $X^{(n)}_t$, as $t\to\infty$. Under a hypothesis on the…

We consider the Blume-Capel model with zero chemical potential and small magnetic field in a two-dimensional torus whose length increaseswith the inverse of the temeprature. We prove the mestastable behavior and that starting from a…

Based on a system-reservoir model, where the reservoir is driven by an external stationary, Gaussian noise with arbitrary decaying correlation function, we study the escape rate from a metastable state in the energy diffusion regime. For…

In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use…

We investigate a suspension bridge model described by a nonlinear plate equation incorporating internal fractional damping and infinite memory effects. The system also includes a nonlinear source term that may induce instability. Using…

We present and discuss a general density-matrix description of energy-dissipation and decoherence phenomena in open quantum systems, able to overcome the intrinsic limitations of the conventional Markov approximation. In particular, the…