相关论文: Capacity and Exit Time for Non-reversible Diffusio…
A nonnegative coarse Ricci curvature for a Markov chain and the existence of an attractive point implies the concentration of the invariant probability measure around this point. The mass outside balls centered at the attractive point, as a…
Irreversibility is a fundamental concept with important implications at many levels. It pinpoints the fundamental difference between the intrinsically reversible microscopic equations of motion and the unidirectional arrow of time that…
A fluctuation law of the energy in freely-decaying, homogeneous and isotropic turbulence is derived within standard closure hypotheses for 3D incompressible flow. In particular, a fluctuation-dissipation relation is derived which relates…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…
In nonequilibrium systems with uncoupled currents, the thermodynamic affinity determines the direction of currents, quantifies dissipation, and constrains current fluctuations. However, these properties of the thermodynamic affinity do not…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
In this paper we discuss the notion of the diffusive capacity for the generalized Forchheimer flow of fluid through porous media. The diffusive capacity is an integral characteristic of the flow motivated by the engineering notion of the…
The effective potential formalism is applied to glass forming liquids, choosing a coupling potential such that the "order parameter", conjugated to the coupling strength, is the mean square displacement of the particles from their position…
The notion of a nonequilibrium heat capacity is important for bio-energetics and for calorimetry of active materials more generally. It centers around the notion of excess heat or excess work dissipated during a quasistatic relaxation…
Time-dependent quantum mechanics provides an intuitive picture of particle propagation in external fields. Semiclassical methods link the classical trajectories of particles with their quantum mechanical propagation. Many analytical results…
This paper investigates the entropy production rate and time-reversibility for general jump diffusions (L\'{e}vy processes) on $\mathbb{R}^n$. We first formulate the entropy production rate and explore its associated thermodynamic relations…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…
Green's functions in Physics have proven to be a valuable tool for understanding fundamental concepts in different branches, such as electrodynamics, solid-state and many -body problems. In quantum mechanics advanced courses, Green's…
The paper reviews some parts of classical potential theory with applications to two dimensional fluid dynamics, in particular vortex motion. Energy and forces within a system of point vortices are similar to those for point charges when the…
This paper is a natural continuation of \cite{Kr_20_2} and \cite{Kr_21_1} where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
Time-reversibility measured by the deviation of the perturbed time-reversed motion from the unperturbed one is examined for normal quantum diffusion exhibited by four classes of quantum maps with contrastive physical nature. Irrespective of…
A classical system, which is analogous to the quantum one with a backflow of probability, is proposed. The system consists of a chain of masses interconnected by springs, as well attached by other springs to fixed supports. Thanks to the…