相关论文: Capacity and Exit Time for Non-reversible Diffusio…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
For Markov jump processes on irreducible networks with finite number of sites, we derive a general and explicit expression of the squared coefficient of variation for the net number of transitions from one site to a connected site in a…
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…
Spiking activity from populations of neurons display causal interactions and memory effects. Therefore, they are expected to show some degree of irreversibility in time. Motivated by the spike train statistics, in this paper we build a…
Given a quantum Markovian noise model, we study the maximum dimension of a classical or quantum system that can be stored for arbitrarily large time. We show that, unlike the fixed time setting, in the limit of infinite time, the classical…
We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…
Within non-equilibrium Green's function technique on the real-time contour and the two-particle-irreducable (2PI) $\Phi$-functional method, a non-equilibrium potential is introduced. It naturally generalizes the conventional thermodynamic…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
Markovian models of turbulence can be derived from the renormalized statistical closure equations of the direct-interaction approximation (DIA). Various simplifications are often introduced, including an assumption that the two-time…
In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…
We propose a new concept of lifts of reversible diffusion processes and show that various well-known non-reversible Markov processes arising in applications are lifts in this sense of simple reversible diffusions. Furthermore, we introduce…
Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this…
With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such…
Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get quantitative estimates for the long time behavior…
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…
In neuroscience, the time elapsed since the last discharge has been used to predict the probability of the next discharge. Such predictions can be improved taking into account the last two discharge times, and possibly more. Such multi-time…
Green-Kubo and Einstein expressions for the transport coefficients of a fluid in a nonequilibrium steady state can be derived using the Fluctuation Theorem and by assuming the probability distribution of the time-averaged dissipative flux…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
The pair distribution function (PDF) is a key quantity for the analysis of correlation effects of a quantum system both in equilibrium and far from equilibrium. We derive an expression for the PDF in terms of the single-particle Green's…
Most of the previous studies on the well-known Gray-Scott model view it as an irreversible chemical reaction system. In this paper, we derive a four-species reaction-diffusion system using the energetic variational approach based on the law…