相关论文: Exponential ergodicity of L\'{e}vy driven Langevin…
Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…
Some subjects related to the geometric theory of singular dynamical systems are reviewed in this paper. In particular, the following two matters are considered: the theory of canonical transformations for presymplectic Hamiltonian systems,…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…
Recently, extracting data-driven governing laws of dynamical systems through deep learning frameworks has gained a lot of attention in various fields. Moreover, a growing amount of research work tends to transfer deterministic dynamical…
Lyapunov exponents are indicators for the chaotic properties of a classical dynamical system. They are most naturally defined in terms of the time evolution of a set of so-called covariant vectors, co-moving with the linearized flow in…
Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…
We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…
We present a simple and microscopic physical model that breaks the ergodicity. Our model consists of coupled classical harmonic oscillators, and the motion of the tagged particle obeys the generalized Langevin equation satisfying the second…
This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…
We consider discrete one-dimensional Schr\"odinger operators whose potentials are generated by sampling along the orbits of a general hyperbolic transformation. Specifically, we show that if the sampling function is a non-constant H\"older…
Extended Lagrangian molecular dynamics (XLMD) is a general method for performing molecular dynamics simulations using quantum and classical many-body potentials. Recently several new XLMD schemes have been proposed and tested on several…
Despite its long history, a canonical formulation of quantum ergodicity that applies to general classes of quantum dynamics, including driven systems, has not been fully established. Here we introduce and study a notion of quantum…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
In car-following models, the driver reacts according to his physical and psychological abilities which may change over time. However, most car-following models are deterministic and do not capture the stochastic nature of human perception.…
According to a previous conjecture, spatial and temporal Lyapunov exponents of chaotic extended systems can be obtained from derivatives of a suitable function: the entropy potential. The validity and the consequences of this hypothesis are…
We study the thermodynamics of a Brownian particle under the influence of a time multiplexed harmonic potential of finite width. The memory storage mechanism and the erasure protocol realized by time multiplexed potentials are utilized to…
In this paper, we study a subclass of piecewise-deterministic Markov processes with a Polish state space, involving deterministic motion punctuated by random jumps that occur at exponentially distributed time intervals. Over each of these…
The largest Lyapunov exponent of an ergodic Hamiltonian system is the rate of exponential growth of the norm of a typical vector in the tangent space. For an N-particle Hamiltonian system, with a smooth Hamiltonian of the type p^2 + v(q),…
The generalized Langevin equation is used as a model for various coarse-grained physical processes, e.g., the time evolution of the velocity of a given larger particle in an implicitly represented solvent, when the relevant time scales of…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…