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相关论文: Exponential ergodicity of L\'{e}vy driven Langevin…

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This work develops a rigorous framework for analysing ergodicity and mixing in time-inhomogeneous quantum dynamics. It considers quantum evolutions generated by sequences of quantum channels and examines in detail the relationship between…

数学物理 · 物理学 2026-03-25 Abdessatar Souissi

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

概率论 · 数学 2014-02-26 Pierre Patie , Juan Carlos Pardo Milan , Mladen Savov

L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…

统计力学 · 物理学 2020-07-01 Pengbo Xu , Tian Zhou , Ralf Metzler , Weihua Deng

Motivated by a model presented by S. Gudder, we study a quantum generalization of Markov chains and discuss the relation between these maps and open quantum random walks, a class of quantum channels described by S. Attal et al. We consider…

量子物理 · 物理学 2016-08-10 Carlos F. Lardizabal , Rafael R. Souza

We develop and implement new probabilistic strategy for proving exponential ergodicity for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process in infinite…

概率论 · 数学 2015-02-04 Frantisek Zak

We introduce the concept of a "transitory" dynamical system---one whose time-dependence is confined to a compact interval---and show how to quantify transport between two-dimensional Lagrangian coherent structures for the Hamiltonian case.…

混沌动力学 · 物理学 2015-03-17 B. A. Mosovsky , J. D. Meiss

We investigate the motion of a colloidal particle driven out of equilibrium by an external torque. We use the molecular dynamics simulation that is alternative to the numerical integration approach based on the Langevin equation and is…

统计力学 · 物理学 2017-03-08 Donghwan Yoo , Youngkyun Jung , Chulan Kwon

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

数值分析 · 数学 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

We consider a system of interacting particles subjected to Langevin inertial dynamics and derive the governing time-dependent equation for the one-body density. We show that, after suitable truncations of the…

统计力学 · 物理学 2007-12-17 Umberto Marini Bettolo Marconi , Simone Melchionna

The Schr\"odinger equation in high dimensions describes the evolution of a quantum system. Assume that we are given the evolution map sending each initial state $f\in L^2(\mathbb{R}^n)$ of the system to the corresponding final state at a…

偏微分方程分析 · 数学 2026-02-13 Manuel Cañizares , Pedro Caro , Ioannis Parissis , Thanasis Zacharopoulos

We give a sufficient condition for existence of an exponential dichotomy for a general linear dynamical system (not necessarily invertible) in a Banach space, in discrete or continuous time. We provide applications to the backward heat…

偏微分方程分析 · 数学 2019-01-01 Gong Chen , Jacek Jendrej

In this paper, we propose a new class of splitting methods to solve the stochastic Langevin equation, which can simultaneously preserve the ergodicity and exponential integrability of the original equation. The central idea is to extract a…

数值分析 · 数学 2024-10-29 Chuchu Chen , Tonghe Dang , Jialin Hong , Fengshan Zhang

In this paper, we introduce a new class of processes which are diffusions with jumps driven by a multivariate nonlinear Hawkes process. Our goal is to study their long-time behavior. In the case of exponential memory kernels for the…

概率论 · 数学 2020-01-09 Charlotte Dion , Sarah Lemler , Eva Löcherbach

Here we consider the nonlocal Cahn-Hilliard equation with constant mobility in a bounded domain. We prove that the associated dynamical system has an exponential attractor, provided that the potential is regular. In order to do that a…

偏微分方程分析 · 数学 2013-05-07 Ciprian G. Gal , Maurizio Grasselli

Recent molecular dynamics simulations show that a dilute relativistic gas equilibrates to a Juettner velocity distribution if ensemble velocities are measured simultaneously in the observer frame. The analysis of relativistic Brownian…

统计力学 · 物理学 2013-02-04 David Cubero , Joern Dunkel

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

机器学习 · 统计学 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…

概率论 · 数学 2018-01-09 Huijie Qiao , Jinqiao Duan

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

概率论 · 数学 2012-11-30 Xicheng Zhang

Description of time evolution of the relativistic unstable electromagnetic system consisting of Fermi-Dirac particle interacting with electromagnetic field, in the framework of the Liouville space extension of quantum mechanics is done. The…

量子物理 · 物理学 2007-05-23 S. Eh. Shirmovsky

Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…

统计力学 · 物理学 2026-02-24 Benjamin Sorkin , Gil Ariel , Tomer Markovich