Markovian perturbation, response and fluctuation dissipation theorem
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of “linear response function” in the general framework of Markov processes. We show that for processes out of equilibrium it depends not only on the given Markov process X(s) but also on the chosen perturbation of it. We characterize the set of all possible response functions for a given Markov process and show that at equilibrium they all satisfy the FDT. That is,...
Molecular motors and stochastic networks
Molecular motors are nano- or colloidal machines that keep the living cell in a highly ordered, stationary state far from equilibrium. This self-organized order is sustained by the energy transduction of the motors, which couple exergonic or 'downhill' processes to endergonic or 'uphill' processes. A particularly interesting case is provided by the chemomechanical coupling of cytoskeletal motors which use the chemical energy released during ATP hydrolysis in order to generate mechanical forces and...
On bilinear kinetic equations. Between micro and macro descriptions of biological populations
In this paper a general class of Boltzmann-like bilinear integro-differential systems of equations (GKM, Generalized Kinetic Models) is considered. It is shown that their solutions can be approximated by the solutions of appropriate systems describing the dynamics of individuals undergoing stochastic interactions (at the "microscopic level"). The rate of approximation can be controlled. On the other hand the GKM result in various models known in biomathematics (at the "macroscopic level") including...
On the distributional solution of the inverse problem induced by the heat kernel method.
On the exact solution of a generalized Pólya process.
Probability and quanta: why back to Nelson?
We establish circumstances under which the dispersion of passive contaminants in a forced flow can be consistently interpreted as a Markovian diffusion process.
Quantitative analysis of metastability in reversible diffusion processes via a Witten complex approach.
We present here a simplified version of recent results obtained with B. Helffer and M. Klein. They are concerned with the exponentally small eigenvalues of the Witten Laplacian on -forms. We show how the Witten complex structure is better taken into account by working with singular values. This provides a convenient framework to derive accurate approximations of the first eigenvalues of and solves efficiently the question of weakly resonant wells.
Random hysteresis loops
Dynamical hysteresis is a phenomenon which arises in ferromagnetic systems below the critical temperature as a response to adiabatic variations of the external magnetic field. We study the problem in the context of the mean-field Ising model with Glauber dynamics, proving that for frequencies of the magnetic field oscillations of order , the size of the system, the “critical” hysteresis loop becomes random.
Reduced and extended weak coupling limit
The main aim of our lectures is to give a pedagogical introduction to various mathematical formalisms used to describe open quantum systems: completely positive semigroups, dilations of semigroups, quantum Langevin dynamics and the so-called Pauli-Fierz Hamiltonians. We explain two kinds of the weak coupling limit. Both of them show that Hamiltonian dynamics of a small quantum system interacting with a large resevoir can be approximated by simpler dynamics. The better known reduced weak coupling...
Scaling of Stochasticity in Dengue Hemorrhagic Fever Epidemics
In this paper we analyze the stochastic version of a minimalistic multi-strain model, which captures essential differences between primary and secondary infections in dengue fever epidemiology, and investigate the interplay between stochasticity, seasonality and import. The introduction of stochasticity is needed to explain the fluctuations observed in some of the available data sets, revealing a scenario where noise and complex deterministic skeleton...
SLE and triangles.
Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift
This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential that is equal to along the boundary of the computational domain . Using a symmetrization...
Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift
This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to +∞ along the boundary ∂D of the computational domain D. Using a symmetrization...
Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term.
Stochastic differential inclusions of Langevin type on Riemannian manifolds
We introduce and investigate a set-valued analogue of classical Langevin equation on a Riemannian manifold that may arise as a description of some physical processes (e.g., the motion of the physical Brownian particle) on non-linear configuration space under discontinuous forces or forces with control. Several existence theorems are proved.
Stochastic foundations of the universal dielectric response
We present a probabilistic model of the microscopic scenario of dielectric relaxation. We prove a limit theorem for random sums of a special type that appear in the model. By means of the theorem, we show that the presented approach to relaxation phenomena leads to the well known Havriliak-Negami empirical dielectric response provided the physical quantities in the relaxation scheme have heavy-tailed distributions. The mathematical model, presented here in the context of dielectric relaxation, can...
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation inequality...
Tunnel effect and symmetries for non-selfadjoint operators
We study low lying eigenvalues for non-selfadjoint semiclassical differential operators, where symmetries play an important role. In the case of the Kramers-Fokker-Planck operator, we show how the presence of certain supersymmetric and -symmetric structures leads to precise results concerning the reality and the size of the exponentially small eigenvalues in the semiclassical (here the low temperature) limit. This analysis also applies sometimes to chains of oscillators coupled to two heat baths,...
Ultrafast Subordinators and Their Hitting Times