Related papers: On the Shuffling Algorithm for Domino Tilings
We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…
While the dynamics of polymer chains in equilibrium media is well understood by now, the polymer dynamics in active non-equilibrium environments can be very different. Here we study the dynamics of polymers in a viscous medium containing…
We elaborate and validate a generalization of the renowned transition-path-sampling algorithm for a paradigmatic model of active particles, namely the Run-and-Tumble particles. Notwithstanding the non-equilibrium character of these…
We study the dynamics of the entanglement spectrum, that is the time evolution of the eigenvalues of the reduced density matrices after a bipartition of a one-dimensional spin chain. Starting from the ground state of an initial Hamiltonian,…
The purpose of this work is to explore the role that random arbitrage opportunities play in pricing financial derivatives. We use a non-equilibrium model to set up a stochastic portfolio, and for the random arbitrage return, we choose a…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
Biological machines harness targeted deformations that can be actuated by Brownian fluctuations. However, while synthetic micromachines can similarly leverage targeted deformations they are too stiff to be driven by thermal fluctuations and…
We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…
Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…
We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the prices are driven by a Geometric…
Using the determinantal formula of Biane, Bougerol, and O'Connell, we give multitime joint probability densities to the noncolliding Brownian motion with drift, where the number of particles is finite. We study a special case such that the…
In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…
Scattering of electrons from chiral spin textures such as the skyrmions is an emerging research area due to its richness in topological quantum transport, which is significant for spintronic devices. We study the dynamical process of…
We investigate discrete spin transformations, a geometric framework to manipulate surface meshes by controlling mean curvature. Applications include surface fairing -- flowing a mesh onto say, a reference sphere -- and mesh extrusion --…
A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
Introducing a reduced particle stiffness in discrete element method (DEM) allows for bigger time steps and therefore fewer total iterations in a simulation. Although this approach works well for dry non-adhesive particles, it has been shown…
We develop theory and applications of forward characteristic processes in discrete time following a seminal paper of Jan Kallsen and Paul Kr\"uhner. Particular emphasis is placed on the dynamics of volatility surfaces which can be easily…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
We study how the thermodynamic properties of the Triangular Plaquette Model (TPM) are influenced by the addition of extra interactions. The thermodynamics of the original TPM is trivial, while its dynamics is glassy, as usual in Kinetically…