Related papers: Path Integral Approach to non-Markovian First-Pass…
In non-relativistic quantum mechanics, path integrals are normally derived from the Schroedinger equation. This assumes the two formalisms are equivalent. Since time plays a very different role in the Schroedinger equation and in path…
Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…
This paper studies a class of non$-$Markovian singular stochastic control problems, for which we provide a novel probabilistic representation. The solution of such control problem is proved to identify with the solution of a $Z-$constrained…
The trajectories of diffusion processes are continuous but non-differentiable, and each occurs with vanishing probability. This introduces a gap between theory, where path probabilities are used in many contexts, and experiment, where only…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…
We study the non-Markovian random continuous processes described by the Mori-Zwanzig equation. As a starting point, we use the Markovian Gaussian Ornstein-Uhlenbeck process and introduce an integral memory term depending on the past of the…
Probability is an important question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the…
The first arrivals among $N$ Brownian particles is ubiquitous in the life sciences, as it often trigger cellular processes from the molecular level. We study here the case where stochastic particles, which represent molecules, proteins or…
We calculate the mean shape of transition paths and first-passage paths based on the one-dimensional Fokker-Planck equation in an arbitrary free energy landscape including a general inhomogeneous diffusivity profile. The transition path…
We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…
In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…
First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…
We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum…
We study the stochastic quantization of the system with first class constraints in phase space. Though the Langevin equations of the canonical variables are defined without ordinary gauge fixing procedure, gauge fixing conditions are…
In many systems, the time scales of the microscopic dynamics and macroscopic dynamics of interest are separated by many orders of magnitude. Examples abound, for instance nucleation, protein folding, and chemical reactions. For these…