Related papers: Causal diffusions, causal Zeno effect and collisio…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
Consequences of the deviation from the linear on time quantum transition probabilities leading to the nonexponential decay law and to the so-called Zeno effect are analysed. Main features of the quantum Zeno and quantum anti-Zeno effects…
Nonequilibrium behaviors of positional order are discussed based on diffusion processes in particle systems. With the cumulant expansion method up to the second order, we obtain a relation between the positional order parameter $\Psi$ and…
The Quantum Zeno Effect (QZE) implies that a too frequent ($\omega_\phi \to \infty)$ observation of a quantum system would trap it in its initial state, even though it would be able to evolve to some other state if not observed. In our…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
The randomization effect of the two-way (particle-flow) interaction has been studied and quantified using the notion of distributed chaos and the results of numerical simulations and laboratory measurements. It is shown, in particular, that…
In modeling multivariate time series for either forecast or policy analysis, it would be beneficial to have figured out the cause-effect relations within the data. Regression analysis, however, is generally for correlation relation, and…
In order to describe large transverse momentum ($p_T$) distributions observed in high energy nucleus-nucleus collisions, a stochastic model in the three dimensional rapidity space is introduced. The fundamental solution of the radial…
The contact process is a non-equilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the…
The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…
The relation between the expectation values computed in the random walk theory, and the heat kernel method for the diffusion equation is explained concretely. The random walk is also realized by simulations and their statistical…
In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…
In this paper, we study a distribution of labeled particles on a continuous ring. It arises in three different ways, all related to the multi-type TASEP on a ring. We prove formulas for the probability density function for some permutations…
We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
This chapter focuses on the mathematical modelling of active particles (or agents) in crowded environments. We discuss several microscopic models found in literature and the derivation of the respective macroscopic partial differential…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.