Related papers: Derivation and quantitative analysis of the differ…
We analyze the relaxation dynamics of Feynman-Kac path integral kernel functions in terms of branching diffusion processes with killing. This sheds new light on the admissible path-wise description of the relaxation to equilibrium for…
Instanton theory is an established method to calculate rate constants of chemical reactions including atom tunneling. Technical and methodological improvements increased its applicability. Still, a large number of energy and gradient…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale…
Biochemical reaction networks are subjected to large fluctuations attributable to small molecule numbers, yet underlie reliable biological functions. Most theoretical approaches describe them as purely deterministic or stochastic dynamical…
We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…
Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…
Inspired by extremely simplified view of the earthquakes we propose the stochastic domino cellular automaton model exhibiting avalanches. From elementary combinatorial arguments we derive a set of nonlinear equations describing the…
Activation analysis is used in this work to measure the flux of a fast neutron beamline at a spallation source over a wide energy spectrum, extending from thermal to hundreds of MeV. The experimental method is based on the irradiation of…
The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…
An exact and efficient new method to simulate dynamics in dissipative quantum systems is presented. A stochastic Liouville equation, deduced from Feynman and Vernon's path-integral expression of the reduced density matrix, is used to…
We propose a stochastic branching particle-based method for solving nonlinear non-conservative advection-diffusion-reaction equations. The method splits the evolution into an advection-diffusion step, based on a linearized Kolmogorov…
An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
A novel refinement of the conventional treatment of Kadanoff--Baym equations is suggested. Besides the Boltzmann equation another differential equation is used for calculating the evolution of the non-equilibrium two-point function.…
This paper investigates the stochastic fluctuations of the number of copies of a given protein in a cell. This problem has already been addressed in the past and closed-form expressions of the mean and variance have been obtained for a…
We show how to extract from a sufficiently long time series of stationary fluctuations of chemical reactions an estimate of the entropy production. This method, which is based on recent work on fluctuation theorems, is direct, non-invasive,…
We adapt the Quantum Monte Carlo method to the cascaded formalism of quantum optics, allowing us to simulate the emission of photons of known energy. Statistical processing of the photon clicks thus collected agrees with the theory of…
The density functional approach is used to study the gas-to-liquid and liquid-to-gas nucleation phenomena in a fluid of two-level atoms in an external electrical field. The influence of the field on the surface tension and nucleation and…
Dissipation and fluctuations of one-body observables in heavy-ion reactions around the Coulomb barrier are investigated with a microscopic stochastic mean-field approach. By projecting the stochastic mean-field dynamics on a suitable…