Related papers: Numerical study of path probability for stochastic…
Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
This paper focuses on the outline of some computational methods for the approximate solution of the integral equations for the neuronal firing probability density and an algorithm for the generation of sample-paths in order to construct…
A nonequilibrium statistical operator method is developed for ensembles of particles obeying non-Hamiltonian equations of motion in classical phase space. The main consequences of non-zero compressibility of phase space are examined in…
The quantum dynamics of open many-body systems poses a challenge for computational approaches. Here we develop a stochastic scheme based on the positive P phase-space representation to study the nonequilibrium dynamics of coupled spin-boson…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
We present certain mathematical aspects of an information method which was formulated in an attempt to investigate diffusion phenomena. We imagine a regular dynamical hamiltonian systems under the random perturbation of thermal (molecular)…
The run-and-tumble particle (RTP) is one of the simplest examples of an active particle in which the direction of constant motion randomly switches. In the one-dimensional (1D) case this means switching between rightward and leftward…
A path integral formalism has been proposed recently for non-equilibrium statistical physics applications by the author. In this contribution we outline an efficient method for its numerical evaluation. The method used is based on the…
We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…
We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…
We apply the Gaussian trajectories approach to the study of the critical behavior of two-dimensional dissipative arrays of nonlinear photonic cavities, in presence of two-photon driving and in regimes of sizable loss rates. In spite of the…
This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…
A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…
In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…
We compare experiments and direct numerical simulations to evaluate the accuracy of the Stokes-drag model, which is used widely in studies of inertial particles in turbulence. We focus on statistics at the dissipation scale and on extreme…
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
This paper extends the application of the stochastic variational method to noncentral interactions. Several examples are presented for three- and four-nucleon systems with realistic nuclear forces. The correlated Gaussians easily cope with…
Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…