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Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…

Statistical Mechanics · Physics 2015-05-13 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…

Methodology · Statistics 2023-12-27 Weichi Wu , Zhou Zhou

Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for…

Statistical Mechanics · Physics 2010-02-15 Vladimir V. Uchaikin , Dexter O. Cahoy , Renat T. Sibatov

We study deterministic discrete time exclusion type spatially heterogeneous particle processes in continuum. A typical example of this sort is a traffic flow model with obstacles: traffic lights, speed bumps, spatially varying local…

Dynamical Systems · Mathematics 2015-05-28 Michael Blank

A non-equilibrium particle transport model, the totally asymmetric exclusion process, is studied on a one-dimensional lattice with a hierarchy of fixed long-range connections. This model breaks the particle-hole symmetry observed on an…

Statistical Mechanics · Physics 2009-07-10 Jakub Otwinowski , Stefan Boettcher

Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…

Statistical Mechanics · Physics 2021-11-17 Akriti Jindal , Anatoly B. Kolomeisky , Arvind Kumar Gupta

We study a coarsening process of one-dimensional cell complexes. We show that if cell boundaries move with velocities proportional to the difference in size of neighboring cells, then the average cell size grows at a prescribed exponential…

Probability · Mathematics 2015-12-03 Emanuel Lazar , Robin Pemantle

This paper presents a novel event camera simulation system fully based on physically based Monte Carlo path tracing with adaptive path sampling. The adaptive sampling performed in the proposed method is based on a statistical technique,…

Computer Vision and Pattern Recognition · Computer Science 2024-08-16 Yuichiro Manabe , Tatsuya Yatagawa , Shigeo Morishima , Hiroyuki Kubo

The slow-to-start mechanism is known to play an important role in the particular shape of the Fundamental diagram of traffic and to be associated to hysteresis effects of traffic flow.We study this question in the context of exclusion and…

Statistical Mechanics · Physics 2015-05-30 Cyril Furtlehner , Jean-Marc Lasgouttes , Maxim Samsonov

We present a study of exclusion process on a peculiar topology of network with two intersected lanes, competing for the particles in a reservoir with finite capacity. To provide a theoretical ground for our findings, we exploit mean-field…

Statistical Mechanics · Physics 2021-08-04 Akriti Jindal , Arvind Kumar Gupta

Recently, neuronal avalanches have been observed to display oscillations, a phenomenon regarded as the co-existence of a scale-free behaviour (the avalanches close to criticality) and scale-dependent dynamics (the oscillations). Ordinary…

Disordered Systems and Neural Networks · Physics 2020-03-09 Johannes Pausch , Rosalba Garcia-Millan , Gunnar Pruessner

The fluctuations of the current for the one-dimensional totally asymmetric exclusion process with $L$ sites are studied in the relaxation regime of times $T\sim L^{3/2}$. Using Bethe ansatz for the periodic system with an evolution…

Statistical Mechanics · Physics 2015-01-22 Sylvain Prolhac

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

This study reports a general scenario for the out-of-equilibrium features of collapsing polymeric architectures. We use molecular dynamics simulations to characterize the coarsening kinetics, in bad solvent, for several macromolecular…

Soft Condensed Matter · Physics 2019-12-10 Mariarita Paciolla , Daniel J. Arismendi-Arrieta , Angel J. Moreno

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

Numerical Analysis · Mathematics 2016-11-30 Petr Plecháč , Erik von Schwerin

Diffusion processes with small noise conditioned to reach a target set are considered. The AMS algorithm is a Monte Carlo method that is used to sample such rare events by iteratively simulating clones of the process and selecting…

Numerical Analysis · Mathematics 2022-12-12 Frédéric Cérou , Sofiane Martel , Mathias Rousset

We study a one-dimensional anisotropic exclusion process describing particles injected at the origin, moving to the right on a chain of $L$ sites and being removed at the (right) boundary. We construct the steady state and compute the…

High Energy Physics - Lattice · Physics 2009-10-22 Gunter Schuetz

Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…

Methodology · Statistics 2015-02-27 Shirin Golchi , David A. Campbell

We propose a Monte Carlo method to efficiently find, count, and sample abstract triangulations of a given manifold M. The method is based on a biased random walk through all possible triangulations of M (in the Pachner graph), constructed…

Combinatorics · Mathematics 2023-10-17 Eduardo G. Altmann , Jonathan Spreer

The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $\alpha $-stable process. It is proved that extremal solutions are selected and the respective…

Probability · Mathematics 2014-09-16 Franco Flandoli , Michael Högele
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