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An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing , Rolf Molini

Recent progress in the study of dynamical phase transitions has been made with a large-deviation approach to study trajectories of stochastic jumps using a thermodynamic formalism. We study this method applied to an open quantum system…

Quantum Physics · Physics 2012-05-31 Sam Genway , Juan P. Garrahan , Igor Lesanovsky , Andrew D. Armour

The modern theory of rare events is grounded in near equilibrium ideas, however many systems of modern interest are sufficiently far from equilibrium that traditional approaches do not apply. Using the recently developed variational path…

Chemical Physics · Physics 2025-02-14 Aditya N. Singh , David T. Limmer

To explain day-to-day (DTD) route-choice behaviors and traffic dynamics observed in a series of lab experiments, Part I of this research proposed a discrete choice-based analytical dynamic model (Qi et al., 2023). Although the deterministic…

Physics and Society · Physics 2023-03-08 Hang Qi , Ning Jia , Xiaobo Qu , Zhengbing He

Given two metastable states A and B of a biomolecular system, the problem is to calculate the likely paths of the transition from A to B. Such a calculation is more informative and more manageable if done for a reduced set of collective…

Computational Physics · Physics 2010-11-13 Ruijun Zhao , Juanfang Shen , Robert D. Skeel

The behavior of solution trajectories usually changes if we replace the classical derivative in a system by a fractional one. In this article, we throw a light on the relation between two trajectories $X(t)$ and $Y(t)$ of such a system,…

Dynamical Systems · Mathematics 2022-08-29 Madhuri Patil , Sachin Bhalekar

Transition pathways of stochastic dynamical systems are typically approximated by instantons. Here we show, using a dynamical system containing two competing pathways, that at low-to-intermediate temperatures, instantons can fail to capture…

Statistical Mechanics · Physics 2022-08-05 Lukas Kikuchi , Ronojoy Adhikari , Julian Kappler

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

Probability · Mathematics 2016-09-27 Youri Davydov , Valentin Konakov

The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study…

Probability · Mathematics 2018-03-28 Max von Kleist , Christof Schütte , Wei Zhang

Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…

Statistical Mechanics · Physics 2020-09-16 E. Abad , C. N. Angstmann , B. I. Henry , A. V. McGann , F. Le Vot , S. B. Yuste

We consider a simple linear reversible isomerization reaction A <--> B under subdiffusion described by continuous time random walks (CTRW). The reactants' transformations take place independently on the motion and are described by constant…

Statistical Mechanics · Physics 2009-11-13 F. Sagues , V. P. Shkilev , I. M. Sokolov

Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…

General Physics · Physics 2022-04-14 Jiri Prochazka

We study a non-conserved one-dimensional stochastic process which involves two species of particles $A$ and $B$. The particles diffuse asymmetrically and react in pairs as $A\emptyset\leftrightarrow AA\leftrightarrow BA \leftrightarrow…

Statistical Mechanics · Physics 2013-10-03 Somayeh Zeraati , Farhad H. Jafarpour , Haye Hinrichsen

We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…

Statistical Mechanics · Physics 2015-05-27 Henri Orland

A variety of natural phenomena comprises a huge number of competing reactions and short-lived intermediates. Any study of such processes requires the discovery and accurate modeling of their underlying reaction network. However, this task…

Chemical Physics · Physics 2014-05-27 Paolo Elvati , Angela Violi

The abrupt changes that are ubiquitous in physical and natural systems are often well characterized by shot noise with a state dependent recurrence frequency and jump amplitude. For such state dependent behavior, we derive the transition…

Statistical Mechanics · Physics 2018-12-05 Mark S. Bartlett , Amilcare Porporato

Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse,…

Probability · Mathematics 2015-07-28 Moritz Deger , Moritz Helias , Stefano Cardanobile , Fatihcan M. Atay , Stefan Rotter

Traditional stochastic modeling of reactive systems limits the domain of applicability of the associated path thermodynamics to systems involving a single elementary reaction at the origin of each observed change in composition. An…

Statistical Mechanics · Physics 2023-01-18 F. Baras , A. L. Garcia , M. Malek Mansour

Mapping reaction pathways and transition states (TS) is fundamental to chemistry but computationally expensive at scale. The minimum energy pathway (MEP) dictates reaction rates and mechanisms, yet recovering it via electronic-structure…

Chemical Physics · Physics 2026-05-25 Rémi Schlama , Philippe Schwaller

In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)\, dY_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and H\"older continuous random processes $X$ and $Y$. We discuss a…

Probability · Mathematics 2018-08-16 Zhe Chen , Lasse Leskelä , Lauri Viitasaari