Related papers: Reactive trajectories and the transition path proc…
Quantum transitions are described semiclassically as motions of systems along (complex) trajectories. We consider the cases when the semiclassical trajectories are unstable and find that durations of the corresponding transitions are large.…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
Transition Path Theory (TPT) provides a rigorous statistical characterization of the ensemble of trajectories connecting directly, i.e., without detours, two disconnected (sets of) states in a Markov chain, a stochastic process that…
Classical transition state theory (TST) is the cornerstone of reaction rate theory. It postulates a partition of phase space into reactant and product regions, which are separated by a dividing surface that reactive trajectories must cross.…
This paper studies long range random walks on ${\mathbb{Z}_q}^d$. $X_{t+1} = X_t + Z_t \mod q$, with $(Z_t)$ independent and identically distributed. Multiple entries of $Z_t$ can be non-zero in a transition. An emphasis is on finding the…
In this paper we study the kinetics of diffusion-limited, pseudo-first-order A + B -> B reactions in situations in which the particles' intrinsic reactivities vary randomly in time. That is, we suppose that the particles are bearing "gates"…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…
When a chemical reaction is driven by an external field, the transition state that the system must pass through as it changes from reactant to product -for example, an energy barrier- becomes time-dependent. We show that for periodic…
Consider a multidimensional diffusion process $X=\{X\left(t\right) :t\in\lbrack0,1]\}$. Let $\varepsilon>0$ be a \textit{deterministic}, user defined, tolerance error parameter. Under standard regularity conditions on the drift and…
Reaction paths and probabilities are inferred, in a usual Monte Carlo or Molecular Dynamic simulation, directly from the evolution of the positions of the particles. The process becomes time-consuming in many interesting cases in which the…
In this paper mathematical models for the evolutionary conserved Notch-Delta pathway are developed and analyzed in order to better understand how two neighboring biological cells can become different. We pursue a structure-based…
We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…
We derive an exact equation governing two-particle backwards mean-squared dispersion for both deterministic and stochastic tracer particles in turbulent flows. For the deterministic trajectories, we probe the consequences of our formula for…
The usual identification of reactive trajectories for the calculation of reaction rates requires very time-consuming simulations, particularly if the environment presents memory effects. In this paper, we develop a new method that permits…
We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of…
We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the…
Let $X=\{X_t: t\ge 0\}$ be a stationary piecewise continuous $\R^d$-valued process that moves between jumps along the integral curves of a given continuous vector field, and let $S\subset\R^d$ be a smooth surface. The aim of this paper is…
We consider a stochastic differential equation of the form \[dX_t=\theta a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative stochastic volatility, where $Y$ is some adapted stochastic process. We prove…