Related papers: Reactive trajectories and the transition path proc…
Biological organisms are open, adaptve systems that can respond to changes in environment in specific ways. Adaptation and response can be posed as an optimization problem, with a tradeoff between the benefit obtained from a response and…
Stochastic differential equations (SDE) are widely used in modeling stochastic dynamics in literature. However, SDE alone is not enough to determine a unique process. A specified interpretation for stochastic integration is needed.…
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…
We present a data-driven point of view for rare events, which represent conformational transitions in biochemical reactions modeled by over-damped Langevin dynamics on manifolds in high dimensions. We first reinterpret the transition state…
In this paper, we are interested in the asymptotic behaviour of the sequence of processes $(W_n(s,t))_{s,t\in[0,1]}$ with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(1_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where…
Random walk subject to random drive has been extensively employed as a model for physical and biological processes. While equilibrium statistical physics has yielded significant insights into the distributions of dynamical fixed points of…
This paper provides a theoretical framework of deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and chemical reaction. Very general forms of the…
Simulating chemical reactions is a central challenge in computational chemistry, characterized by an uneven difficulty profile: while equilibrium reactant and product geometries are often classically tractable, intermediate transition…
Let $(\{X_i(t)\}_{i\in \mathbb{Z}^d})_{t\geq 0}$ be the system of interacting diffusions on $[0,\infty)$ defined by the following collection of coupled stochastic differential equations: \begin{eqnarray}dX_i(t)=\sum\limits_{j\in…
The Transition Path Theory (TPT) of complex systems has proven a robust means for statistically characterizing the ensemble of trajectories that connect any two preset flow regions, say $\mathcal A$ and $\mathcal B$, directly. More…
Chemical reactions involve the movement of charges, and this work presents a mathematical model for describing chemical reactions in electrolytes. The model is developed using an energy variational method that aligns with classical…
We introduce a reaction-path statistical mechanics formalism based on the principle of large deviations to quantify the kinetics of single-molecule enzymatic reaction processes under the Michaelis-Menten mechanism, which exemplifies an…
In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…
Thermodynamics of trajectories promises to make possible the thorough analysis of the dynamical properties of an open quantum system, a sought-after goal in modern physics. Unfortunately, calculation of the relevant quantities presents…
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…
The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
This paper introduces the path derivatives, in the spirit of Dupire's functional It\^o calculus, for the controlled paths in the rough path theory with possibly non-geometric rough paths. The theory allows us to deal with rough integration…