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The evaluation of nucleation rates from molecular dynamics trajectories is hampered by the slow nucleation time scale and impact of finite size effects. Here, we show that accurate nucleation rates can be obtained in a very general fashion…

Chemical Physics · Physics 2021-11-03 Kristof M. Bal

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

In the development of equations of state for polyatomic molecules, thermodynamic perturbation theory (TPT) is widely used to calculate the change in free energy due to chain formation. TPT is a simplification of a more general and exact…

Soft Condensed Matter · Physics 2016-07-13 Bennett D. Marshall

Biological machines like molecular motors and enzymes operate in dynamic cycles representable as stochastic flows on networks. Current stochastic dynamics describes such flows on fixed networks. Here, we develop a scalable approach to…

Statistical Mechanics · Physics 2026-03-02 Ying-Jen Yang , Ken A. Dill

We study two types of stochastic processes, a mean-field spatial system of interacting Fisher-Wright diffusions with an inferior and an advantageous type with rare mutation (inferior to advantageous) and a (mean-field) spatial system of…

Probability · Mathematics 2010-08-02 Donald A. Dawson , Andreas Greven

A new method, dual-space cluster expansion, is proposed to study classical phases transitions in the continuum. It relies on replacing the particle positions as integration variables by the momenta of the relative displacements of particle…

Mathematical Physics · Physics 2025-11-18 Andras Suto

A guiding principle in self-assembly is that, for high production yield, nucleation of structures must be significantly slower than their growth. However, details of the mechanism that impedes nucleation are broadly considered irrelevant.…

Biological Physics · Physics 2020-03-19 Florian M. Gartner , Isabella R. Graf , Patrick Wilke , Philipp M. Geiger , Erwin Frey

This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…

Optimization and Control · Mathematics 2009-12-02 Joseph G. Conlon , Mohar Guha

Semiclassical stochastic gravity is aimed at studying extended structure formation in the early universe. Rigorous developments in this area include the semiclassical noise and dissipation kernels which are obtained in terms of quantum…

General Relativity and Quantum Cosmology · Physics 2024-12-17 Seema Satin

The behavior of slow-fast diffusions as the separation of scale diverges is a well-studied problem in the literature. In this short paper, we revisit this problem and obtain a new proof of existing strong quantitative convergence estimates…

Optimization and Control · Mathematics 2025-10-28 Sumith Reddy Anugu , Vivek S. Borkar

The introduction of stochasticity into continuous ecological models frequently relies on phenomenological, diagonal diffusion terms that lack a rigorous microscopic basis. We demonstrate that this standard practice fundamentally…

Populations and Evolution · Quantitative Biology 2026-02-27 Jiguang Yu , Louis Shuo Wang

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

We extend the phase field crystal model to accommodate exact atomic configurations and vacancies by requiring the order parameter to be non-negative. The resulting theory dictates the number of atoms and describes the motion of each of…

Computational Physics · Physics 2009-02-10 Pak Yuen Chan , Nigel Goldenfeld , Jon Dantzig

We propose a mathematical methodology to derive a stochastic parameterization of bulk warm cloud micro-physics properties. Unlike previous bulk parameterizations, the stochastic parameterization does not assume any particular droplet size…

Atmospheric and Oceanic Physics · Physics 2016-06-08 David Collins , Boualem Khouider

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal

A method is presented that allows exact calculations of fragment multiplicity distributions for a canonical ensemble of non-interacting clusters. Fragmentation properties are shown to depend on only a few parameters. Fragments are shown to…

Nuclear Theory · Physics 2009-10-31 Scott Pratt , Subal Das Gupta

We prove two duality descriptions of the value function for a generic stochastic optimal problem. These descriptions also hold when the diffusion is controlled, a case left open by the literature so far.

Optimization and Control · Mathematics 2026-02-23 Peter Bank , Filippo de Feo

Starting from a classical mechanics of a ``colloid particle'' and $N$ ``water molecules'', we study effective stochastic dynamics of the particle which jumps between deep potential wells. We prove that the effective transition probability…

Statistical Mechanics · Physics 2007-06-08 Hal Tasaki

We analyse the asymptotic properties of a continuous-time, two-timescale stochastic approximation algorithm designed for stochastic bilevel optimisation problems in continuous-time models. We obtain the weak convergence rate of this…

Optimization and Control · Mathematics 2022-07-08 Louis Sharrock

Observations and modelling suggest that the fluctuations in magnetised plasmas exhibit scale-dependent anisotropy, with more energy in the fluctuations perpendicular to the mean magnetic field than in the parallel fluctuations and the…

Solar and Stellar Astrophysics · Physics 2013-04-22 T. Laitinen , S. Dalla , J. Kelly , M. Marsh
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