Related papers: Current fluctuations in boundary driven diffusive …
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
We show that the common local Monte Carlo rules used to simulate the motion of driven flux lines in disordered media cannot capture the interplay between elasticity and disorder which lies at the heart of these systems. We therefore discuss…
We present a new numerical Monte Carlo approach to determine the scaling behavior of lattice field theories far from equilibrium. The presented methods are generally applicable to systems where classical-statistical fluctuations dominate…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…
We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
We independently develop a simulation code following the previous dynamical Monte Carlo simulation of the diffusive shock acceleration under the isotropic scattering law during the scattering process, and the same results are obtained.…
We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…
We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…
We introduce a general class of stochastic lattice gas models, and derive their fluctuating hydrodynamics description in the large size limit under a local equilibrium hypothesis. The model consists in energetic particles on a lattice…
The frequency-dependent spectrum of current fluctuations through nano-scale channels is studied using analytical and computational techniques. Using a stochastic Nernst-Planck description and neglecting the interactions between the ions…
We present a field theory for the statistics of charge and current fluctuations in diffusive systems. The cumulant generating function is given by the saddle-point solution for the action of this field theory. The action depends on two…
The symmetric simple exclusion process (SEP) is a paradigmatic model of transport, both in and out-of-equilibrium. In this model, the study of currents and their fluctuations has attracted a lot of attention. In finite systems of arbitrary…
Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…
Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…
The very notion of a current fluctuation is problematic in the quantum context. We study that problem in the context of nonequilibrium statistical mechanics, both in a microscopic setup and in a Markovian model. Our answer is based on a…