Related papers: Current fluctuations in boundary driven diffusive …
We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…
We investigate both ensemble and time-averaged mean-squared displacements of particles in a polydisperse granular system in a homogeneous cooling state. The system contains an arbitrary number of species of different sizes and masses. The…
Boundary driven diffusive systems describe a broad range of transport phenomena. We study large deviations of the density profile in these systems, using numerical and analytical methods. We find that the large deviation may be…
We prove nonequilibrium fluctuations for the boundary driven symmetric simple exclusion process. We deduce from this result the stationary fluctuations.
Tensor networks are employed to characterize the current fluctuations in one-dimensional diffusion-reaction systems. The representative system under study is a semiconducting material where holes and electrons constitute two types of charge…
We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…
We investigate hydrodynamic noise in a dilute granular gas during the homogeneous cooling state, by means of a proper application of the Direct Simulation Monte Carlo (DSMC) algorithm. The DSMC includes a source of randomization which is…
This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…
Functional integral representations for solutions of the motion equations for wall-bounded incompressible viscous flows, expressed (implicitly) in terms of distributions of solutions to stochastic differential equations of McKean-Vlasov…
Monte Carlo simulation is used to study the dynamical crossover from single file diffusion to normal diffusion in fluids confined to narrow channels. We show that the long time diffusion coefficients for a series of systems involving hard…
Force fluctuations in granular materials are investigated. A continuum equation is derived starting from a discrete model proposed in the literature. The influence of boundary conditions is investigated. For periodic boundary conditions the…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
Current fluctuations play an important role in non-equilibrium statistical mechanics, and are a key object of interest in both theoretical studies and in practical applications. So far, most of the studies were devoted to the fluctuations…
We study large fluctuations of the current in a Dyson gas, a 1D system of particles interacting through a logarithmic potential and subjected to random noise. We adapt the macroscopic fluctuation theory to the Dyson gas and derive two…
We develop a real-time Full Configuration Interaction Quantum Monte Carlo approach for the modeling of driven-dissipative open quantum systems. The method enables stochastic sampling of the Liouville-von-Neumann time evolution of the…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
In this thesis, we consider one of the most popular models of non-equilibrium statistical physics: the Asymmetric Simple Exclusion Process, in which particles jump stochastically on a one-dimensional lattice, between two reservoirs at fixed…
We study diffusive dynamics of phase separation in a binary mixture, following critical quench, both in spatial dimensions $d=2$ and $d=3$. Particular focus in this work is to obtain information about effects of system size and correction…
Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the parametric estimation and of the choice…
A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…