Related papers: Rare Events, the Thermodynamic Action and the Cont…
We elaborate and validate a generalization of the renowned transition-path-sampling algorithm for a paradigmatic model of active particles, namely the Run-and-Tumble particles. Notwithstanding the non-equilibrium character of these…
The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…
The possibility of different interpretations of the stochastic term (or calculi) in the overdamped Langevin equation for the motion of a particle in an inhomogeneous medium is often referred to as the "Ito--Stratonovich dilemma," although…
We study the transition time distribution for a particle moving between two wells of a multidimensional potential in the low-noise limit of overdamped Langevin dynamics. Possible transition paths are restricted to a thin tube surrounding…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We investigate the existence of generalised densities for the $\Phi^4_d$ $(d=1,2,3)$ measures, in finite volume, through the lens of Onsager-Machlup (OM) functionals. The latter are rigorously defined for measures on metric spaces as…
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
In this paper, we consider a diffusion process with jumps whose drift and jump coefficient depend on an unknown parameter. We then give a self-contained proof of the local asymptotic mixed normality (LAMN) property when the process is…
We point out a connection between anomalous quantum transport in an optical lattice and Tsallis' generalized thermostatistics. Specifically, we show that the momentum equation for the semiclassical Wigner function that describes atomic…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
Rare events such as conformational changes in biomolecules, phase transitions, and chemical reactions are central to the behavior of many physical systems, yet they are extremely difficult to study computationally because unbiased…
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…
This is the first of two articles on the study of a particle system model that exhibits a Turing instability type effect. The model is based on two discrete lines (or toruses) with Ising spins, that evolve according to a continuous time…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
We study the long-time behaviour of the temperature-driven compressible flows. We show that numerical solutions of a structure-preserving finite volume method generate a discrete attractor that consists of entire discrete trajectories.…
We investigate the distribution of the supercurrent through a chaotic quantum dot which is strongly coupled to two superconductors when the Thouless energy is large compared to the superconducting energy gap. The distribution function of…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
We investigate the theoretical and numerical computation of rare transitions in simple geophysical turbulent models. We consider the barotropic quasi-geostrophic and two-dimensional Navier-Stokes equations in regimes where bistability…
The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…