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In the following article we consider the numerical approximation of the non-linear filter in continuous-time, where the observations and signal follow diffusion processes. Given access to high-frequency, but discrete-time observations, we…

Numerical Analysis · Mathematics 2020-06-11 Ajay Jasra , Fangyuan Yu , Jeremy Heng

Heavy particles in turbulent flows have been shown to accumulate in regions of high strain rate or low vorticity, a process otherwise known as preferential concentration. This can be observed in geophysical flows, and is inferred to occur…

Fluid Dynamics · Physics 2020-11-25 Sara Nasab , Pascale Garaud

In many areas of research it is interesting how lattices can be filled with particles that have no nearest neighbors, or they are in limited quantities. Examples may be found in statistical physics, chemistry, materials science, discrete…

Statistical Mechanics · Physics 2016-04-20 Isak Avramov , Vesselin Tonchev

We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

We study a lattice gas of persistent walkers, in which each site is occupied by at most one particle and the direction each particle attempts to move to depends on its last step. We analyse the mean squared displacement (MSD) of the…

Statistical Mechanics · Physics 2019-08-28 Eial Teomy , Ralf Metzler

Tunneling in the presence of an opaque barrier, part of which varies in time, is investigated numerically and analytically in one dimension. Clearly, due to the varying barrier a tunneling particle experiences spectral widening. However, in…

Condensed Matter · Physics 2015-06-24 Er'el Granot

We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the system to efficiently approximate the…

Computation · Statistics 2007-10-29 Anastasia Papavasiliou

We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…

Statistical Mechanics · Physics 2015-06-01 Claudio Maggi , Umberto Marini Bettolo Marconi , Nicoletta Gnan , Roberto Di Leonardo

In this paper the filtering of partially observed diffusions, with discrete-time observations, is considered. It is assumed that only biased approximations of the diffusion can be obtained, for choice of an accuracy parameter indexed by…

Computation · Statistics 2015-10-19 Ajay Jasra , Kengo Kamatani , Kody J. H. Law , Yan Zhou

This paper examines the traffic flows on a two-dimensional stochastic lattice model that comprises a junction of two traveling routes: the domestic route and the international route each of which has parking sites. In our model, the system…

Cellular Automata and Lattice Gases · Physics 2020-11-05 Satori Tsuzuki , Daichi Yanagisawa , Katsuhiro Nishinari

The screening of an individual low-dimensional object can be strongly influenced by the objects nearby. We propose that such environment's influence can be absorbed into an effective polarizability, instead of its intrinsic polarizability.…

Mesoscale and Nanoscale Physics · Physics 2013-03-06 Ting-Ting Kang

We consider the processor sharing $M/M/1$-PS queue which also models balking. A customer that arrives and sees $n$ others in the system "balks" (i.e., decides not to enter) with probability $1-b_n$. If $b_n$ is inversely proportional to…

Probability · Mathematics 2011-04-26 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

In the Page parking (or packing) model on a discrete interval (also known as the discrete R{\'e}nyi packing problem or the unfriendly seating problem), cars of length two successively park uniformly at random on pairs of adjacent places,…

Probability · Mathematics 2015-10-20 Lucas Gerin

We study driven particle systems with excluded volume interactions on a two-lane ladder with periodic boundaries, using Monte Carlo simulation, cluster mean-field theory, and numerical solution of the master equation. Particles in one lane…

Statistical Mechanics · Physics 2009-11-13 Ronald Dickman , Ronaldo R. Vidigal

Distance control in many-particle systems is a fundamental problem in nature. This becomes particularly relevant in systems of active agents, which can sense their environment and react by adjusting their direction of motion. We employ…

Biological Physics · Physics 2024-06-04 Rajendra Singh Negi , Priyanka Iyer , Gerhard Gompper

We consider diffusion-limited annihilating systems with mobile $A$-particles and stationary $B$-particles placed throughout a graph. Mutual annihilation occurs whenever an $A$-particle meets a $B$-particle. Such systems, when ran in…

Probability · Mathematics 2022-08-05 Riti Bahl , Philip Barnet , Tobias Johnson , Matthew Junge

A multispecies, collisionless plasma is modeled by the Vlasov-Poisson system. Assuming that the electric field decays with sufficient rapidity as $t \to\infty$, we show that the velocity characteristics and spatial averages of the particle…

Analysis of PDEs · Mathematics 2022-01-25 Stephen Pankavich

We consider hard-disc mixtures with disc sizes within ratio $\sqrt{2}-1$, that is, the small disc exactly fits in the hole between four large discs. For each prescribed stoichiometry of large and small discs, the densest packings are…

Discrete Mathematics · Computer Science 2022-01-21 Thomas Fernique

Many experimental studies of protein deposition on solid surfaces involve alternating adsorption/desorption steps. In this paper, we investigate the effect of a desorption step (separating two adsorption steps) on the kinetics, the…

Statistical Mechanics · Physics 2009-10-31 Paul R. Van Tassel , Pascal Viot , Gilles Tarjus , Jeremy J. Ramsden , Julian Talbot

We have studied the percolation behaviour of deposits for different (2+1)-dimensional models of surface layer formation. The mixed model of deposition was used, where particles were deposited selectively according to the random (RD) and…

Soft Condensed Matter · Physics 2009-11-07 N. I. Lebovka , S. S. Manna , S. Tarafdar , N. Teslenko