Related papers: Stoke's efficiency and its stochastic properties
We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…
We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related…
We consider a finite-time quantum Otto cycle with single and two-spin-$1/2$ systems as its working medium. In order to mimic adiabatic dynamics at a finite-time, we employ a shortcut-to-adiabaticity technique and evaluate the performance of…
Molecular machines are stochastic systems that catalyze the energetic processes keeping living cells alive and structured. Inspired by the examples of F1-ATP synthase and the bacterial flagellum, we present a minimal model of an externally…
In neural systems, synaptic plasticity is usually driven by spike trains. Due to the inherent noises of neurons, synapses and networks, spike trains typically exhibit externally uncontrollable variability such as spatial heterogeneity and…
We study the statistics of the dissipated energy in the two-dimensional random fuse model for fracture under different imposed strain conditions. By means of extensive numerical simulations we compare different ways to compute the…
We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…
Gene expression is significantly stochastic making modeling of genetic networks challenging. We present an approximation that allows the calculation of not only the mean and variance but also the distribution of protein numbers. We assume…
Stochastic effects significantly influence the dynamics of traffic flows. Many dynamic traffic assignment (DTA) models attempt to capture these effects by prescribing a specific ratio that determines how flow splits across different routes…
The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…
This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the presence of turnpikes in stochastic LQ problems. Our…
Nonadiabatic Thouless pumping of electrons is studied within the framework of topological Floquet engineering, particularly focused on how atomic lattice dynamics affect the emergent Floquet topological phase in trans-polyacetylene under…
We consider a periodically driven system where the high-frequency driving protocol consists of a sequence of potentials switched on and off at different instants within a period. We explore the possibility of introducing an adiabatic…
Stochastic fluctuations of molecular abundances are a ubiquitous feature of cellular processes and lead to significant cell-to-cell variability. Recent theoretical work established lower bounds for stochastic fluctuations in cells for broad…
In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…
The effects of real-time provision of travel-time information on the behaviour of drivers are considered. The model of Marecek et al. [arXiv:1406.7639, Int. J. Control 88(10), 2015] is extended to consider uncertainty in the response of a…
We develop a theory to calculate the effective phase diffusion coefficient and the mean phase velocity in periodically driven stochastic models with two discrete states. This theory is applied to a dichotomically driven Markovian two state…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, it is possible to replace the SPDE by a…
The growth of transportation networks and their increasing interconnections, although positive, has the downside effect of an increasing complexity which make them difficult to use, to assess, and limits their efficiency. On average in the…