Related papers: Stoke's efficiency and its stochastic properties
Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…
By analyzing empirical time headway distributions of traffic flow, a hypothesis about the underlying stochastic process can be drawn. The results found lead to the assumption that the headways $T_i$ of individual vehicles follow a linear…
Fluctuations in the abundance of molecules in the living cell may affect its growth and well being. For regulatory molecules (e.g., signaling proteins or transcription factors), fluctuations in their expression can affect the levels of…
It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…
We study the transport properties for a walker on a ratchet potential. The walker consists of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional…
The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The…
Because diffusion typically involves symmetric interactions, scant attention has been focused on studying asymmetric cases. However, important networked systems underlain by diffusion (e.g. cortical networks and WWW) are inherently…
Shortcuts to adiabaticity let a system reach the results of a slow adiabatic process in a shorter time. We propose to quantify the "energy cost" of the shortcut by the energy consumption of the system enlarged by including the control…
We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
Shortcuts to adiabaticity (STA) provide an alternative to adiabatic protocols to guide the dynamics of the system of interest without the requirement of slow driving. We report the controlled speedup via STA of the nonadiabatic dynamics of…
In this paper, we propose a stochastic cellular automaton model of traffic flow extending two exactly solvable stochastic models, i.e., the asymmetric simple exclusion process and the zero range process. Moreover it is regarded as a…
The systematic analysis of non-adiabatic effect on convective mode has been conducted using wave energy relation. In the adiabatic analysis, the "propagation diagram" for convective mode is proposed as a useful tool to see its behavior. In…
Understanding the stochastic properties of conductance fluctuations in disordered mesoscopic systems is fundamental to quantum transport. In this work, we investigate the multifractal and ergodic properties of the fictitious time series of…
Numerical simulations are performed on the collective dynamics of active disks, whose self-propulsion speed ($U$) varies in time, and whose orientation evolves according to rotational Brownian motion. Two protocols for the evolution of…
Risken's matrix continued fraction method is used to solve the Fokker-Planck equation to calculate particle current in an inertial symmetric (sinusoidal) periodic potential under the action of a constant force. The particle moves in a…
We explore the distribution of paths followed in fluctuation-induced switching between coexisting stable states. We introduce a quantitative characteristic of the path distribution in phase space that does not require a priori knowledge of…
We investigate the asymptotic state of time-periodic quantum systems with regular and chaotic Floquet states weakly coupled to a heat bath. The asymptotic occupation probabilities of these two types of states follow fundamentally different…
The paper reports on the quasi-static steady flow of a dry liquid foam around a fixed spherical bead, few times larger than the typical bubble size. The force exerted on the bead is recorded with a precision and a time resolution large…
We investigate a model of a stochastic engine operating cyclically at constant bath temperature, which consists of an overdamped Brownian harmonic oscillator that plays the role of working substance and is elastically coupled to an active…