Related papers: Calculating how long it takes for a diffusion proc…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
We examine the phase transition phenomenon for the Knapsack problem from both a computational and a human perspective. We first provide, via an empirical and a theoretical analysis, a characterization of the phenomenon in terms of two…
Diffusion of molecules within biological cells and tissues is strongly influenced by crowding. A key quantity to characterize diffusion is the particle lifetime, which is the time taken for a diffusing particle to exit by hitting an…
When studying the perfect transfer of a quantum state from one site to another, it is typically assumed that one can receive the arriving state at a specific instant in time, with perfect accuracy. Here, we study how sensitive perfect state…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The discount function is assumed to be log sub-additive and the…
Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…
The predictive ability of stochastic chemical reactions is currently limited by the lack of closed form solutions to the governing chemical master equation. To overcome this limitation, this paper proposes a computational method capable of…
Reaction diffusion systems with Turing instability and mass conservation are studied. In such systems, abrupt decays of stripes follow quasi-stationary states in sequence. At steady state, the distance between stripes is much longer than…
Over the last decade computer simulations have had an increasing role in shedding light on difficult statistical physical phenomena and in particular on the ubiquitous problem of the glass transition. Here in a wide variety of materials the…
The nonequilibrium phase transition in a system of diffusing, coagulating particles in the presence of a steady input and evaporation of particles is studied. The system undergoes a transition from a phase in which the average number of…
Based on quasi-stationary distribution ideas, a general finite size scaling theory is proposed for discontinuous nonequilibrium phase transitions into absorbing states. Analogously to the equilibrium case, we show that quantities such as,…
We propose a simple quantum mechanical model describing the time dependent diffusion current between two fermion reservoirs that were initially disconnected and characterized by different densities or chemical potentials. The exact,…
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel from the origin…
We study the convective instability of the melt during the initial transient in a directional solidification experiment in a vertical configuration. We obtain analytically the dispersion relation, and perform an additional asymptotic…
Whereas the importance of transient dynamics to the functionality and management of complex systems has been increasingly recognized, most of the studies are based on models. Yet in realistic situations the models are often unknown and what…
The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
We study a non-conserved one-dimensional stochastic process which involves two species of particles $A$ and $B$. The particles diffuse asymmetrically and react in pairs as $A\emptyset\leftrightarrow AA\leftrightarrow BA \leftrightarrow…
Just as transition rates in a canonical ensemble must respect the principle of detailed balance, constraints exist on transition rates in driven steady states. I derive those constraints, by maximum information-entropy inference, and apply…