Related papers: How many paths to simulate correlated Brownian mot…
The path integral formulation of constrained systems leads to obtain the equations of motion as total differential equations in many variables. If these equations are integrable then one can constuct a valid and a canonical phase space…
What is the time-optimal way of using a set of control Hamiltonians to obtain a desired interaction? Vidal, Hammerer and Cirac [Phys. Rev. Lett. 88 (2002) 237902] have obtained a set of powerful results characterizing the time-optimal…
The combination of a number of correlated estimates of a given observable is frequently performed using the Best Linear Unbiased Estimate (BLUE) method. Most features of such a combination can already be seen by analysing the special case…
Biochemical pathways emerge from a series of Brownian collisions between various types of biological macromolecules within separate cellular compartments and in highly viscous cytosol. Functioning of biochemical networks suggests that such…
This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0, 1) perturbed by a non-linear rough signal. It is the continuation of [8, 7], where the existence and uniqueness of a solution…
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear…
The main purpose of this work is to define planar self-intersection local time by an alternative approach which is based on an almost sure pathwise approximation of planar Brownian motion by simple, symmetric random walks. As a result,…
It is well-known that the maximal particle in a branching Brownian motion sits near $\sqrt2 t - \frac{3}{2\sqrt2}\log t$ at time $t$. One may then ask about the paths of particles near the frontier: how close can they stay to this critical…
We propose an optimal algorithm for solving the longest path problem in undirected weighted graphs. By using graph partitioning and dynamic programming, we obtain an algorithm that is significantly faster than other state-of-the-art…
In this paper, we propose a method to obtain a constrained approximation of a rational B\'{e}zier curve by a polynomial B\'{e}zier curve. This problem is reformulated as an approximation problem between two polynomial B\'{e}zier curves…
We develop a variational neural-network framework to determine the most probable path (MPP) of a 3D active Brownian particle (ABP) by directly minimizing the Onsager-Machlup integral (OMI). To obtain the OMI, we use the Onsager-Machlup…
The possibility is discussed of using straight-line paths of integration in computing the integral representation of the three-body Coulomb Green's function. In our numerical examples two different integration contours are considered. It is…
The Feynman path integral formalism has inspired the development of memory-efficient and parallelizable classical algorithms for simulating quantum computers. We adapt this approach for the calculation of probability amplitudes of…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
Trajectory planning is a critical step while programming the parallel manipulators in a robotic cell. The main problem arises when there exists a singular configuration between the two poses of the end-effectors while discretizing the path…
In this paper, we analyze the effects of contact models on contact-implicit trajectory optimization for manipulation. We consider three different approaches: (1) a contact model that is based on complementarity constraints, (2) a smooth…
We look for elliptic curves featuring rational points whose coordinates form two arithmetic progressions, one for each coordinate. A constructive method for creating such curves is shown, for lengths up to 5.
In this paper we study the hitting probability of a circumference $C_R$ for a correlated Brownian motion $\underline{B}(t)=\left(B_1(t), B_2(t)\right)$, $\rho$ being the correlation coefficient. The analysis starts by first mapping the…