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We study a one-parameter generalization of the symmetric simple exclusion process on a one dimensional lattice. In addition to the usual dynamics (where particles can hop with equal rates to the left or to the right with an exclusion…

Statistical Mechanics · Physics 2016-09-07 N. Crampe , E. Ragoucy , V. Rittenberg , M. Vanicat

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

Numerical Analysis · Mathematics 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…

Mathematical Physics · Physics 2025-03-06 F. S. Abril-Bermúdez , C. J. Quimbay , J. E. Trinidad-Segovia , M. A Sánchez-Granero

In this paper it is shown that the steady-state weights of the asymmetric simple exclusion process (ASEP) with open boundaries and parallel update can be written as a product of a scalar pair-factorized and a matrix-product state. This type…

Statistical Mechanics · Physics 2015-05-13 Marko Woelki , Michael Schreckenberg

We present a numerical approach to calculate non-equilibrium eigenstates of a periodically time-modulated quantum system. The approach is based on the use of a chain of single-step time-independent propagating operators. Each operator is…

Statistical Mechanics · Physics 2016-04-08 T. V. Laptyeva , E. A. Kozinov , I. B. Meyerov , M. V. Ivanchenko , S. Denisov , P. Hänggi

In this paper, we propose a compositional approach for the construction of finite abstractions (a.k.a. finite Markov decision processes (MDPs)) for networks of discrete-time stochastic control subsystems that are not necessarily…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Abolfazl Lavaei , Sadegh Soudjani , Majid Zamani

Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…

General Physics · Physics 2018-02-08 Dániel Czégel , Sámuel G Balogh , Péter Pollner , Gergely Palla

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

The space-time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded)…

Computational Physics · Physics 2007-05-23 H. Rafii-Tabar , H. R. Sepangi

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

Dynamical phase transitions are crucial features of the fluctuations of statistical systems, corresponding to boundaries between qualitatively different mechanisms of maintaining unlikely values of dynamical observables over long periods of…

Statistical Mechanics · Physics 2017-06-02 Alexandre Lazarescu

Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…

Statistical Mechanics · Physics 2023-02-06 Jonathan Dexter , Ian J. Ford

In Floquet engineering, periodic driving is used to realize novel phases of matter which are inaccessible in thermal equilibrium. For this purpose, the Floquet theory provides us a recipe of obtaining a static effective Hamiltonian.…

Statistical Mechanics · Physics 2023-03-29 Takashi Mori

The totally asymmetric simple exclusion process with generalized update is a version of the discrete time totally asymmetric exclusion process with an additional inter-particle interaction that controls the degree of particle clustering.…

Statistical Mechanics · Physics 2024-03-21 Nadezhda Zh Bunzarova , Nina C Pesheva , Alexander M Povolotsky

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…

Statistical Mechanics · Physics 2024-08-15 Martin Žonda , Wolfgang Belzig , Edward Goldobin , Tomáš Novotný

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…

Machine Learning · Computer Science 2025-10-10 Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…

Statistical Mechanics · Physics 2021-11-17 Akriti Jindal , Anatoly B. Kolomeisky , Arvind Kumar Gupta

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli