Related papers: Integrable Floquet dynamics, generalized exclusion…
Closure models are widely used in simulating complex multiscale dynamical systems such as turbulence and the earth system, for which direct numerical simulation that resolves all scales is often too expensive. For those systems without a…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
The one-dimensional totally asymmetric simple exclusion process (TASEP) with $N$ particles on a periodic lattice of $L$ sites is an interacting particle system with hopping rates breaking detailed balance. The total time-integrated current…
There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda…
We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…
We derive the stationary fluctuations for the Facilitated Exclusion Process (FEP) in one dimension in the symmetric, weakly asymmetric and asymmetric cases. Our proof relies on the mapping between the FEP and the zero-range process, and…
This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
The modeling of complicated time-evolving physical dynamics from partial observations is a long-standing challenge. Particularly, observations can be sparsely distributed in a seemingly random or unstructured manner, making it difficult to…
A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…
We present an explicit representation for the matrix product ansatz for some two-species TASEP with open boundary conditions. The construction relies on the integrability of the models, a property that constrains the possible rates at the…
We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…
We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…
We consider the general problem of determining the steady state of stochastic nonequilibrium systems such as those that have been used to model (among other things) biological transport and traffic flow. We begin with a broad overview of…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
In this paper, we provide for the first time an automated, correct-by-construction, controller synthesis scheme for a class of infinite dimensional stochastic systems, namely, retarded jump-diffusion systems. First, we construct finite…
The paper is focused on the numerical solution of stochastic reaction-diffusion problems. A special attention is addressed to the conservation of mean-square dissipativity in the time integration of the spatially discretized problem,…