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This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…

Probability · Mathematics 2024-06-04 Julie Tourniaire

We investigate the dynamics of a point-like active particle suspended in fluid flow through a straight channel. For this particle-fluid system, we derive a constant of motion for a general unidirectional fluid flow, and apply it to an…

Fluid Dynamics · Physics 2024-06-04 Rahil N. Valani , Brendan Harding , Yvonne M. Stokes

Particles moving inside a fluid near, and interacting with, invariant manifolds is a common phenomenon in a wide variety of applications. One elementary question is whether we can determine once a particle has entered a neighbourhood of an…

Dynamical Systems · Mathematics 2018-12-24 Christian Kuehn , Francesco Romano , Hendrik C. Kuhlmann

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

Brownian escape is key to a wealth of physico-chemical processes, including polymer folding, and information storage. The frequency of thermally activated energy barrier crossings is assumed to generally decrease exponentially with…

Soft Condensed Matter · Physics 2020-06-19 Marie Chupeau , Jannes Gladrow , Alexei Chepelianskii , Ulrich F. Keyser , Emmanuel Trizac

We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…

Soft Condensed Matter · Physics 2017-04-06 Caleb G. Wagner , Michael F. Hagan , Aparna Baskaran

We define the concept of an `open' Markov process, a continuous-time Markov chain equipped with specified boundary states through which probability can flow in and out of the system. External couplings which fix the probabilities of…

Mathematical Physics · Physics 2017-10-03 Blake S. Pollard

Particulate flows have been largely studied under the simplifying assumptions of one-way coupling regime where the disperse phase do not react-back on the carrier fluid. In the context of turbulent flows, many non trivial phenomena such as…

Chaotic Dynamics · Physics 2023-07-19 P. Gualtieri , F. Picano , G. Sardina , C. M. Casciola

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

The transport of particles through channels holds immense significance in physics, chemistry, and biological sciences. For instance, the motion of solutes through biological channels is facilitated by specialized proteins that create…

Statistical Mechanics · Physics 2024-07-22 Suvam Pal , Denis Boyer , Leonardo Dagdug , Arnab Pal

We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik

The exponential server timing channel is known to be the simplest, and in some sense canonical, queuing timing channel. The capacity of this infinite-memory channel is known. Here, we discuss practical finite-length restrictions on the…

Information Theory · Computer Science 2016-05-26 Thomas J. Riedl , Todd P. Coleman , Andrew C. Singer

Stationary solutions to the problem of particle acceleration at shock waves in the non-linear regime, when the dynamical reaction of the accelerated particles on the shock cannot be neglected, are known to show a prominent energy flux…

Astrophysics · Physics 2015-05-13 D. Caprioli , P. Blasi , E. Amato

We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…

Statistical Mechanics · Physics 2025-06-17 Feng Huang , Hanshuang Chen

An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…

Probability · Mathematics 2022-07-18 Yuri Kozitsky , Michael Röckner

We discuss the structure of the equation of motion that governs nucleation processes at first order phase transitions. From the underlying microscopic dynamics of a nucleating system, we derive by means of a non-equilibrium projection…

Statistical Mechanics · Physics 2019-12-04 Anja Kuhnhold , Hugues Meyer , Graziano Amati , Philipp Pelagejcev , Tanja Schilling

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos