Related papers: Effective driven dynamics for one-dimensional cond…
By optimal fluctuation method, we study short-time distribution $P(\mathcal{A}=A)$ of the functionals, $\mathcal{A}=\int_{0}^{t_f} x^n(t) dt$, along constrained trajectories of random acceleration process for a given time duration $t_f$,…
We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…
The random batch method is advantageous in accelerating force calculations in particle simulations, but it poses a challenge of removing the artificial heating effect in application to the Langevin dynamics. We develop an approach to solve…
The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…
In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…
We develop a microscopic theory for biasing the quantum trajectories of an open quantum system, which renders rare trajectories typical. To this end we consider a discrete-time quantum dynamics, where the open system collides sequentially…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…
The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective…
Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW), the governing equations for the probability density…
This is a short survey on recent results obtained by the authors on dynamical phase transitions of interacting particle systems. We consider particle systems with exclusion dynamics, but it is conjectured that our results should hold for a…
In heterogeneous environments, the diffusivity is not constant but changes with time. It is important to detect changes in the diffusivity from single-particle-tracking trajectories in experiments. Here, we devise a novel method for…
Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…
Diffusion models have shown remarkable potential in planning and control tasks due to their ability to represent multimodal distributions over actions and trajectories. However, ensuring safety under constraints remains a critical challenge…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
To address the dynamics of a Brownian particle on a periodic symmetric substrate under high-frequency periodic forcing with a vanishing time average, we construct an effective Langevin dynamics by invoking Kapitza-Landau time window. Our…
In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…
We analyze the probabilities of large infrequent fluctuations in systems driven by external fields. In a broad range of the field magnitudes, the logarithm of the fluctuation probability is linear in the field magnitude, and the response…
The emergence of particle irreversibility in periodically driven colloidal suspensions has been interpreted as resulting either from a nonequilibrium phase transition to an absorbing state or from the chaotic nature of particle…
Active fluctuations are detected in a growing number of systems due to self-propulsion mechanisms or collisions with active environment. They drive the system far from equilibrium and can induce phenomena which at equilibrium states are…